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

Key characteristics


GOOPMAGS
YTD Return24.62%55.19%
1Y Return32.40%68.18%
Sharpe Ratio1.612.66
Sortino Ratio2.143.31
Omega Ratio1.301.45
Calmar Ratio1.633.67
Martin Ratio4.5811.92
Ulcer Index6.81%5.57%
Daily Std Dev19.36%24.98%
Max Drawdown-19.16%-18.10%
Current Drawdown-3.21%0.00%

Correlation

-0.50.00.51.00.6

The correlation between GOOP and MAGS is 0.63, 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.

Performance

GOOP vs. MAGS - Performance Comparison

In the year-to-date period, GOOP achieves a 24.62% return, which is significantly lower than MAGS's 55.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
37.67%
80.65%
GOOP
MAGS

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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%

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.


GOOP
Sharpe ratio
The chart of Sharpe ratio for GOOP, currently valued at 1.61, compared to the broader market-2.000.002.004.006.001.61
Sortino ratio
The chart of Sortino ratio for GOOP, currently valued at 2.14, compared to the broader market-2.000.002.004.006.008.0010.0012.002.14
Omega ratio
The chart of Omega ratio for GOOP, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for GOOP, currently valued at 1.63, compared to the broader market0.005.0010.0015.001.63
Martin ratio
The chart of Martin ratio for GOOP, currently valued at 4.58, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.58
MAGS
Sharpe ratio
The chart of Sharpe ratio for MAGS, currently valued at 2.66, compared to the broader market-2.000.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for MAGS, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.0012.003.31
Omega ratio
The chart of Omega ratio for MAGS, currently valued at 1.45, compared to the broader market1.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for MAGS, currently valued at 3.67, compared to the broader market0.005.0010.0015.003.67
Martin ratio
The chart of Martin ratio for MAGS, currently valued at 11.92, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.92

GOOP vs. MAGS - Sharpe Ratio Comparison

The current GOOP Sharpe Ratio is 1.61, which is lower than the MAGS Sharpe Ratio of 2.66. 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 Ratio1.401.601.802.002.202.402.6012 PMSat 0212 PMNov 0312 PMMon 0412 PMTue 0512 PMWed 0612 PMThu 0712 PMFri 08
1.61
2.66
GOOP
MAGS

Dividends

GOOP vs. MAGS - Dividend Comparison

GOOP's dividend yield for the trailing twelve months is around 12.58%, more than MAGS's 0.28% yield.


TTM2023
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF
12.58%2.07%
MAGS
Roundhill Magnificent Seven ETF
0.28%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
-3.21%
0
GOOP
MAGS

Volatility

GOOP vs. MAGS - Volatility Comparison

The current volatility for Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) is 5.54%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 7.83%. This indicates that GOOP experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. 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
5.54%
7.83%
GOOP
MAGS