PortfoliosLab logoPortfoliosLab logo
GGUS vs. YMAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGUS vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GGUS vs. YMAG - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with GGUS having a -8.04% return and YMAG slightly lower at -8.32%.


GGUS

1D
0.85%
1M
-4.70%
YTD
-8.04%
6M
-7.97%
1Y
18.08%
3Y*
5Y*
10Y*

YMAG

1D
0.90%
1M
-3.32%
YTD
-8.32%
6M
-5.76%
1Y
24.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GGUS vs. YMAG - Expense Ratio Comparison

GGUS has a 0.12% expense ratio, which is lower than YMAG's 1.28% expense ratio.


Return for Risk

GGUS vs. YMAG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGUS
GGUS Risk / Return Rank: 4545
Overall Rank
GGUS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GGUS Sortino Ratio Rank: 4747
Sortino Ratio Rank
GGUS Omega Ratio Rank: 4747
Omega Ratio Rank
GGUS Calmar Ratio Rank: 4646
Calmar Ratio Rank
GGUS Martin Ratio Rank: 4343
Martin Ratio Rank

YMAG
YMAG Risk / Return Rank: 6363
Overall Rank
YMAG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
YMAG Sortino Ratio Rank: 6363
Sortino Ratio Rank
YMAG Omega Ratio Rank: 6060
Omega Ratio Rank
YMAG Calmar Ratio Rank: 7070
Calmar Ratio Rank
YMAG Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGUS vs. YMAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GGUSYMAGDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.11

-0.28

Sortino ratio

Return per unit of downside risk

1.34

1.66

-0.32

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.27

1.84

-0.57

Martin ratio

Return relative to average drawdown

4.36

6.31

-1.94

GGUS vs. YMAG - Sharpe Ratio Comparison

The current GGUS Sharpe Ratio is 0.83, which is comparable to the YMAG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of GGUS and YMAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GGUSYMAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.11

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.93

+0.02

Correlation

The correlation between GGUS and YMAG is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GGUS vs. YMAG - Dividend Comparison

GGUS's dividend yield for the trailing twelve months is around 0.48%, less than YMAG's 56.30% yield.


Drawdowns

GGUS vs. YMAG - Drawdown Comparison

The maximum GGUS drawdown since its inception was -22.59%, smaller than the maximum YMAG drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for GGUS and YMAG.


Loading graphics...

Drawdown Indicators


GGUSYMAGDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-25.96%

+3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-14.38%

-0.53%

Current Drawdown

Current decline from peak

-11.06%

-10.31%

-0.75%

Average Drawdown

Average peak-to-trough decline

-3.24%

-4.69%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

4.20%

+0.15%

Volatility

GGUS vs. YMAG - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) is 6.66%, while YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a volatility of 7.20%. This indicates that GGUS experiences smaller price fluctuations and is considered to be less risky than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GGUSYMAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

7.20%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

12.77%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

22.27%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.28%

21.31%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

21.31%

-2.03%