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PPL vs. GOOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPL vs. GOOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PPL Corporation (PPL) and Kurv Yield Premium Strategy Google ETF (GOOP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPL achieves a 4.60% return, which is significantly lower than GOOP's 10.04% return.


PPL

1D
0.81%
1M
0.61%
6M
5.27%
YTD
4.60%
1Y
8.59%
3Y*
14.24%
5Y*
8.97%
10Y*
4.17%

GOOP

1D
-1.36%
1M
-2.33%
6M
5.26%
YTD
10.04%
1Y
75.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPL vs. GOOP - Yearly Performance Comparison


2026 (YTD)202520242023
PPL
PPL Corporation
4.60%11.38%23.98%7.80%
GOOP
Kurv Yield Premium Strategy Google ETF
10.04%52.46%27.67%6.17%

Correlation

The correlation between PPL and GOOP is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2023

-0.08

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Return for Risk

PPL vs. GOOP — Risk / Return Rank

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

PPL
PPL Risk / Return Rank: 5858
Overall Rank
PPL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PPL Sortino Ratio Rank: 5454
Sortino Ratio Rank
PPL Omega Ratio Rank: 5252
Omega Ratio Rank
PPL Calmar Ratio Rank: 6161
Calmar Ratio Rank
PPL Martin Ratio Rank: 6262
Martin Ratio Rank

GOOP
GOOP Risk / Return Rank: 8585
Overall Rank
GOOP Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GOOP Sortino Ratio Rank: 9292
Sortino Ratio Rank
GOOP Omega Ratio Rank: 9090
Omega Ratio Rank
GOOP Calmar Ratio Rank: 7878
Calmar Ratio Rank
GOOP Martin Ratio Rank: 7272
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.

PPL vs. GOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) and Kurv Yield Premium Strategy Google ETF (GOOP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PPLGOOPDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

1.09

1.45

-0.36

Calmar ratioReturn relative to maximum drawdown

0.65

3.26

-2.61

Martin ratioReturn relative to average drawdown

1.54

10.54

-9.00

PPL vs. GOOP - Sharpe Ratio Comparison

The current PPL Sharpe Ratio is 0.49, which is lower than the GOOP Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of PPL and GOOP, 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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Drawdowns

PPL vs. GOOP - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.38%, which is greater than GOOP's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for PPL and GOOP.


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Drawdown Indicators


PPLGOOPDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-27.49%

-27.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-23.32%

+10.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.73%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

Current Drawdown

Current decline from peak

-8.67%

-13.73%

+5.06%

Average Drawdown

Average peak-to-trough decline

-15.61%

-6.50%

-9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

7.20%

-1.60%

Volatility

PPL vs. GOOP - Volatility Comparison

The current volatility for PPL Corporation (PPL) is 6.81%, while Kurv Yield Premium Strategy Google ETF (GOOP) has a volatility of 9.78%. This indicates that PPL experiences smaller price fluctuations and is considered to be less risky than GOOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPLGOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

9.78%

-2.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

24.21%

-10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

29.42%

-11.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

26.25%

-7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

26.25%

-3.47%

Dividends

PPL vs. GOOP - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.09%, less than GOOP's 12.89% yield.


PositionTTM20252024202320222021202020192018201720162015
GOOP
Kurv Yield Premium Strategy Google ETF
12.89%11.79%13.73%2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPL
PPL Corporation
3.09%3.11%3.17%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%11.74%

Frequently Asked Questions


PPL and GOOP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOP has higher volatility (9.78%) compared to PPL (6.81%). In terms of maximum drawdown, PPL dropped -55.38% vs GOOP's -27.49%.

GOOP currently has the higher Sharpe Ratio (2.59 vs 0.49), 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

Find the right allocation for PPL and GOOP

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