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GIL vs. BABO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIL vs. BABO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gildan Activewear Inc. (GIL) and YieldMax BABA Option Income Strategy ETF (BABO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GIL achieves a -1.83% return, which is significantly higher than BABO's -20.64% return.


GIL

1D
1.81%
1M
6.91%
YTD
-1.83%
6M
1.32%
1Y
33.46%
3Y*
29.16%
5Y*
13.34%
10Y*
9.52%

BABO

1D
-0.37%
1M
-16.79%
YTD
-20.64%
6M
-24.20%
1Y
-1.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIL vs. BABO - Yearly Performance Comparison


2026 (YTD)20252024
GIL
Gildan Activewear Inc.
-1.83%35.08%18.75%
BABO
YieldMax BABA Option Income Strategy ETF
-20.64%46.84%0.65%

Correlation

The correlation between GIL and BABO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2024

0.20

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Return for Risk

GIL vs. BABO — Risk / Return Rank

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

GIL
GIL Risk / Return Rank: 6767
Overall Rank
GIL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GIL Sortino Ratio Rank: 6969
Sortino Ratio Rank
GIL Omega Ratio Rank: 6464
Omega Ratio Rank
GIL Calmar Ratio Rank: 6666
Calmar Ratio Rank
GIL Martin Ratio Rank: 6767
Martin Ratio Rank

BABO
BABO Risk / Return Rank: 88
Overall Rank
BABO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BABO Sortino Ratio Rank: 99
Sortino Ratio Rank
BABO Omega Ratio Rank: 99
Omega Ratio Rank
BABO Calmar Ratio Rank: 88
Calmar Ratio Rank
BABO Martin Ratio Rank: 88
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.

GIL vs. BABO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gildan Activewear Inc. (GIL) and YieldMax BABA Option Income Strategy ETF (BABO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GILBABODifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.18

1.01

+0.17

Calmar ratioReturn relative to maximum drawdown

1.14

-0.13

+1.27

Martin ratioReturn relative to average drawdown

2.74

-0.28

+3.02

GIL vs. BABO - Sharpe Ratio Comparison

The current GIL Sharpe Ratio is 0.85, which is higher than the BABO Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of GIL and BABO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GIL vs. BABO - Drawdown Comparison

The maximum GIL drawdown since its inception was -87.23%, which is greater than BABO's maximum drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for GIL and BABO.


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Drawdown Indicators


GILBABODifference

Max Drawdown

Largest peak-to-trough decline

-87.23%

-33.33%

-53.90%

Max Drawdown (1Y)

Largest decline over 1 year

-25.71%

-33.33%

+7.62%

Max Drawdown (3Y)

Largest decline over 3 years

-31.28%

Max Drawdown (5Y)

Largest decline over 5 years

-37.97%

Max Drawdown (10Y)

Largest decline over 10 years

-74.44%

Current Drawdown

Current decline from peak

-15.52%

-33.33%

+17.81%

Average Drawdown

Average peak-to-trough decline

-19.14%

-13.90%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.70%

15.34%

-4.64%

Volatility

GIL vs. BABO - Volatility Comparison

Gildan Activewear Inc. (GIL) has a higher volatility of 10.74% compared to YieldMax BABA Option Income Strategy ETF (BABO) at 8.72%. This indicates that GIL's price experiences larger fluctuations and is considered to be riskier than BABO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GILBABODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.74%

8.72%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

26.40%

24.44%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

34.65%

35.33%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.13%

36.67%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.61%

36.67%

-2.06%

Dividends

GIL vs. BABO - Dividend Comparison

GIL's dividend yield for the trailing twelve months is around 1.56%, less than BABO's 98.48% yield.


PositionTTM20252024202320222021202020192018201720162015
BABO
YieldMax BABA Option Income Strategy ETF
98.48%85.50%20.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GIL
Gildan Activewear Inc.
1.56%1.45%1.74%2.25%2.47%1.53%0.55%1.82%1.48%1.16%1.23%0.91%

Frequently Asked Questions


GIL and BABO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GIL has higher volatility (10.74%) compared to BABO (8.72%). In terms of maximum drawdown, GIL dropped -87.23% vs BABO's -33.33%.

GIL currently has the higher Sharpe Ratio (0.85 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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