Performance

OVL+14.11%GPIX+13.51%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
OVL	-2.25%	+13.13%	+14.11%	+12.03%	-8.73%	0.66	9.46%
GPIX	-1.64%	+12.12%	+13.51%	—	-7.71%	0.80	8.32%

Summary

OVL vs GPIX

Over the past year, OVL returned +14.11% against +13.51% for GPIX. GPIX had the higher Sharpe ratio over the past year (0.80 vs 0.66), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.71% for GPIX and -8.73% for OVL. Dividends over the past year came to 9.46% of OVL's price, against 8.32% for GPIX.

Current Drawdown

OVL-3.66%GPIX-2.30%

Rolling Volatility

OVL+0.88%GPIX+0.61%

METRICS

Correlation Matrix

	OVL	GPIX
OVL	1.00	0.98
GPIX	0.98	1.00

Metrics

Risk Indicators

OVLGPIX

Alpha

0.54%

1.90%

Beta

1.17x

0.87x

Sharpe

0.66

0.80

Sortino

0.94

1.15

Omega

1.11

1.14

Calmar

1.62

1.75

Martin

4.27

5.36

Comparisons

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OVL vs VOO
OVL vs SPYI
OVL vs SCHD
OVL vs GPIQ
OVL vs SPY
OVL vs QQQI

More GPIX comparisons

GPIX vs GPIQ
GPIX vs JEPI
GPIX vs SPYI
GPIX vs SCHD
GPIX vs VOO
GPIX vs JEPQ

OVL vs GPIX: returns, Sharpe ratio and drawdown

OVL vs GPIX

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