GOGL vs. IVOL

Last updated Jul 11, 2026

GOGL (Golden Ocean Group Limited) is a stock, while IVOL (Quadratic Interest Rate Volatility & Inflation Hedge ETF) is Inflation-Protected Bonds fund actively managed by CICC.

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.

Returns By Period

GOGL

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVOL

• 1D: -0.49%
• 1M: -1.55%
• 6M: -6.92%
• YTD: -8.09%
• 1Y: -7.19%
• 3Y*: -2.36%
• 5Y*: -5.70%
• 10Y*: —

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

GOGL vs. IVOL - Yearly Performance Comparison

	2026 (YTD)
GOGL Golden Ocean Group Limited	0.00%
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF	-7.84%

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: 3
IVOL Sharpe Ratio Rank: 1
IVOL Sortino Ratio Rank: 2
IVOL Omega Ratio Rank: 2
IVOL Calmar Ratio Rank: 5
IVOL Martin Ratio Rank: 3

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.

	GOGL	IVOL	Difference
Sharpe ratio: Return per unit of total volatility	—	-1.00	—
Sortino ratio: Return per unit of downside risk	—	-1.36	—
Omega ratio: Gain probability vs. loss probability	—	0.85	—
Calmar ratio: Return relative to maximum drawdown	—	-0.56	—
Martin ratio: Return relative to average drawdown	—	-1.21	—

Drawdowns

Drawdown Indicators

	GOGL	IVOL	Difference
Max Drawdown Largest peak-to-trough decline	—	-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	—	-27.72%	—
Average Drawdown Average peak-to-trough decline	—	-13.48%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.55%	—

Volatility

Volatility by Period

	GOGL	IVOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.98%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	6.77%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	12.85%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	11.95%	—

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 3.94%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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	3.94%	3.61%	3.83%	3.73%	3.92%	3.93%	3.44%	2.02%