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GPIX vs. SMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPIX vs. SMR - 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 NuScale Power Corporation (SMR). 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 SMR's -30.20% return.


GPIX

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

SMR

1D
3.34%
1M
-11.93%
YTD
-30.20%
6M
-46.07%
1Y
-74.52%
3Y*
5.43%
5Y*
-0.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPIX vs. SMR - Yearly Performance Comparison


2026 (YTD)202520242023
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.64%16.25%21.77%13.04%
SMR
NuScale Power Corporation
-30.20%-20.97%444.98%-6.00%

Correlation

The correlation between GPIX and SMR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.43

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Return for Risk

GPIX vs. SMR — 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

SMR
SMR Risk / Return Rank: 1010
Overall Rank
SMR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SMR Sortino Ratio Rank: 99
Sortino Ratio Rank
SMR Omega Ratio Rank: 1212
Omega Ratio Rank
SMR Calmar Ratio Rank: 66
Calmar Ratio Rank
SMR Martin Ratio Rank: 1212
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. SMR - 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 NuScale Power Corporation (SMR). 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.


GPIXSMRDifference
Sharpe ratioReturn per unit of total volatility

+2.89

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.41

0.87

+0.54

Calmar ratioReturn relative to maximum drawdown

2.97

-0.91

+3.88

Martin ratioReturn relative to average drawdown

14.51

-1.32

+15.83

GPIX vs. SMR - Sharpe Ratio Comparison

The current GPIX Sharpe Ratio is 2.15, which is higher than the SMR Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of GPIX and SMR, 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. SMR - Drawdown Comparison

The maximum GPIX drawdown since its inception was -17.50%, smaller than the maximum SMR drawdown of -87.47%. Use the drawdown chart below to compare losses from any high point for GPIX and SMR.


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Drawdown Indicators


GPIXSMRDifference

Max Drawdown

Largest peak-to-trough decline

-17.50%

-87.47%

+69.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-82.86%

+75.15%

Max Drawdown (3Y)

Largest decline over 3 years

-82.86%

Max Drawdown (5Y)

Largest decline over 5 years

-87.47%

Current Drawdown

Current decline from peak

-1.63%

-81.49%

+79.86%

Average Drawdown

Average peak-to-trough decline

-1.49%

-35.08%

+33.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

57.39%

-55.82%

Volatility

GPIX vs. SMR - Volatility Comparison

The current volatility for Goldman Sachs S&P 500 Premium Income ETF (GPIX) is 3.77%, while NuScale Power Corporation (SMR) has a volatility of 28.93%. This indicates that GPIX experiences smaller price fluctuations and is considered to be less risky than SMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPIXSMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

28.93%

-25.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

69.57%

-61.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

102.59%

-91.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

93.50%

-79.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.86%

89.31%

-75.45%

Dividends

GPIX vs. SMR - Dividend Comparison

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


PositionTTM202520242023
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.09%8.01%7.45%1.40%
SMR
NuScale Power Corporation
0.00%0.00%0.00%0.00%

Frequently Asked Questions


GPIX and SMR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMR has higher volatility (28.93%) compared to GPIX (3.77%). In terms of maximum drawdown, GPIX dropped -17.50% vs SMR's -87.47%.

GPIX currently has the higher Sharpe Ratio (2.15 vs -0.74), 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 SMR

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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