GOFPY vs. AGGG.L

Last updated Jun 4, 2026

GOFPY (Greek Org of Football Prognostics) is a stock, while AGGG.L (iShares Global Aggregate Bond UCITS Dist) is Global Bonds fund tracking the Bloomberg Global Aggregate TR USD. Over the past 5 years, GOFPY returned 10.03%/yr vs -1.76%/yr for AGGG.L. At a 0.06 correlation, their price movements are largely independent.

Performance

GOFPY vs. AGGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greek Org of Football Prognostics (GOFPY) and iShares Global Aggregate Bond UCITS Dist (AGGG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GOFPY achieves a -26.91% return, which is significantly lower than AGGG.L's -0.36% return.

GOFPY

• 1D: 0.00%
• 1M: 2.82%
• YTD: -26.91%
• 6M: -22.94%
• 1Y: -21.98%
• 3Y*: 10.46%
• 5Y*: 10.03%
• 10Y*: 17.72%

AGGG.L

• 1D: -0.42%
• 1M: -0.48%
• YTD: -0.36%
• 6M: 0.18%
• 1Y: 2.60%
• 3Y*: 3.25%
• 5Y*: -1.76%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GOFPY vs. AGGG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOFPY Greek Org of Football Prognostics	-26.91%	44.78%	9.95%	44.38%	2.38%	13.41%	12.94%	56.60%	-29.40%	12.93%
AGGG.L iShares Global Aggregate Bond UCITS Dist	-0.36%	8.06%	-1.44%	5.27%	-15.93%	-5.32%	9.37%	6.85%	-1.17%	0.03%

Correlation

The correlation between GOFPY and AGGG.L 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 (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Nov 27, 2017	0.06

The correlation between GOFPY and AGGG.L shifts across timeframes, from 0.06 (5 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

GOFPY vs. AGGG.L — Risk / Return Rank

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

GOFPY

GOFPY Risk / Return Rank: 16
GOFPY Sharpe Ratio Rank: 14
GOFPY Sortino Ratio Rank: 16
GOFPY Omega Ratio Rank: 16
GOFPY Calmar Ratio Rank: 21
GOFPY Martin Ratio Rank: 13

AGGG.L

AGGG.L Risk / Return Rank: 17
AGGG.L Sharpe Ratio Rank: 16
AGGG.L Sortino Ratio Rank: 16
AGGG.L Omega Ratio Rank: 15
AGGG.L Calmar Ratio Rank: 18
AGGG.L Martin Ratio Rank: 18

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.

GOFPY vs. AGGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greek Org of Football Prognostics (GOFPY) and iShares Global Aggregate Bond UCITS Dist (AGGG.L). 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.

	GOFPY	AGGG.L	Difference
Sharpe ratio Return per unit of total volatility	-0.63	0.51	-1.14
Sortino ratio Return per unit of downside risk	-0.73	0.80	-1.54
Omega ratio Gain probability vs. loss probability	0.91	1.09	-0.18
Calmar ratio Return relative to maximum drawdown	-0.57	0.75	-1.32
Martin ratio Return relative to average drawdown	-1.24	1.98	-3.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GOFPY vs. AGGG.L - Sharpe Ratio Comparison

The current GOFPY Sharpe Ratio is -0.63, which is lower than the AGGG.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of GOFPY and AGGG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GOFPY	AGGG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	0.51	-1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	-0.26	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.05	+0.07

Drawdowns

GOFPY vs. AGGG.L - Drawdown Comparison

The maximum GOFPY drawdown since its inception was -79.05%, which is greater than AGGG.L's maximum drawdown of -25.91%. Use the drawdown chart below to compare losses from any high point for GOFPY and AGGG.L.

Drawdown Indicators

	GOFPY	AGGG.L	Difference
Max Drawdown Largest peak-to-trough decline	-79.05%	-25.91%	-53.14%
Max Drawdown (1Y) Largest decline over 1 year	-38.72%	-3.48%	-35.24%
Max Drawdown (3Y) Largest decline over 3 years	-38.72%	-7.20%	-31.52%
Max Drawdown (5Y) Largest decline over 5 years	-38.72%	-24.24%	-14.48%
Max Drawdown (10Y) Largest decline over 10 years	-54.70%	—	—
Current Drawdown Current decline from peak	-31.26%	-11.08%	-20.18%
Average Drawdown Average peak-to-trough decline	-24.49%	-9.53%	-14.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.77%	1.31%	+16.46%

Volatility

GOFPY vs. AGGG.L - Volatility Comparison

Greek Org of Football Prognostics (GOFPY) has a higher volatility of 12.39% compared to iShares Global Aggregate Bond UCITS Dist (AGGG.L) at 1.75%. This indicates that GOFPY's price experiences larger fluctuations and is considered to be riskier than AGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GOFPY	AGGG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.39%	1.75%	+10.64%
Volatility (6M) Calculated over the trailing 6-month period	30.51%	3.92%	+26.59%
Volatility (1Y) Calculated over the trailing 1-year period	35.06%	5.10%	+29.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.65%	6.82%	+31.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.53%	6.32%	+34.21%

Dividends

GOFPY vs. AGGG.L - Dividend Comparison

GOFPY's dividend yield for the trailing twelve months is around 9.87%, more than AGGG.L's 3.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGGG.L iShares Global Aggregate Bond UCITS Dist	3.16%	2.97%	2.74%	2.01%	1.55%	1.33%	1.46%	1.62%	0.96%	0.00%	0.00%	0.00%
GOFPY Greek Org of Football Prognostics	9.87%	6.75%	9.37%	13.92%	12.65%	4.67%	9.37%	4.55%	4.11%	15.11%	13.83%	10.67%

Frequently Asked Questions

Can I hold both GOFPY and AGGG.L in my portfolio?

GOFPY and AGGG.L 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.