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INVZ vs. GDXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INVZ vs. GDXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innoviz Technologies Ltd. (INVZ) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INVZ achieves a -8.29% return, which is significantly lower than GDXY's -4.46% return.


INVZ

1D
-3.85%
1M
16.58%
YTD
-8.29%
6M
-36.90%
1Y
-11.13%
3Y*
-36.39%
5Y*
-40.42%
10Y*

GDXY

1D
1.34%
1M
-0.99%
YTD
-4.46%
6M
-0.57%
1Y
33.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INVZ vs. GDXY - Yearly Performance Comparison


2026 (YTD)20252024
INVZ
Innoviz Technologies Ltd.
-8.29%-49.22%46.09%
GDXY
YieldMax Gold Miners Option Income Strategy ETF
-4.46%88.08%-11.63%

Correlation

The correlation between INVZ and GDXY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since May 22, 2024

0.17

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Return for Risk

INVZ vs. GDXY — Risk / Return Rank

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

INVZ
INVZ Risk / Return Rank: 3737
Overall Rank
INVZ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
INVZ Sortino Ratio Rank: 4242
Sortino Ratio Rank
INVZ Omega Ratio Rank: 4040
Omega Ratio Rank
INVZ Calmar Ratio Rank: 3434
Calmar Ratio Rank
INVZ Martin Ratio Rank: 3535
Martin Ratio Rank

GDXY
GDXY Risk / Return Rank: 2626
Overall Rank
GDXY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GDXY Sortino Ratio Rank: 2424
Sortino Ratio Rank
GDXY Omega Ratio Rank: 2727
Omega Ratio Rank
GDXY Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDXY Martin Ratio Rank: 2525
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.

INVZ vs. GDXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innoviz Technologies Ltd. (INVZ) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). 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.


INVZGDXYDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.91

-1.03

Sortino ratio

Return per unit of downside risk

0.54

1.26

-0.73

Omega ratio

Gain probability vs. loss probability

1.06

1.19

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.19

1.33

-1.52

Martin ratio

Return relative to average drawdown

-0.30

3.44

-3.74

INVZ vs. GDXY - Sharpe Ratio Comparison

The current INVZ Sharpe Ratio is -0.12, which is lower than the GDXY Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of INVZ and GDXY, 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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Sharpe Ratios by Period


INVZGDXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.91

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

0.81

-1.25

Drawdowns

INVZ vs. GDXY - Drawdown Comparison

The maximum INVZ drawdown since its inception was -96.06%, which is greater than GDXY's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for INVZ and GDXY.


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Drawdown Indicators


INVZGDXYDifference

Max Drawdown

Largest peak-to-trough decline

-96.06%

-28.03%

-68.03%

Max Drawdown (1Y)

Largest decline over 1 year

-75.21%

-28.03%

-47.18%

Max Drawdown (3Y)

Largest decline over 3 years

-88.12%

Max Drawdown (5Y)

Largest decline over 5 years

-95.43%

Current Drawdown

Current decline from peak

-93.66%

-23.30%

-70.36%

Average Drawdown

Average peak-to-trough decline

-74.81%

-6.37%

-68.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.82%

10.84%

+35.98%

Volatility

INVZ vs. GDXY - Volatility Comparison

Innoviz Technologies Ltd. (INVZ) has a higher volatility of 32.66% compared to YieldMax Gold Miners Option Income Strategy ETF (GDXY) at 11.54%. This indicates that INVZ's price experiences larger fluctuations and is considered to be riskier than GDXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INVZGDXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.66%

11.54%

+21.12%

Volatility (6M)

Calculated over the trailing 6-month period

58.71%

30.82%

+27.89%

Volatility (1Y)

Calculated over the trailing 1-year period

92.56%

36.60%

+55.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.01%

31.71%

+57.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.02%

31.71%

+57.31%

Dividends

INVZ vs. GDXY - Dividend Comparison

INVZ has not paid dividends to shareholders, while GDXY's dividend yield for the trailing twelve months is around 72.42%.


PositionTTM20252024
GDXY
YieldMax Gold Miners Option Income Strategy ETF
72.42%52.13%23.91%
INVZ
Innoviz Technologies Ltd.
0.00%0.00%0.00%

Frequently Asked Questions


INVZ and GDXY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INVZ has higher volatility (32.66%) compared to GDXY (11.54%). In terms of maximum drawdown, INVZ dropped -96.06% vs GDXY's -28.03%.

GDXY currently has the higher Sharpe Ratio (0.91 vs -0.12), 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.

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