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GNT vs. PBJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNT vs. PBJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GAMCO Natural Resources, Gold & Income Trust (GNT) and Invesco Dynamic Food & Beverage ETF (PBJ). The values are adjusted to include any dividend payments, if applicable.

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GNT vs. PBJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GNT
GAMCO Natural Resources, Gold & Income Trust
14.53%52.39%10.47%7.79%2.84%12.01%-5.47%33.76%-18.54%9.73%
PBJ
Invesco Dynamic Food & Beverage ETF
9.63%-1.86%2.49%2.31%3.14%26.88%5.53%17.50%-11.21%1.87%

Returns By Period

In the year-to-date period, GNT achieves a 14.53% return, which is significantly higher than PBJ's 9.63% return. Over the past 10 years, GNT has outperformed PBJ with an annualized return of 11.69%, while PBJ has yielded a comparatively lower 5.50% annualized return.


GNT

1D
2.08%
1M
-8.19%
YTD
14.53%
6M
23.89%
1Y
48.51%
3Y*
26.30%
5Y*
18.70%
10Y*
11.69%

PBJ

1D
0.48%
1M
-3.63%
YTD
9.63%
6M
7.39%
1Y
8.24%
3Y*
3.42%
5Y*
5.64%
10Y*
5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GNT vs. PBJ — Risk / Return Rank

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

GNT
GNT Risk / Return Rank: 8989
Overall Rank
GNT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GNT Sortino Ratio Rank: 8686
Sortino Ratio Rank
GNT Omega Ratio Rank: 8989
Omega Ratio Rank
GNT Calmar Ratio Rank: 8787
Calmar Ratio Rank
GNT Martin Ratio Rank: 9393
Martin Ratio Rank

PBJ
PBJ Risk / Return Rank: 3030
Overall Rank
PBJ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PBJ Sortino Ratio Rank: 3333
Sortino Ratio Rank
PBJ Omega Ratio Rank: 2929
Omega Ratio Rank
PBJ Calmar Ratio Rank: 3333
Calmar Ratio Rank
PBJ Martin Ratio Rank: 2626
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.

GNT vs. PBJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GAMCO Natural Resources, Gold & Income Trust (GNT) and Invesco Dynamic Food & Beverage ETF (PBJ). 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.


GNTPBJDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.58

+1.39

Sortino ratio

Return per unit of downside risk

2.43

0.92

+1.51

Omega ratio

Gain probability vs. loss probability

1.38

1.11

+0.26

Calmar ratio

Return relative to maximum drawdown

3.16

0.78

+2.38

Martin ratio

Return relative to average drawdown

13.52

1.92

+11.60

GNT vs. PBJ - Sharpe Ratio Comparison

The current GNT Sharpe Ratio is 1.96, which is higher than the PBJ Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of GNT and PBJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GNTPBJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.58

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.41

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.36

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.47

-0.33

Correlation

The correlation between GNT and PBJ is 0.29, 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.


Dividends

GNT vs. PBJ - Dividend Comparison

GNT's dividend yield for the trailing twelve months is around 6.83%, more than PBJ's 1.54% yield.


TTM20252024202320222021202020192018201720162015
GNT
GAMCO Natural Resources, Gold & Income Trust
6.83%6.85%7.37%7.00%7.03%6.73%9.39%10.07%12.12%8.94%12.59%14.66%
PBJ
Invesco Dynamic Food & Beverage ETF
1.54%1.83%1.11%1.81%1.82%0.90%1.12%1.21%1.41%0.70%1.56%1.24%

Drawdowns

GNT vs. PBJ - Drawdown Comparison

The maximum GNT drawdown since its inception was -68.55%, which is greater than PBJ's maximum drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for GNT and PBJ.


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Drawdown Indicators


GNTPBJDifference

Max Drawdown

Largest peak-to-trough decline

-68.55%

-39.15%

-29.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.74%

-12.48%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-15.81%

-10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

-28.49%

-30.14%

Current Drawdown

Current decline from peak

-8.39%

-3.63%

-4.76%

Average Drawdown

Average peak-to-trough decline

-25.78%

-5.41%

-20.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

5.09%

-1.41%

Volatility

GNT vs. PBJ - Volatility Comparison

GAMCO Natural Resources, Gold & Income Trust (GNT) has a higher volatility of 10.25% compared to Invesco Dynamic Food & Beverage ETF (PBJ) at 4.09%. This indicates that GNT's price experiences larger fluctuations and is considered to be riskier than PBJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNTPBJDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

4.09%

+6.16%

Volatility (6M)

Calculated over the trailing 6-month period

19.51%

9.09%

+10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

14.43%

+10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

13.74%

+5.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.83%

15.13%

+9.70%