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GPIQ vs. GPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GPIQ and GPI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

GPIQ vs. GPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and Group 1 Automotive, Inc. (GPI). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
33.63%
64.33%
GPIQ
GPI

Key characteristics

Sharpe Ratio

GPIQ:

0.50

GPI:

1.31

Sortino Ratio

GPIQ:

0.85

GPI:

2.03

Omega Ratio

GPIQ:

1.12

GPI:

1.25

Calmar Ratio

GPIQ:

0.53

GPI:

2.01

Martin Ratio

GPIQ:

1.99

GPI:

5.72

Ulcer Index

GPIQ:

5.65%

GPI:

8.08%

Daily Std Dev

GPIQ:

22.62%

GPI:

34.57%

Max Drawdown

GPIQ:

-21.06%

GPI:

-90.68%

Current Drawdown

GPIQ:

-10.82%

GPI:

-15.92%

Returns By Period

In the year-to-date period, GPIQ achieves a -6.01% return, which is significantly lower than GPI's -3.43% return.


GPIQ

YTD

-6.01%

1M

-1.71%

6M

-2.73%

1Y

9.70%

5Y*

N/A

10Y*

N/A

GPI

YTD

-3.43%

1M

3.41%

6M

17.58%

1Y

36.05%

5Y*

52.01%

10Y*

18.81%

*Annualized

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Risk-Adjusted Performance

GPIQ vs. GPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPIQ
The Risk-Adjusted Performance Rank of GPIQ is 6262
Overall Rank
The Sharpe Ratio Rank of GPIQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIQ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of GPIQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of GPIQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of GPIQ is 6161
Martin Ratio Rank

GPI
The Risk-Adjusted Performance Rank of GPI is 8888
Overall Rank
The Sharpe Ratio Rank of GPI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of GPI is 8787
Sortino Ratio Rank
The Omega Ratio Rank of GPI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of GPI is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GPI is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GPIQ vs. GPI - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for GPIQ, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.00
GPIQ: 0.50
GPI: 1.31
The chart of Sortino ratio for GPIQ, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
GPIQ: 0.85
GPI: 2.03
The chart of Omega ratio for GPIQ, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
GPIQ: 1.12
GPI: 1.25
The chart of Calmar ratio for GPIQ, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
GPIQ: 0.53
GPI: 2.01
The chart of Martin ratio for GPIQ, currently valued at 1.99, compared to the broader market0.0020.0040.0060.00
GPIQ: 1.99
GPI: 5.72

The current GPIQ Sharpe Ratio is 0.50, which is lower than the GPI Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of GPIQ and GPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.50
1.31
GPIQ
GPI

Dividends

GPIQ vs. GPI - Dividend Comparison

GPIQ's dividend yield for the trailing twelve months is around 11.16%, more than GPI's 0.47% yield.


TTM20242023202220212020201920182017201620152014
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
11.16%9.18%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPI
Group 1 Automotive, Inc.
0.47%0.45%0.59%0.83%0.68%0.46%1.09%1.97%1.37%1.17%1.10%0.78%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.82%
-15.92%
GPIQ
GPI

Volatility

GPIQ vs. GPI - Volatility Comparison

Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and Group 1 Automotive, Inc. (GPI) have volatilities of 15.87% and 16.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.87%
16.42%
GPIQ
GPI