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

Performance

GOOP vs. MSTR - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
-4.97%
150.40%
GOOP
MSTR

Returns By Period

In the year-to-date period, GOOP achieves a 14.34% return, which is significantly lower than MSTR's 567.93% return.


GOOP

YTD

14.34%

1M

0.40%

6M

-4.96%

1Y

17.05%

5Y (annualized)

N/A

10Y (annualized)

N/A

MSTR

YTD

567.93%

1M

97.19%

6M

150.40%

1Y

730.67%

5Y (annualized)

94.70%

10Y (annualized)

37.87%

Key characteristics


GOOPMSTR
Sharpe Ratio0.856.86
Sortino Ratio1.224.46
Omega Ratio1.171.54
Calmar Ratio0.898.53
Martin Ratio2.4734.69
Ulcer Index6.92%21.06%
Daily Std Dev20.02%106.58%
Max Drawdown-19.16%-99.86%
Current Drawdown-11.19%-10.96%

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Correlation

-0.50.00.51.00.2

The correlation between GOOP and MSTR is 0.19, 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.

Risk-Adjusted Performance

GOOP vs. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) and MicroStrategy Incorporated (MSTR). 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 market0.002.004.000.856.86
The chart of Sortino ratio for GOOP, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.0010.0012.001.224.46
The chart of Omega ratio for GOOP, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.54
The chart of Calmar ratio for GOOP, currently valued at 0.89, compared to the broader market0.005.0010.0015.0020.000.8915.74
The chart of Martin ratio for GOOP, currently valued at 2.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.4734.69
GOOP
MSTR

The current GOOP Sharpe Ratio is 0.85, which is lower than the MSTR Sharpe Ratio of 6.86. The chart below compares the historical Sharpe Ratios of GOOP and MSTR, 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 Ratio0.002.004.006.008.00Nov 03Tue 05Thu 07Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21
0.85
6.86
GOOP
MSTR

Dividends

GOOP vs. MSTR - Dividend Comparison

GOOP's dividend yield for the trailing twelve months is around 14.31%, while MSTR has not paid dividends to shareholders.


TTM2023
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF
14.31%2.07%
MSTR
MicroStrategy Incorporated
0.00%0.00%

Drawdowns

GOOP vs. MSTR - Drawdown Comparison

The maximum GOOP drawdown since its inception was -19.16%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for GOOP and MSTR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.19%
-10.96%
GOOP
MSTR

Volatility

GOOP vs. MSTR - Volatility Comparison

The current volatility for Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) is 7.79%, while MicroStrategy Incorporated (MSTR) has a volatility of 39.78%. This indicates that GOOP experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.79%
39.78%
GOOP
MSTR