GIL vs. BABO
GIL (Gildan Activewear Inc.) is a stock, while BABO (YieldMax BABA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, GIL returned 33.46% vs -1.50% for BABO. At a 0.20 correlation, their price movements are largely independent.
Performance
GIL vs. BABO - Performance Comparison
Loading charts...
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*
- —
GIL vs. BABO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GIL vs. BABO — Risk / Return Rank
GIL
BABO
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.
| GIL | BABO | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| GIL | BABO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -15.52% | -33.33% | +17.81% |
Average DrawdownAverage peak-to-trough decline | -19.14% | -13.90% | -5.24% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| GIL | BABO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for GIL and BABO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer