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NA vs. GPIQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NA vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nano Labs Ltd (NA) (NA) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NA achieves a -26.83% return, which is significantly lower than GPIQ's 18.30% return.


NA

1D
-7.80%
1M
12.71%
YTD
-26.83%
6M
-44.05%
1Y
-39.18%
3Y*
-52.49%
5Y*
10Y*

GPIQ

1D
-0.19%
1M
8.51%
YTD
18.30%
6M
17.64%
1Y
37.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NA vs. GPIQ - Yearly Performance Comparison


2026 (YTD)202520242023
NA
Nano Labs Ltd (NA)
-26.83%-64.81%-50.55%28.38%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
18.30%19.77%23.22%15.38%

Correlation

The correlation between NA and GPIQ is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.08

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Return for Risk

NA vs. GPIQ — Risk / Return Rank

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

NA
NA Risk / Return Rank: 3535
Overall Rank
NA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
NA Sortino Ratio Rank: 4343
Sortino Ratio Rank
NA Omega Ratio Rank: 4343
Omega Ratio Rank
NA Calmar Ratio Rank: 2626
Calmar Ratio Rank
NA Martin Ratio Rank: 3131
Martin Ratio Rank

GPIQ
GPIQ Risk / Return Rank: 8181
Overall Rank
GPIQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GPIQ Sortino Ratio Rank: 8181
Sortino Ratio Rank
GPIQ Omega Ratio Rank: 8282
Omega Ratio Rank
GPIQ Calmar Ratio Rank: 7777
Calmar Ratio Rank
GPIQ Martin Ratio Rank: 8383
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.

NA vs. GPIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nano Labs Ltd (NA) (NA) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.


NAGPIQDifference

Sharpe ratio

Return per unit of total volatility

-0.27

2.81

-3.08

Sortino ratio

Return per unit of downside risk

0.55

3.71

-3.16

Omega ratio

Gain probability vs. loss probability

1.07

1.51

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.44

3.96

-4.40

Martin ratio

Return relative to average drawdown

-0.56

17.48

-18.04

NA vs. GPIQ - Sharpe Ratio Comparison

The current NA Sharpe Ratio is -0.27, which is lower than the GPIQ Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of NA and GPIQ, 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


NAGPIQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

2.81

-3.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

1.78

-2.17

Drawdowns

NA vs. GPIQ - Drawdown Comparison

The maximum NA drawdown since its inception was -98.67%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for NA and GPIQ.


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Drawdown Indicators


NAGPIQDifference

Max Drawdown

Largest peak-to-trough decline

-98.67%

-21.06%

-77.61%

Max Drawdown (1Y)

Largest decline over 1 year

-89.19%

-9.51%

-79.68%

Max Drawdown (3Y)

Largest decline over 3 years

-94.10%

Current Drawdown

Current decline from peak

-98.09%

-0.19%

-97.90%

Average Drawdown

Average peak-to-trough decline

-90.17%

-2.27%

-87.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

70.02%

2.15%

+67.87%

Volatility

NA vs. GPIQ - Volatility Comparison

Nano Labs Ltd (NA) (NA) has a higher volatility of 42.62% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 3.39%. This indicates that NA's price experiences larger fluctuations and is considered to be riskier than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAGPIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.62%

3.39%

+39.23%

Volatility (6M)

Calculated over the trailing 6-month period

71.07%

10.44%

+60.63%

Volatility (1Y)

Calculated over the trailing 1-year period

146.47%

13.40%

+133.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

166.82%

17.47%

+149.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

166.82%

17.47%

+149.35%

Dividends

NA vs. GPIQ - Dividend Comparison

NA has not paid dividends to shareholders, while GPIQ's dividend yield for the trailing twelve months is around 9.32%.


PositionTTM202520242023
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
9.32%9.81%9.18%1.74%
NA
Nano Labs Ltd (NA)
0.00%0.00%0.00%0.00%

Frequently Asked Questions


NA and GPIQ have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NA has higher volatility (42.62%) compared to GPIQ (3.39%). In terms of maximum drawdown, NA dropped -98.67% vs GPIQ's -21.06%.

GPIQ currently has the higher Sharpe Ratio (2.81 vs -0.27), 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.

Portfolio Optimizer

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