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GOOY vs. USA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOY vs. USA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GOOGL Option Income Strategy ETF (GOOY) and Liberty All-Star Equity Fund (USA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOOY achieves a 13.92% return, which is significantly higher than USA's -3.46% return.


GOOY

1D
0.00%
1M
-7.48%
YTD
13.92%
6M
14.56%
1Y
81.48%
3Y*
5Y*
10Y*

USA

1D
-0.52%
1M
0.17%
YTD
-3.46%
6M
-1.58%
1Y
-4.32%
3Y*
7.82%
5Y*
1.42%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOY vs. USA - Yearly Performance Comparison


2026 (YTD)202520242023
GOOY
YieldMax GOOGL Option Income Strategy ETF
13.92%53.95%12.58%-3.35%
USA
Liberty All-Star Equity Fund
-3.46%0.09%20.81%-1.86%

Correlation

The correlation between GOOY and USA is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2023

0.41

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Return for Risk

GOOY vs. USA — Risk / Return Rank

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

GOOY
GOOY Risk / Return Rank: 9393
Overall Rank
GOOY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9494
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9191
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9191
Martin Ratio Rank

USA
USA Risk / Return Rank: 2727
Overall Rank
USA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USA Sortino Ratio Rank: 2323
Sortino Ratio Rank
USA Omega Ratio Rank: 2424
Omega Ratio Rank
USA Calmar Ratio Rank: 3333
Calmar Ratio Rank
USA Martin Ratio Rank: 2929
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.

GOOY vs. USA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) and Liberty All-Star Equity Fund (USA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GOOYUSADifference
Sharpe ratioReturn per unit of total volatility

+3.87

Sortino ratioReturn per unit of downside risk

+5.19

Omega ratioGain probability vs. loss probability

1.60

0.95

+0.64

Calmar ratioReturn relative to maximum drawdown

5.06

-0.32

+5.39

Martin ratioReturn relative to average drawdown

18.64

-0.76

+19.41

GOOY vs. USA - Sharpe Ratio Comparison

The current GOOY Sharpe Ratio is 3.51, which is higher than the USA Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of GOOY and USA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GOOY vs. USA - Drawdown Comparison

The maximum GOOY drawdown since its inception was -24.40%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for GOOY and USA.


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Drawdown Indicators


GOOYUSADifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-69.15%

+44.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.15%

-15.28%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-17.69%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

Max Drawdown (10Y)

Largest decline over 10 years

-47.07%

Current Drawdown

Current decline from peak

-8.37%

-8.65%

+0.28%

Average Drawdown

Average peak-to-trough decline

-6.27%

-11.52%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

6.43%

-2.05%

Volatility

GOOY vs. USA - Volatility Comparison

YieldMax GOOGL Option Income Strategy ETF (GOOY) has a higher volatility of 6.21% compared to Liberty All-Star Equity Fund (USA) at 3.16%. This indicates that GOOY's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOYUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

3.16%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

17.39%

10.42%

+6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

23.33%

13.64%

+9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.29%

20.26%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

22.56%

+0.73%

Dividends

GOOY vs. USA - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 49.78%, more than USA's 11.85% yield.


PositionTTM20252024202320222021202020192018201720162015
GOOY
YieldMax GOOGL Option Income Strategy ETF
49.78%41.50%36.74%7.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USA
Liberty All-Star Equity Fund
11.85%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

Frequently Asked Questions


GOOY and USA have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOY has higher volatility (6.21%) compared to USA (3.16%). In terms of maximum drawdown, GOOY dropped -24.40% vs USA's -69.15%.

GOOY currently has the higher Sharpe Ratio (3.51 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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