GPRO vs. SPHD
Compare and contrast key facts about GoPro, Inc. (GPRO) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GPRO or SPHD.
Correlation
The correlation between GPRO and SPHD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GPRO vs. SPHD - Performance Comparison
Key characteristics
GPRO:
-1.03
SPHD:
2.10
GPRO:
-1.86
SPHD:
2.90
GPRO:
0.79
SPHD:
1.38
GPRO:
-0.67
SPHD:
2.57
GPRO:
-1.61
SPHD:
8.02
GPRO:
40.97%
SPHD:
2.81%
GPRO:
63.98%
SPHD:
10.71%
GPRO:
-99.15%
SPHD:
-41.39%
GPRO:
-99.10%
SPHD:
-3.55%
Returns By Period
In the year-to-date period, GPRO achieves a -22.43% return, which is significantly lower than SPHD's 3.02% return. Over the past 10 years, GPRO has underperformed SPHD with an annualized return of -32.87%, while SPHD has yielded a comparatively higher 8.38% annualized return.
GPRO
-22.43%
-19.48%
-35.46%
-62.59%
-26.43%
-32.87%
SPHD
3.02%
2.14%
3.74%
22.22%
7.21%
8.38%
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Risk-Adjusted Performance
GPRO vs. SPHD — Risk-Adjusted Performance Rank
GPRO
SPHD
GPRO vs. SPHD - Risk-Adjusted Performance Comparison
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.
Dividends
GPRO vs. SPHD - Dividend Comparison
GPRO has not paid dividends to shareholders, while SPHD's dividend yield for the trailing twelve months is around 2.99%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPRO GoPro, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 2.99% | 3.41% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% |
Drawdowns
GPRO vs. SPHD - Drawdown Comparison
The maximum GPRO drawdown since its inception was -99.15%, 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.
Volatility
GPRO vs. SPHD - Volatility Comparison
GoPro, Inc. (GPRO) has a higher volatility of 31.51% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.14%. 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.