GPRO vs. SPHD

In the year-to-date period, GPRO achieves a -45.94% return, which is significantly lower than SPHD's -1.01% return. Over the past 10 years, GPRO has underperformed SPHD with an annualized return of -35.89%, while SPHD has yielded a comparatively higher 7.94% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for GoPro, Inc. (GPRO) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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 current GPRO Sharpe Ratio is -0.95, which is lower than the SPHD Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of GPRO and SPHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GPRO has not paid dividends to shareholders, while SPHD's dividend yield for the trailing twelve months is around 3.44%.

The maximum GPRO drawdown since its inception was -99.49%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for GPRO and SPHD. For additional features, visit the drawdowns tool.

GoPro, Inc. (GPRO) has a higher volatility of 28.78% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 9.62%. This indicates that GPRO's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.