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GOOP vs. DJIA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOP vs. DJIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Google ETF (GOOP) and Global X Dow 30 Covered Call ETF (DJIA). The values are adjusted to include any dividend payments, if applicable.

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GOOP vs. DJIA - Yearly Performance Comparison


2026 (YTD)202520242023
GOOP
Kurv Yield Premium Strategy Google ETF
-7.56%52.46%27.67%6.17%
DJIA
Global X Dow 30 Covered Call ETF
-1.83%9.11%14.52%3.11%

Returns By Period

In the year-to-date period, GOOP achieves a -7.56% return, which is significantly lower than DJIA's -1.83% return.


GOOP

1D
4.38%
1M
-3.40%
YTD
-7.56%
6M
15.37%
1Y
68.05%
3Y*
5Y*
10Y*

DJIA

1D
0.38%
1M
-4.60%
YTD
-1.83%
6M
3.58%
1Y
6.73%
3Y*
9.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOP vs. DJIA - Expense Ratio Comparison

GOOP has a 0.99% expense ratio, which is higher than DJIA's 0.60% expense ratio.


Return for Risk

GOOP vs. DJIA — Risk / Return Rank

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

GOOP
GOOP Risk / Return Rank: 9292
Overall Rank
GOOP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOOP Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOP Omega Ratio Rank: 9292
Omega Ratio Rank
GOOP Calmar Ratio Rank: 8989
Calmar Ratio Rank
GOOP Martin Ratio Rank: 9090
Martin Ratio Rank

DJIA
DJIA Risk / Return Rank: 3030
Overall Rank
DJIA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DJIA Sortino Ratio Rank: 2727
Sortino Ratio Rank
DJIA Omega Ratio Rank: 3535
Omega Ratio Rank
DJIA Calmar Ratio Rank: 3030
Calmar Ratio Rank
DJIA Martin Ratio Rank: 3333
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.

GOOP vs. DJIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Google ETF (GOOP) and Global X Dow 30 Covered Call ETF (DJIA). 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.


GOOPDJIADifference

Sharpe ratio

Return per unit of total volatility

2.41

0.52

+1.90

Sortino ratio

Return per unit of downside risk

3.20

0.83

+2.38

Omega ratio

Gain probability vs. loss probability

1.42

1.15

+0.27

Calmar ratio

Return relative to maximum drawdown

3.03

0.75

+2.28

Martin ratio

Return relative to average drawdown

12.30

3.05

+9.25

GOOP vs. DJIA - Sharpe Ratio Comparison

The current GOOP Sharpe Ratio is 2.41, which is higher than the DJIA Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of GOOP and DJIA, 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


GOOPDJIADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

0.52

+1.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.59

+0.67

Correlation

The correlation between GOOP and DJIA is 0.31, 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

GOOP vs. DJIA - Dividend Comparison

GOOP's dividend yield for the trailing twelve months is around 13.52%, more than DJIA's 11.42% yield.


TTM2025202420232022
GOOP
Kurv Yield Premium Strategy Google ETF
13.52%11.79%13.73%2.06%0.00%
DJIA
Global X Dow 30 Covered Call ETF
11.42%10.60%11.44%7.16%9.18%

Drawdowns

GOOP vs. DJIA - Drawdown Comparison

The maximum GOOP drawdown since its inception was -27.49%, which is greater than DJIA's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for GOOP and DJIA.


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Drawdown Indicators


GOOPDJIADifference

Max Drawdown

Largest peak-to-trough decline

-27.49%

-16.91%

-10.58%

Max Drawdown (1Y)

Largest decline over 1 year

-23.32%

-9.20%

-14.12%

Current Drawdown

Current decline from peak

-15.24%

-5.23%

-10.01%

Average Drawdown

Average peak-to-trough decline

-6.44%

-3.63%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

2.25%

+3.50%

Volatility

GOOP vs. DJIA - Volatility Comparison

Kurv Yield Premium Strategy Google ETF (GOOP) has a higher volatility of 11.35% compared to Global X Dow 30 Covered Call ETF (DJIA) at 4.12%. This indicates that GOOP's price experiences larger fluctuations and is considered to be riskier than DJIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOPDJIADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.35%

4.12%

+7.23%

Volatility (6M)

Calculated over the trailing 6-month period

20.01%

6.08%

+13.93%

Volatility (1Y)

Calculated over the trailing 1-year period

28.37%

13.05%

+15.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.75%

11.32%

+13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.75%

11.32%

+13.43%