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YALL vs. G
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YALL and G is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

YALL vs. G - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Genpact Limited (G). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

YALL:

1.08

G:

0.91

Sortino Ratio

YALL:

1.68

G:

1.51

Omega Ratio

YALL:

1.22

G:

1.24

Calmar Ratio

YALL:

1.18

G:

0.74

Martin Ratio

YALL:

4.28

G:

4.11

Ulcer Index

YALL:

5.43%

G:

7.28%

Daily Std Dev

YALL:

21.52%

G:

33.91%

Max Drawdown

YALL:

-19.72%

G:

-64.14%

Current Drawdown

YALL:

0.00%

G:

-20.33%

Returns By Period

In the year-to-date period, YALL achieves a 8.15% return, which is significantly higher than G's 3.03% return.


YALL

YTD

8.15%

1M

15.76%

6M

6.03%

1Y

22.96%

3Y*

N/A

5Y*

N/A

10Y*

N/A

G

YTD

3.03%

1M

-7.35%

6M

-0.65%

1Y

30.51%

3Y*

3.13%

5Y*

6.51%

10Y*

7.78%

*Annualized

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God Bless America ETF

Genpact Limited

Risk-Adjusted Performance

YALL vs. G — Risk-Adjusted Performance Rank

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

YALL
The Risk-Adjusted Performance Rank of YALL is 8484
Overall Rank
The Sharpe Ratio Rank of YALL is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8585
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 8383
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 8181
Martin Ratio Rank

G
The Risk-Adjusted Performance Rank of G is 8181
Overall Rank
The Sharpe Ratio Rank of G is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of G is 7777
Sortino Ratio Rank
The Omega Ratio Rank of G is 8282
Omega Ratio Rank
The Calmar Ratio Rank of G is 7979
Calmar Ratio Rank
The Martin Ratio Rank of G is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YALL vs. G - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Genpact Limited (G). 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.


The current YALL Sharpe Ratio is 1.08, which is comparable to the G Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of YALL and G, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

YALL vs. G - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.46%, less than G's 1.42% yield.


TTM20242023202220212020201920182017
YALL
God Bless America ETF
0.46%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%
G
Genpact Limited
1.42%1.42%1.58%1.08%0.81%0.94%0.81%1.11%0.76%

Drawdowns

YALL vs. G - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum G drawdown of -64.14%. Use the drawdown chart below to compare losses from any high point for YALL and G. For additional features, visit the drawdowns tool.


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Volatility

YALL vs. G - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 5.39%, while Genpact Limited (G) has a volatility of 17.75%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than G based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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