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

Performance

GOOP vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
0.30%
14.33%
GOOP
OEF

Returns By Period

In the year-to-date period, GOOP achieves a 19.81% return, which is significantly lower than OEF's 29.13% return.


GOOP

YTD

19.81%

1M

4.44%

6M

-0.64%

1Y

23.17%

5Y (annualized)

N/A

10Y (annualized)

N/A

OEF

YTD

29.13%

1M

1.33%

6M

13.70%

1Y

34.72%

5Y (annualized)

17.24%

10Y (annualized)

14.00%

Key characteristics


GOOPOEF
Sharpe Ratio1.202.59
Sortino Ratio1.653.43
Omega Ratio1.231.48
Calmar Ratio1.233.52
Martin Ratio3.4415.60
Ulcer Index6.86%2.20%
Daily Std Dev19.60%13.23%
Max Drawdown-19.16%-54.11%
Current Drawdown-6.95%-1.33%

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GOOP vs. OEF - Expense Ratio Comparison

GOOP has a 0.99% expense ratio, which is higher than OEF's 0.20% 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 OEF: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Correlation

-0.50.00.51.00.6

The correlation between GOOP and OEF is 0.59, 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. OEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) and iShares S&P 100 ETF (OEF). 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 1.20, compared to the broader market0.002.004.001.202.59
The chart of Sortino ratio for GOOP, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.0012.001.653.43
The chart of Omega ratio for GOOP, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.48
The chart of Calmar ratio for GOOP, currently valued at 1.23, compared to the broader market0.005.0010.0015.001.233.52
The chart of Martin ratio for GOOP, currently valued at 3.44, compared to the broader market0.0020.0040.0060.0080.00100.003.4415.60
GOOP
OEF

The current GOOP Sharpe Ratio is 1.20, which is lower than the OEF Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of GOOP and OEF, 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 Ratio1.502.002.503.00Nov 03Tue 05Thu 07Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19
1.20
2.59
GOOP
OEF

Dividends

GOOP vs. OEF - Dividend Comparison

GOOP's dividend yield for the trailing twelve months is around 13.09%, more than OEF's 1.00% yield.


TTM20232022202120202019201820172016201520142013
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF
12.16%2.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OEF
iShares S&P 100 ETF
1.00%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%1.85%1.96%

Drawdowns

GOOP vs. OEF - Drawdown Comparison

The maximum GOOP drawdown since its inception was -19.16%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for GOOP and OEF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.95%
-1.33%
GOOP
OEF

Volatility

GOOP vs. OEF - Volatility Comparison

Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) has a higher volatility of 6.66% compared to iShares S&P 100 ETF (OEF) at 4.57%. This indicates that GOOP's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.66%
4.57%
GOOP
OEF