GPI vs. GPIQ
GPI (Group 1 Automotive, Inc.) is a stock, while GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) is Nasdaq-100 fund actively managed by Goldman Sachs. Over the past year, GPI returned -29.69% vs 24.16% for GPIQ. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
GPI vs. GPIQ - Performance Comparison
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Returns By Period
In the year-to-date period, GPI achieves a -26.84% return, which is significantly lower than GPIQ's 11.67% return.
GPI
- 1D
- -3.35%
- 1M
- -0.56%
- 6M
- -18.77%
- YTD
- -26.84%
- 1Y
- -29.69%
- 3Y*
- 3.74%
- 5Y*
- 11.27%
- 10Y*
- 18.03%
- ALL TIME*
- 12.32%
GPIQ
- 1D
- 0.58%
- 1M
- -2.85%
- 6M
- 9.86%
- YTD
- 11.67%
- 1Y
- 24.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $75.59M | $65.15M | $62.98M | |
| $86.57M | $81.60M | $83.20M |
GPI vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | -26.84% | -6.26% | 39.10% | 27.26% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 11.67% | 19.77% | 23.22% | 15.17% |
Correlation
The correlation between GPI and GPIQ is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.29 |
The correlation between GPI and GPIQ shifts across timeframes, from 0.18 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GPI vs. GPIQ — Risk / Return Rank
GPI
GPIQ
GPI vs. GPIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Group 1 Automotive, Inc. (GPI) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.
| GPI | GPIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.24 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.35 | -3.08 |
| Martin ratioReturn relative to average drawdown | -1.17 | 8.33 | -9.50 |
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Drawdowns
GPI vs. GPIQ - Drawdown Comparison
The maximum GPI drawdown since its inception was -90.68%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for GPI and GPIQ.
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Drawdown Indicators
| GPI | GPIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.68% | -21.06% | -69.62% |
Max Drawdown (1Y)Largest decline over 1 year | -41.03% | -9.51% | -31.52% |
Max Drawdown (3Y)Largest decline over 3 years | -41.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.25% | — | — |
Current DrawdownCurrent decline from peak | -40.99% | -5.90% | -35.09% |
Average DrawdownAverage peak-to-trough decline | -27.22% | -2.33% | -24.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.61% | 2.68% | +22.93% |
Volatility
GPI vs. GPIQ - Volatility Comparison
Group 1 Automotive, Inc. (GPI) has a higher volatility of 23.80% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 6.39%. This indicates that GPI's price experiences larger fluctuations and is considered to be riskier than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPI | GPIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.80% | 6.39% | +17.41% |
Volatility (6M)Calculated over the trailing 6-month period | 32.21% | 14.09% | +18.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.74% | 16.69% | +21.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.94% | 18.06% | +19.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.92% | 18.06% | +26.86% |
Dividends
GPI vs. GPIQ - Dividend Comparison
GPI's dividend yield for the trailing twelve months is around 0.73%, less than GPIQ's 10.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | 0.73% | 0.51% | 0.45% | 0.59% | 0.83% | 0.68% | 0.46% | 1.09% | 1.97% | 1.37% | 1.17% | 1.10% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.32% | 9.81% | 9.18% | 1.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GPI and GPIQ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPI has higher volatility (23.80%) compared to GPIQ (6.39%). In terms of maximum drawdown, GPI dropped -90.68% vs GPIQ's -21.06%.
GPIQ currently has the higher Sharpe Ratio (1.34 vs -0.80), 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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