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GOGL vs. IVOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOGL vs. IVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golden Ocean Group Limited (GOGL) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GOGL

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

IVOL

1D
-0.42%
1M
-3.37%
YTD
-8.68%
6M
-8.41%
1Y
-7.18%
3Y*
-2.75%
5Y*
-5.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOGL vs. IVOL - Yearly Performance Comparison


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Return for Risk

GOGL vs. IVOL — Risk / Return Rank

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

GOGL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IVOL
IVOL Risk / Return Rank: 22
Overall Rank
IVOL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IVOL Sortino Ratio Rank: 22
Sortino Ratio Rank
IVOL Omega Ratio Rank: 22
Omega Ratio Rank
IVOL Calmar Ratio Rank: 44
Calmar Ratio Rank
IVOL Martin Ratio Rank: 11
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.

GOGL vs. IVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Ocean Group Limited (GOGL) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). 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.


GOGLIVOLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-0.60

Martin ratioReturn relative to average drawdown

-1.46

GOGL vs. IVOL - Sharpe Ratio Comparison


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Drawdowns

GOGL vs. IVOL - Drawdown Comparison

The maximum GOGL drawdown since its inception was 0.00%, smaller than the maximum IVOL drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for GOGL and IVOL.


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Drawdown Indicators


GOGLIVOLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-31.16%

+31.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.08%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

Current Drawdown

Current decline from peak

0.00%

-28.19%

+28.19%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.38%

+13.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

Volatility

GOGL vs. IVOL - Volatility Comparison


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Volatility by Period


GOGLIVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

7.06%

-7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

12.85%

-12.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

11.98%

-11.98%

Dividends

GOGL vs. IVOL - Dividend Comparison

GOGL has not paid dividends to shareholders, while IVOL's dividend yield for the trailing twelve months is around 4.00%.


PositionTTM2025202420232022202120202019
GOGL
Golden Ocean Group Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
4.00%3.61%3.83%3.73%3.92%3.93%3.44%2.02%
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