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GOOP vs. MAGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GOOP vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-4.97%
22.34%
GOOP
MAGS

Returns By Period

In the year-to-date period, GOOP achieves a 14.34% return, which is significantly lower than MAGS's 52.59% return.


GOOP

YTD

14.34%

1M

0.40%

6M

-4.96%

1Y

17.05%

5Y (annualized)

N/A

10Y (annualized)

N/A

MAGS

YTD

52.59%

1M

8.80%

6M

22.34%

1Y

56.00%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


GOOPMAGS
Sharpe Ratio0.852.24
Sortino Ratio1.222.89
Omega Ratio1.171.38
Calmar Ratio0.893.09
Martin Ratio2.4710.04
Ulcer Index6.92%5.58%
Daily Std Dev20.02%24.95%
Max Drawdown-19.16%-18.10%
Current Drawdown-11.19%-2.47%

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GOOP vs. MAGS - Expense Ratio Comparison

GOOP has a 0.99% expense ratio, which is higher than MAGS's 0.29% expense ratio.


GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF
Expense ratio chart for GOOP: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Correlation

-0.50.00.51.00.6

The correlation between GOOP and MAGS is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

GOOP vs. MAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) and Roundhill Magnificent Seven ETF (MAGS). 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.


Sharpe ratio
The chart of Sharpe ratio for GOOP, currently valued at 0.85, compared to the broader market0.002.004.000.852.24
The chart of Sortino ratio for GOOP, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.0010.0012.001.222.89
The chart of Omega ratio for GOOP, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.38
The chart of Calmar ratio for GOOP, currently valued at 0.89, compared to the broader market0.005.0010.0015.0020.000.893.09
The chart of Martin ratio for GOOP, currently valued at 2.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.4710.04
GOOP
MAGS

The current GOOP Sharpe Ratio is 0.85, which is lower than the MAGS Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of GOOP and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.50Nov 03Tue 05Thu 07Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21
0.85
2.24
GOOP
MAGS

Dividends

GOOP vs. MAGS - Dividend Comparison

GOOP's dividend yield for the trailing twelve months is around 14.31%, more than MAGS's 0.29% yield.


TTM2023
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF
14.31%2.07%
MAGS
Roundhill Magnificent Seven ETF
0.29%0.44%

Drawdowns

GOOP vs. MAGS - Drawdown Comparison

The maximum GOOP drawdown since its inception was -19.16%, which is greater than MAGS's maximum drawdown of -18.10%. Use the drawdown chart below to compare losses from any high point for GOOP and MAGS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.19%
-2.47%
GOOP
MAGS

Volatility

GOOP vs. MAGS - Volatility Comparison

Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) and Roundhill Magnificent Seven ETF (MAGS) have volatilities of 7.79% and 7.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.79%
7.63%
GOOP
MAGS