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GIF.L vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GIF.L and SPY is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

GIF.L vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gulf Investment Fund plc (GIF.L) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.67%
12.39%
GIF.L
SPY

Key characteristics

Returns By Period


GIF.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

3.28%

1M

4.28%

6M

12.39%

1Y

22.37%

5Y*

14.20%

10Y*

13.17%

*Annualized

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Risk-Adjusted Performance

GIF.L vs. SPY — Risk-Adjusted Performance Rank

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

GIF.L
The Risk-Adjusted Performance Rank of GIF.L is 7575
Overall Rank
The Sharpe Ratio Rank of GIF.L is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of GIF.L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of GIF.L is 8484
Omega Ratio Rank
The Calmar Ratio Rank of GIF.L is 7676
Calmar Ratio Rank
The Martin Ratio Rank of GIF.L is 6666
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7676
Overall Rank
The Sharpe Ratio Rank of SPY is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GIF.L vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gulf Investment Fund plc (GIF.L) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for GIF.L, currently valued at -0.03, compared to the broader market-2.000.002.004.00-0.031.82
The chart of Sortino ratio for GIF.L, currently valued at 0.09, compared to the broader market-6.00-4.00-2.000.002.004.000.092.46
The chart of Omega ratio for GIF.L, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.34
The chart of Calmar ratio for GIF.L, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.032.73
The chart of Martin ratio for GIF.L, currently valued at -0.05, compared to the broader market0.0010.0020.0030.00-0.0511.34
GIF.L
SPY


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.03
1.82
GIF.L
SPY

Dividends

GIF.L vs. SPY - Dividend Comparison

GIF.L has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.


TTM20242023202220212020201920182017201620152014
GIF.L
Gulf Investment Fund plc
3.88%3.88%3.44%3.17%3.13%0.00%2.37%5.88%0.00%3.74%6.70%0.00%
SPY
SPDR S&P 500 ETF
1.17%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

GIF.L vs. SPY - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.57%
-0.73%
GIF.L
SPY

Volatility

GIF.L vs. SPY - Volatility Comparison

The current volatility for Gulf Investment Fund plc (GIF.L) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.41%. This indicates that GIF.L experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February0
3.41%
GIF.L
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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