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XIFR vs. GOOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIFR vs. GOOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPLR Infrastructure LP (XIFR) 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, XIFR achieves a 17.90% return, which is significantly higher than GOOP's 12.39% return.


XIFR

1D
-0.76%
1M
-4.53%
6M
19.57%
YTD
17.90%
1Y
28.15%
3Y*
-34.83%
5Y*
-28.29%
10Y*
-4.78%
ALL TIME*
-3.96%

GOOP

1D
0.82%
1M
-0.15%
6M
4.36%
YTD
12.39%
1Y
63.58%
3Y*
5Y*
10Y*
ALL TIME*
35.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$557.13K$603.88K$833.58K
$17.05M$14.22M$13.09M

XIFR vs. GOOP - Yearly Performance Comparison


2026 (YTD)202520242023
XIFR
XPLR Infrastructure LP
17.90%-43.82%-32.61%9.94%
GOOP
Kurv Yield Premium Strategy Google ETF
12.39%52.46%27.67%6.17%

Correlation

The correlation between XIFR and GOOP is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

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

0.18

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Return for Risk

XIFR vs. GOOP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XIFR
XIFR Risk / Return Rank: 6767
Overall Rank
XIFR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XIFR Sortino Ratio Rank: 6565
Sortino Ratio Rank
XIFR Omega Ratio Rank: 6161
Omega Ratio Rank
XIFR Calmar Ratio Rank: 7171
Calmar Ratio Rank
XIFR Martin Ratio Rank: 7070
Martin Ratio Rank

GOOP
GOOP Risk / Return Rank: 7373
Overall Rank
GOOP Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GOOP Sortino Ratio Rank: 7878
Sortino Ratio Rank
GOOP Omega Ratio Rank: 7979
Omega Ratio Rank
GOOP Calmar Ratio Rank: 7070
Calmar Ratio Rank
GOOP Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XIFR vs. GOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPLR Infrastructure LP (XIFR) 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.


XIFRGOOPDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.38

2.74

-1.36

Martin ratioReturn relative to average drawdown

3.06

7.68

-4.61

XIFR vs. GOOP - Sharpe Ratio Comparison

The current XIFR Sharpe Ratio is 0.73, which is lower than the GOOP Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of XIFR 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

XIFR vs. GOOP - Drawdown Comparison

The maximum XIFR drawdown since its inception was -88.29%, which is greater than GOOP's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for XIFR and GOOP.


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Drawdown Indicators


XIFRGOOPDifference

Max Drawdown

Largest peak-to-trough decline

-88.29%

-27.49%

-60.80%

Max Drawdown (1Y)

Largest decline over 1 year

-20.45%

-23.32%

+2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-81.45%

Max Drawdown (5Y)

Largest decline over 5 years

-88.29%

Max Drawdown (10Y)

Largest decline over 10 years

-88.29%

Current Drawdown

Current decline from peak

-82.66%

-11.88%

-70.78%

Average Drawdown

Average peak-to-trough decline

-29.62%

-6.72%

-22.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.22%

8.31%

+0.91%

Volatility

XIFR vs. GOOP - Volatility Comparison

XPLR Infrastructure LP (XIFR) has a higher volatility of 13.96% compared to Kurv Yield Premium Strategy Google ETF (GOOP) at 12.94%. This indicates that XIFR's price experiences larger fluctuations and is considered to be riskier 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


XIFRGOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.96%

12.94%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

27.43%

26.73%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

38.64%

31.48%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.57%

26.99%

+18.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.83%

26.99%

+13.84%

Dividends

XIFR vs. GOOP - Dividend Comparison

XIFR has not paid dividends to shareholders, while GOOP's dividend yield for the trailing twelve months is around 13.02%.


PositionTTM20252024202320222021202020192018201720162015
GOOP
Kurv Yield Premium Strategy Google ETF
13.02%11.79%13.73%2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIFR
XPLR Infrastructure LP
0.00%0.00%20.20%11.10%4.27%3.08%3.37%3.74%3.98%3.46%5.08%3.03%

Frequently Asked Questions


XIFR and GOOP have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XIFR has higher volatility (13.96%) compared to GOOP (12.94%). In terms of maximum drawdown, XIFR dropped -88.29% vs GOOP's -27.49%.

GOOP currently has the higher Sharpe Ratio (2.04 vs 0.73), 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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