GPIQ vs. GPI
GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) is Nasdaq-100 fund actively managed by Goldman Sachs, while GPI (Group 1 Automotive, Inc.) is a stock. Over the past year, GPIQ returned 32.06% vs -28.61% for GPI. At a 0.32 correlation, their price movements are largely independent.
Performance
GPIQ vs. GPI - Performance Comparison
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Returns By Period
In the year-to-date period, GPIQ achieves a 14.86% return, which is significantly higher than GPI's -18.80% return.
GPIQ
- 1D
- -2.96%
- 1M
- -0.00%
- YTD
- 14.86%
- 6M
- 13.78%
- 1Y
- 32.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GPI
- 1D
- 0.95%
- 1M
- -2.26%
- YTD
- -18.80%
- 6M
- -21.20%
- 1Y
- -28.61%
- 3Y*
- 9.54%
- 5Y*
- 16.38%
- 10Y*
- 20.70%
GPIQ vs. GPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 14.86% | 19.77% | 23.22% | 15.17% |
GPI Group 1 Automotive, Inc. | -18.80% | -6.26% | 39.10% | 27.26% |
Correlation
The correlation between GPIQ and GPI 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 | 0.32 |
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Return for Risk
GPIQ vs. GPI — Risk / Return Rank
GPIQ
GPI
GPIQ vs. GPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and Group 1 Automotive, Inc. (GPI). 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.
| GPIQ | GPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +3.88 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.86 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | -0.74 | +4.12 |
| Martin ratioReturn relative to average drawdown | 14.28 | -1.24 | +15.53 |
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Drawdowns
GPIQ vs. GPI - Drawdown Comparison
The maximum GPIQ drawdown since its inception was -21.06%, smaller than the maximum GPI drawdown of -90.68%. Use the drawdown chart below to compare losses from any high point for GPIQ and GPI.
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Drawdown Indicators
| GPIQ | GPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.06% | -90.68% | +69.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -38.91% | +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 | -3.21% | -34.51% | +31.30% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -27.18% | +24.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 23.02% | -20.77% |
Volatility
GPIQ vs. GPI - Volatility Comparison
The current volatility for Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) is 7.78%, while Group 1 Automotive, Inc. (GPI) has a volatility of 9.82%. This indicates that GPIQ experiences smaller price fluctuations and is considered to be less risky than GPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPIQ | GPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 9.82% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.52% | 23.66% | -11.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 33.26% | -18.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 37.27% | -19.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.88% | 44.57% | -26.69% |
Dividends
GPIQ vs. GPI - Dividend Comparison
GPIQ's dividend yield for the trailing twelve months is around 9.60%, more than GPI's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | 0.66% | 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 | 9.60% | 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
GPIQ and GPI 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 (9.82%) compared to GPIQ (7.78%). In terms of maximum drawdown, GPIQ dropped -21.06% vs GPI's -90.68%.
GPIQ currently has the higher Sharpe Ratio (2.12 vs -0.86), 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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