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HYP vs. SPYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYP vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golden Eagle Dynamic Hypergrowth ETF (HYP) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYP achieves a 32.89% return, which is significantly higher than SPYG's 13.73% return.


HYP

1D
1.19%
1M
6.48%
YTD
32.89%
6M
28.18%
1Y
3Y*
5Y*
10Y*

SPYG

1D
-0.02%
1M
6.54%
YTD
13.73%
6M
13.08%
1Y
33.66%
3Y*
28.20%
5Y*
16.07%
10Y*
18.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYP vs. SPYG - Yearly Performance Comparison


Correlation

The correlation between HYP and SPYG is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.65

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Return for Risk

HYP vs. SPYG — Risk / Return Rank

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

HYP

SPYG
SPYG Risk / Return Rank: 6060
Overall Rank
SPYG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6161
Omega Ratio Rank
SPYG Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5858
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.

HYP vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HYP vs. SPYG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYPSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.35

+0.62

Drawdowns

HYP vs. SPYG - Drawdown Comparison

The maximum HYP drawdown since its inception was -19.58%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for HYP and SPYG.


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Drawdown Indicators


HYPSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-19.58%

-67.63%

+48.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-1.11%

-1.15%

+0.04%

Average Drawdown

Average peak-to-trough decline

-6.42%

-24.32%

+17.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

Volatility

HYP vs. SPYG - Volatility Comparison


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Volatility by Period


HYPSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

Volatility (1Y)

Calculated over the trailing 1-year period

40.91%

16.06%

+24.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.91%

21.16%

+19.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.91%

20.64%

+20.27%

HYP vs. SPYG - Expense Ratio Comparison

HYP has a 0.85% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Dividends

HYP vs. SPYG - Dividend Comparison

HYP's dividend yield for the trailing twelve months is around 0.10%, less than SPYG's 0.47% yield.


PositionTTM20252024202320222021202020192018201720162015
HYP
Golden Eagle Dynamic Hypergrowth ETF
0.10%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.47%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Frequently Asked Questions


HYP and SPYG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.85% for HYP.

SPYG has the higher dividend yield at 0.47%, compared with 0.10% for HYP.

HYP is categorized as Large Cap Growth Equities, while SPYG is S&P 500. They also come from different issuers: Golden Eagle and State Street. Their fees differ too: 0.85% for HYP and 0.04% for SPYG.

Portfolio Optimizer

Find the right allocation for HYP and SPYG

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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