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GINN vs. GOOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GINN vs. GOOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GINN achieves a 7.67% return, which is significantly lower than GOOX's 14.32% return.


GINN

1D
0.35%
1M
-0.47%
6M
5.92%
YTD
7.67%
1Y
19.29%
3Y*
16.60%
5Y*
6.09%
10Y*
ALL TIME*
8.69%

GOOX

1D
14.09%
1M
-2.18%
6M
-0.73%
YTD
14.32%
1Y
189.26%
3Y*
5Y*
10Y*
ALL TIME*
66.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$126.11K$121.47K$212.21K
$8.35M$6.68M$7.65M

GINN vs. GOOX - Yearly Performance Comparison


Correlation

The correlation between GINN and GOOX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.55

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.54

The correlation between GINN and GOOX has been stable across timeframes, ranging from 0.54 to 0.55 - a consistent structural relationship.

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Return for Risk

GINN vs. GOOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GINN
GINN Risk / Return Rank: 4040
Overall Rank
GINN Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GINN Sortino Ratio Rank: 4141
Sortino Ratio Rank
GINN Omega Ratio Rank: 3939
Omega Ratio Rank
GINN Calmar Ratio Rank: 3737
Calmar Ratio Rank
GINN Martin Ratio Rank: 4141
Martin Ratio Rank

GOOX
GOOX Risk / Return Rank: 9191
Overall Rank
GOOX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOX Sortino Ratio Rank: 9292
Sortino Ratio Rank
GOOX Omega Ratio Rank: 8989
Omega Ratio Rank
GOOX Calmar Ratio Rank: 9494
Calmar Ratio Rank
GOOX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GINN vs. GOOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX). 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.


GINNGOOXDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratioReturn relative to maximum drawdown

1.30

4.63

-3.33

Martin ratioReturn relative to average drawdown

4.43

11.97

-7.54

GINN vs. GOOX - Sharpe Ratio Comparison

The current GINN Sharpe Ratio is 1.03, which is lower than the GOOX Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of GINN and GOOX, 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

GINN vs. GOOX - Drawdown Comparison

The maximum GINN drawdown since its inception was -41.25%, smaller than the maximum GOOX drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for GINN and GOOX.


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Drawdown Indicators


GINNGOOXDifference

Max Drawdown

Largest peak-to-trough decline

-41.25%

-52.46%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-39.00%

+25.82%

Max Drawdown (3Y)

Largest decline over 3 years

-22.25%

Max Drawdown (5Y)

Largest decline over 5 years

-41.25%

Current Drawdown

Current decline from peak

-2.51%

-24.02%

+21.51%

Average Drawdown

Average peak-to-trough decline

-13.09%

-17.47%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

15.07%

-11.20%

Volatility

GINN vs. GOOX - Volatility Comparison

The current volatility for Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN) is 3.85%, while T-Rex 2X Long Alphabet Daily Target ETF (GOOX) has a volatility of 26.36%. This indicates that GINN experiences smaller price fluctuations and is considered to be less risky than GOOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GINNGOOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

26.36%

-22.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

48.89%

-35.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

63.83%

-47.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.43%

61.81%

-40.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

61.81%

-40.87%

GINN vs. GOOX - Expense Ratio Comparison

GINN has a 0.50% expense ratio, which is lower than GOOX's 1.05% expense ratio.


Dividends

GINN vs. GOOX - Dividend Comparison

GINN's dividend yield for the trailing twelve months is around 1.17%, more than GOOX's 0.27% yield.


PositionTTM202520242023202220212020
GINN
Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF
1.17%1.26%1.26%1.01%0.69%0.67%0.07%
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
0.27%0.30%16.78%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GINN and GOOX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOX has higher volatility (26.36%) compared to GINN (3.85%). In terms of maximum drawdown, GINN dropped -41.25% vs GOOX's -52.46%.

On 1-year performance, GOOX leads with 189.26% vs 19.29% for GINN. On fees, GINN is cheaper at 0.50% per year. On volatility, GINN has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GOOX has performed better with a 189.26% return vs 19.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GINN is cheaper with a 0.50% expense ratio, compared with 1.05% for GOOX.

GINN has the higher dividend yield at 1.17%, compared with 0.27% for GOOX.

GINN is categorized as Technology Equities, while GOOX is Leveraged Equities. They also come from different issuers: Goldman Sachs and T-Rex. Their fees differ too: 0.50% for GINN and 1.05% for GOOX.

GOOX currently has the higher Sharpe Ratio (2.84 vs 1.03), 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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