GPGI vs. NVDY
GPGI (GPGI, Inc.) is a stock, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past 3 years, GPGI returned 30.59%/yr vs 55.07%/yr for NVDY. At a 0.23 correlation, their price movements are largely independent.
Performance
GPGI vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, GPGI achieves a -37.90% return, which is significantly lower than NVDY's 14.49% return.
GPGI
- 1D
- 3.19%
- 1M
- -28.22%
- YTD
- -37.90%
- 6M
- -41.28%
- 1Y
- -12.54%
- 3Y*
- 30.59%
- 5Y*
- 8.44%
- 10Y*
- —
NVDY
- 1D
- 1.27%
- 1M
- 7.84%
- YTD
- 14.49%
- 6M
- 17.01%
- 1Y
- 47.85%
- 3Y*
- 55.07%
- 5Y*
- —
- 10Y*
- —
GPGI vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GPGI GPGI, Inc. | -37.90% | 51.42% | 197.34% | -25.00% |
NVDY YieldMax NVDA Option Income Strategy ETF | 14.49% | 27.38% | 114.23% | 42.02% |
Correlation
The correlation between GPGI and NVDY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 12, 2023 | 0.23 |
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Return for Risk
GPGI vs. NVDY — Risk / Return Rank
GPGI
NVDY
GPGI vs. NVDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GPGI, Inc. (GPGI) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.
| GPGI | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.29 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 3.75 | -3.98 |
| Martin ratioReturn relative to average drawdown | -0.58 | 9.22 | -9.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GPGI | NVDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.22 | 1.76 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.65 | -1.48 |
Drawdowns
GPGI vs. NVDY - Drawdown Comparison
The maximum GPGI drawdown since its inception was -59.12%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for GPGI and NVDY.
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Drawdown Indicators
| GPGI | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.12% | -34.08% | -25.04% |
Max Drawdown (1Y)Largest decline over 1 year | -55.49% | -12.81% | -42.68% |
Max Drawdown (3Y)Largest decline over 3 years | -55.49% | -34.08% | -21.41% |
Max Drawdown (5Y)Largest decline over 5 years | -57.39% | — | — |
Current DrawdownCurrent decline from peak | -53.95% | -5.47% | -48.48% |
Average DrawdownAverage peak-to-trough decline | -23.51% | -6.15% | -17.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.58% | 5.21% | +16.37% |
Volatility
GPGI vs. NVDY - Volatility Comparison
GPGI, Inc. (GPGI) has a higher volatility of 33.56% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 9.43%. This indicates that GPGI's price experiences larger fluctuations and is considered to be riskier than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPGI | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.56% | 9.43% | +24.13% |
Volatility (6M)Calculated over the trailing 6-month period | 49.80% | 20.71% | +29.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.26% | 27.33% | +30.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.24% | 38.22% | +12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.89% | 38.22% | +9.67% |
Dividends
GPGI vs. NVDY - Dividend Comparison
GPGI's dividend yield for the trailing twelve months is around 0.04%, less than NVDY's 62.14% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GPGI GPGI, Inc. | 0.04% | 0.00% | 1.96% | 0.00% |
NVDY YieldMax NVDA Option Income Strategy ETF | 62.14% | 83.10% | 83.65% | 22.32% |
Frequently Asked Questions
GPGI and NVDY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPGI has higher volatility (33.56%) compared to NVDY (9.43%). In terms of maximum drawdown, GPGI dropped -59.12% vs NVDY's -34.08%.
NVDY currently has the higher Sharpe Ratio (1.76 vs -0.22), 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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