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AI stocks

Last updated May 8, 2024

Portfolio of AI stocks, companies that are involved in the development and application of artificial intelligence technology. These include companies specializing in hardware and software solutions for AI, to companies that use AI as a key part of their business operations and offerings.

Asset Allocation

NVDA 10%GOOG 10%AI 10%MU 10%MSFT 10%AMZN 10%IBM 10%PLTR 10%AAPL 10%AYX 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.		Technology

10%

AI
C3.ai, Inc.		Technology

10%

AMZN
Amazon.com, Inc.		Consumer Cyclical

10%

AYX
Alteryx, Inc.		Technology

10%

GOOG
Alphabet Inc.		Communication Services

10%

IBM
International Business Machines Corporation		Technology

10%

MSFT
Microsoft Corporation		Technology

10%

MU
Micron Technology, Inc.		Technology

10%

NVDA
NVIDIA Corporation		Technology

10%

PLTR
Palantir Technologies Inc.		Technology

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AI stocks , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly

20.00%30.00%40.00%50.00%60.00%70.00%December2024FebruaryMarchAprilMay
62.19%
41.25%
AI stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		8.76%-0.32%18.48%25.36%12.60%10.71%
AI stocks 19.46%-0.05%29.41%70.82%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		82.86%3.93%94.46%217.05%84.86%71.02%
GOOG
Alphabet Inc.		22.74%10.79%29.81%60.26%24.44%20.97%
AI
C3.ai, Inc.		-13.76%-0.84%-8.30%24.55%N/AN/A
MU
Micron Technology, Inc.		39.82%-3.04%65.31%96.80%25.39%16.32%
MSFT
Microsoft Corporation		9.06%-3.59%13.14%34.43%28.00%28.51%
AMZN
Amazon.com, Inc.		24.23%1.93%32.85%77.04%14.76%29.22%
IBM
International Business Machines Corporation		3.89%-11.29%16.09%43.45%10.39%3.48%
PLTR
Palantir Technologies Inc.		24.64%-6.96%15.74%124.08%N/AN/A
AAPL
Apple Inc.		-5.14%8.28%-0.01%6.76%30.52%25.76%
AYX
Alteryx, Inc.		2.33%0.00%32.15%35.37%N/AN/A

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20242.30%14.92%2.00%-4.58%
2023-2.53%15.68%2.99%

Expense Ratio

AI stocks has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AI stocks is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of AI stocks is 8686
AI stocks
The Sharpe Ratio Rank of AI stocks is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of AI stocks is 8585Sortino Ratio Rank
The Omega Ratio Rank of AI stocks is 8787Omega Ratio Rank
The Calmar Ratio Rank of AI stocks is 8585Calmar Ratio Rank
The Martin Ratio Rank of AI stocks is 8282Martin 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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

AI stocks
Sharpe ratio
The chart of Sharpe ratio for AI stocks , currently valued at 3.03, compared to the broader market0.002.004.003.03
Sortino ratio
The chart of Sortino ratio for AI stocks , currently valued at 3.81, compared to the broader market-2.000.002.004.006.003.81
Omega ratio
The chart of Omega ratio for AI stocks , currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for AI stocks , currently valued at 3.18, compared to the broader market0.002.004.006.008.0010.003.18
Martin ratio
The chart of Martin ratio for AI stocks , currently valued at 13.15, compared to the broader market0.0010.0020.0030.0040.0013.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market0.002.004.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.43, compared to the broader market0.0010.0020.0030.0040.008.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		4.364.961.6110.9131.46
GOOG
Alphabet Inc.		2.182.751.392.2213.23
AI
C3.ai, Inc.		0.381.291.150.360.89
MU
Micron Technology, Inc.		2.533.451.412.5413.04
MSFT
Microsoft Corporation		1.552.151.262.536.19
AMZN
Amazon.com, Inc.		2.733.581.441.8216.63
IBM
International Business Machines Corporation		2.062.891.422.419.82
PLTR
Palantir Technologies Inc.		2.603.391.432.3612.22
AAPL
Apple Inc.		0.280.541.070.340.68
AYX
Alteryx, Inc.		0.721.311.220.432.19

Sharpe Ratio

The current AI stocks Sharpe ratio is 3.03. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.48, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of AI stocks with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
3.03
2.20
AI stocks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AI stocks granted a 0.46% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
AI stocks 0.46%0.59%0.74%0.62%0.68%0.73%0.94%0.74%0.81%0.91%0.85%0.86%
Portfolio components:
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
GOOG
Alphabet Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AI
C3.ai, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MU
Micron Technology, Inc.		0.39%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBM
International Business Machines Corporation		2.96%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
PLTR
Palantir Technologies Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc.		0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
AYX
Alteryx, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.75%
-1.27%
AI stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AI stocks . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AI stocks was 43.94%, occurring on Dec 28, 2022. Recovery took 114 trading sessions.

The current AI stocks drawdown is 1.75%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.94%Feb 10, 2021475Dec 28, 2022114Jun 13, 2023589
-14.88%Aug 2, 202361Oct 26, 202315Nov 16, 202376
-9.38%Jun 16, 20236Jun 26, 202324Jul 31, 202330
-8.69%Dec 23, 20209Jan 6, 202111Jan 22, 202120
-8.6%Mar 26, 202418Apr 19, 202411May 6, 202429

Volatility

Volatility Chart

The current AI stocks volatility is 7.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%December2024FebruaryMarchAprilMay
7.75%
4.08%
AI stocks
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
IBMAIAYXMUPLTRGOOGAAPLNVDAAMZNMSFT
IBM1.000.190.120.310.200.280.320.220.230.29
AI0.191.000.520.350.650.350.430.450.420.40
AYX0.120.521.000.350.560.390.430.450.510.46
MU0.310.350.351.000.410.480.490.630.490.49
PLTR0.200.650.560.411.000.440.450.540.520.46
GOOG0.280.350.390.480.441.000.660.590.690.74
AAPL0.320.430.430.490.450.661.000.580.630.70
NVDA0.220.450.450.630.540.590.581.000.620.66
AMZN0.230.420.510.490.520.690.630.621.000.70
MSFT0.290.400.460.490.460.740.700.660.701.00