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GPIX vs. AVAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPIX vs. AVAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs S&P 500 Premium Income ETF (GPIX) and AeroVironment, Inc. (AVAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPIX achieves a 8.64% return, which is significantly higher than AVAV's -29.48% return.


GPIX

1D
0.55%
1M
0.57%
YTD
8.64%
6M
9.22%
1Y
23.85%
3Y*
5Y*
10Y*

AVAV

1D
-7.14%
1M
7.96%
YTD
-29.48%
6M
-28.63%
1Y
-12.57%
3Y*
20.96%
5Y*
8.68%
10Y*
18.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPIX vs. AVAV - Yearly Performance Comparison


2026 (YTD)202520242023
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.64%16.25%21.77%13.04%
AVAV
AeroVironment, Inc.
-29.48%57.18%22.10%4.25%

Correlation

The correlation between GPIX and AVAV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2023

0.38

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Return for Risk

GPIX vs. AVAV — Risk / Return Rank

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

GPIX
GPIX Risk / Return Rank: 7777
Overall Rank
GPIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
GPIX Omega Ratio Rank: 8080
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8383
Martin Ratio Rank

AVAV
AVAV Risk / Return Rank: 3838
Overall Rank
AVAV Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AVAV Sortino Ratio Rank: 4040
Sortino Ratio Rank
AVAV Omega Ratio Rank: 3939
Omega Ratio Rank
AVAV Calmar Ratio Rank: 3737
Calmar Ratio Rank
AVAV Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GPIX vs. AVAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs S&P 500 Premium Income ETF (GPIX) and AeroVironment, Inc. (AVAV). 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.


GPIXAVAVDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+2.60

Omega ratioGain probability vs. loss probability

1.41

1.04

+0.37

Calmar ratioReturn relative to maximum drawdown

2.97

-0.17

+3.13

Martin ratioReturn relative to average drawdown

14.51

-0.30

+14.81

GPIX vs. AVAV - Sharpe Ratio Comparison

The current GPIX Sharpe Ratio is 2.15, which is higher than the AVAV Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of GPIX and AVAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GPIX vs. AVAV - Drawdown Comparison

The maximum GPIX drawdown since its inception was -17.50%, smaller than the maximum AVAV drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for GPIX and AVAV.


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Drawdown Indicators


GPIXAVAVDifference

Max Drawdown

Largest peak-to-trough decline

-17.50%

-61.45%

+43.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-61.45%

+53.74%

Max Drawdown (3Y)

Largest decline over 3 years

-61.45%

Max Drawdown (5Y)

Largest decline over 5 years

-61.45%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

Current Drawdown

Current decline from peak

-1.63%

-58.38%

+56.75%

Average Drawdown

Average peak-to-trough decline

-1.49%

-28.71%

+27.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

34.44%

-32.87%

Volatility

GPIX vs. AVAV - Volatility Comparison

The current volatility for Goldman Sachs S&P 500 Premium Income ETF (GPIX) is 3.77%, while AeroVironment, Inc. (AVAV) has a volatility of 26.86%. This indicates that GPIX experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPIXAVAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

26.86%

-23.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

57.90%

-49.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

74.35%

-63.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

56.01%

-42.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.86%

52.05%

-38.19%

Dividends

GPIX vs. AVAV - Dividend Comparison

GPIX's dividend yield for the trailing twelve months is around 8.09%, while AVAV has not paid dividends to shareholders.


PositionTTM202520242023
AVAV
AeroVironment, Inc.
0.00%0.00%0.00%0.00%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.09%8.01%7.45%1.40%

Frequently Asked Questions


GPIX and AVAV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAV has higher volatility (26.86%) compared to GPIX (3.77%). In terms of maximum drawdown, GPIX dropped -17.50% vs AVAV's -61.45%.

GPIX currently has the higher Sharpe Ratio (2.15 vs -0.14), 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.

Portfolio Optimizer

Find the right allocation for GPIX and AVAV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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