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.
Performance
GPRO vs. SPHD - Performance Comparison
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GPRO vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GPRO GoPro, Inc. | -45.39% | 29.36% | -68.59% | -30.32% | -51.70% | 24.52% | 90.78% | 2.36% | -43.99% | -13.09% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.64% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -6.17% | 11.90% |
Returns By Period
In the year-to-date period, GPRO achieves a -45.39% return, which is significantly lower than SPHD's 4.64% return. Over the past 10 years, GPRO has underperformed SPHD with an annualized return of -23.85%, while SPHD has yielded a comparatively higher 7.24% annualized return.
GPRO
- 1D
- 14.84%
- 1M
- -20.44%
- YTD
- -45.39%
- 6M
- -63.68%
- 1Y
- 16.16%
- 3Y*
- -46.51%
- 5Y*
- -42.63%
- 10Y*
- -23.85%
SPHD
- 1D
- 0.55%
- 1M
- -4.99%
- YTD
- 4.64%
- 6M
- 2.81%
- 1Y
- 3.20%
- 3Y*
- 9.99%
- 5Y*
- 7.05%
- 10Y*
- 7.24%
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Return for Risk
GPRO vs. SPHD — Risk / Return Rank
GPRO
SPHD
GPRO vs. SPHD - Risk-Adjusted Trends 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.
| GPRO | SPHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.22 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.15 | 0.41 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.05 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 0.38 | -0.24 |
Martin ratioReturn relative to average drawdown | 0.30 | 1.22 | -0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GPRO | SPHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.22 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.63 | 0.50 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.36 | 0.41 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.40 | 0.59 | -0.99 |
Correlation
The correlation between GPRO and SPHD is 0.29, 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.
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 4.31%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 4.31% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Drawdowns
GPRO vs. SPHD - Drawdown Comparison
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.
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Drawdown Indicators
| GPRO | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -41.39% | -58.10% |
Max Drawdown (1Y)Largest decline over 1 year | -78.28% | -11.33% | -66.95% |
Max Drawdown (5Y)Largest decline over 5 years | -96.32% | -19.50% | -76.82% |
Max Drawdown (10Y)Largest decline over 10 years | -97.19% | -41.39% | -55.80% |
Current DrawdownCurrent decline from peak | -99.18% | -5.14% | -94.04% |
Average DrawdownAverage peak-to-trough decline | -86.84% | -4.70% | -82.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.85% | 3.67% | +35.18% |
Volatility
GPRO vs. SPHD - Volatility Comparison
GoPro, Inc. (GPRO) has a higher volatility of 40.94% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.21%. 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.
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Volatility by Period
| GPRO | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 40.94% | 3.21% | +37.73% |
Volatility (6M)Calculated over the trailing 6-month period | 62.86% | 7.91% | +54.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 109.10% | 14.51% | +94.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.92% | 14.20% | +53.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.56% | 17.65% | +47.91% |