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 -37.69% vs 27.94% for GPIQ. At a 0.32 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 -24.57% return, which is significantly lower than GPIQ's 14.94% return.
GPI
- 1D
- -1.41%
- 1M
- -9.12%
- 6M
- -25.72%
- YTD
- -24.57%
- 1Y
- -37.69%
- 3Y*
- 5.01%
- 5Y*
- 12.68%
- 10Y*
- 19.38%
GPIQ
- 1D
- -1.72%
- 1M
- -0.68%
- 6M
- 12.85%
- YTD
- 14.94%
- 1Y
- 27.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GPI vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | -24.57% | -6.26% | 39.10% | 27.26% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 14.94% | 19.77% | 23.22% | 15.17% |
Correlation
The correlation between GPI and GPIQ is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.32 |
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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 | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.95 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.32 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.95 | -3.87 |
| Martin ratioReturn relative to average drawdown | -1.53 | 12.02 | -13.55 |
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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 | -39.16% | -3.13% | -36.03% |
Average DrawdownAverage peak-to-trough decline | -27.21% | -2.27% | -24.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.64% | 2.33% | +22.31% |
Volatility
GPI vs. GPIQ - Volatility Comparison
Group 1 Automotive, Inc. (GPI) has a higher volatility of 10.49% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 7.59%. 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 | 10.49% | 7.59% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 13.33% | +11.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.44% | 15.86% | +17.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.90% | 17.95% | +18.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.49% | 17.95% | +26.54% |
Dividends
GPI vs. GPIQ - Dividend Comparison
GPI's dividend yield for the trailing twelve months is around 0.71%, less than GPIQ's 9.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | 0.71% | 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 | 9.83% | 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 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPI has higher volatility (10.49%) compared to GPIQ (7.59%). In terms of maximum drawdown, GPI dropped -90.68% vs GPIQ's -21.06%.
GPIQ currently has the higher Sharpe Ratio (1.77 vs -1.13), 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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