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 -28.86% vs 37.28% for GPIQ. At a 0.33 correlation, their price movements are largely independent.
Performance
GPI vs. GPIQ - Performance Comparison
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Returns By Period
In the year-to-date period, GPI achieves a -19.57% return, which is significantly lower than GPIQ's 18.36% return.
GPI
- 1D
- 0.67%
- 1M
- -3.18%
- YTD
- -19.57%
- 6M
- -22.38%
- 1Y
- -28.86%
- 3Y*
- 9.19%
- 5Y*
- 16.13%
- 10Y*
- 20.58%
GPIQ
- 1D
- -0.03%
- 1M
- 3.05%
- YTD
- 18.36%
- 6M
- 17.72%
- 1Y
- 37.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GPI vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | -19.57% | -6.26% | 39.10% | 27.26% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 18.36% | 19.77% | 23.22% | 15.17% |
Correlation
The correlation between GPI and GPIQ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.33 |
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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 | -3.39 | ||
| Sortino ratioReturn per unit of downside risk | -4.40 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.46 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 3.94 | -4.68 |
| Martin ratioReturn relative to average drawdown | -1.26 | 16.68 | -17.94 |
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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 | -38.91% | -9.51% | -29.40% |
Max Drawdown (3Y)Largest decline over 3 years | -38.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.25% | — | — |
Current DrawdownCurrent decline from peak | -35.13% | -0.25% | -34.88% |
Average DrawdownAverage peak-to-trough decline | -27.18% | -2.27% | -24.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.91% | 2.24% | +20.67% |
Volatility
GPI vs. GPIQ - Volatility Comparison
Group 1 Automotive, Inc. (GPI) has a higher volatility of 9.90% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 7.10%. 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 | 9.90% | 7.10% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 23.66% | 12.18% | +11.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.31% | 14.89% | +18.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.27% | 17.79% | +19.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.62% | 17.79% | +26.83% |
Dividends
GPI vs. GPIQ - Dividend Comparison
GPI's dividend yield for the trailing twelve months is around 0.67%, less than GPIQ's 9.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | 0.67% | 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 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPI has higher volatility (9.90%) compared to GPIQ (7.10%). In terms of maximum drawdown, GPI dropped -90.68% vs GPIQ's -21.06%.
GPIQ currently has the higher Sharpe Ratio (2.52 vs -0.87), 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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