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AI stocks

Currency in USD · Last updated May 14, 2025

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/SectorTarget Weight
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%

Performance

Performance Chart

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

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.08%9.75%-1.63%12.74%15.66%10.77%
AI stocks 3.67%16.34%9.94%40.51%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		-3.24%17.13%-12.37%43.78%75.02%74.19%
GOOG
Alphabet Inc		-15.42%0.93%-12.04%-5.41%19.06%19.79%
AI
C3.ai, Inc.		-30.32%16.51%-13.67%-3.85%N/AN/A
MU
Micron Technology, Inc.		15.32%39.37%-6.65%-20.83%16.81%14.22%
MSFT
Microsoft Corporation		6.77%15.62%6.60%9.39%21.14%26.92%
AMZN
Amazon.com, Inc.		-3.66%14.33%1.18%13.29%12.14%25.88%
IBM
International Business Machines Corporation		19.20%10.54%24.27%59.00%23.73%9.17%
PLTR
Palantir Technologies Inc.		69.38%44.66%114.04%511.75%N/AN/A
AAPL
Apple Inc		-14.77%7.60%-4.81%14.84%23.24%22.20%
AYX
Alteryx, Inc.		0.00%0.00%0.00%0.00%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of AI stocks , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.36%-4.36%-6.31%3.15%9.58%3.67%
20242.30%14.92%2.00%-4.57%9.27%6.92%-2.17%-0.06%5.46%0.73%15.24%1.51%62.43%
202320.94%3.73%13.39%-7.56%26.14%3.24%7.97%-7.46%-3.72%-2.53%15.68%2.99%91.31%
2022-9.97%-2.36%5.36%-16.34%-1.41%-8.48%10.07%-5.36%-12.13%3.61%2.93%-9.63%-38.32%
20215.62%-5.95%-3.35%5.70%-1.57%8.53%-4.54%5.15%-5.93%5.32%1.59%-1.53%7.85%
20206.69%6.69%

Expense Ratio

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

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, AI stocks is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of AI stocks is 8585
Overall Rank
The Sharpe Ratio Rank of AI stocks is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AI stocks is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AI stocks is 8686
Omega Ratio Rank
The Calmar Ratio Rank of AI stocks is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AI stocks is 7878
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.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.741.371.171.263.11
GOOG
Alphabet Inc		-0.18-0.050.99-0.20-0.43
AI
C3.ai, Inc.		-0.060.461.05-0.01-0.05
MU
Micron Technology, Inc.		-0.330.031.00-0.30-0.50
MSFT
Microsoft Corporation		0.370.731.100.410.91
AMZN
Amazon.com, Inc.		0.390.711.090.371.00
IBM
International Business Machines Corporation		2.162.971.433.6511.15
PLTR
Palantir Technologies Inc.		7.215.261.7210.7237.66
AAPL
Apple Inc		0.450.911.130.481.62
AYX
Alteryx, Inc.		———0.00—

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AI stocks Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 1.37
  • All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.09, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of AI stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

AI stocks provided a 0.48% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.48%0.50%0.59%0.74%0.62%0.68%0.73%0.94%0.74%0.81%0.91%0.85%
Portfolio components:
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
GOOG
Alphabet Inc		0.50%0.32%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.		0.47%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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		2.59%3.03%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%
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		0.47%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
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. Drawdowns are calculated considering price movements and all distributions paid, if any.

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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 6.07%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.94%Feb 10, 2021475Dec 28, 2022114Jun 13, 2023589
-26.29%Feb 19, 202535Apr 8, 2025———
-15.37%Jul 11, 202418Aug 5, 202446Oct 9, 202464
-14.88%Aug 2, 202361Oct 26, 202315Nov 16, 202376
-9.38%Jun 16, 20236Jun 26, 202324Jul 31, 202330

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCIBMAYXAIMUPLTRAAPLGOOGNVDAAMZNMSFTPortfolio
^GSPC1.000.510.450.520.620.560.720.720.700.700.770.82
IBM0.511.000.100.220.300.240.310.280.230.230.290.37
AYX0.450.101.000.450.280.480.370.320.380.430.400.57
AI0.520.220.451.000.370.640.410.360.440.420.400.75
MU0.620.300.280.371.000.410.430.460.640.470.480.66
PLTR0.560.240.480.640.411.000.420.430.520.520.460.78
AAPL0.720.310.370.410.430.421.000.610.520.580.660.67
GOOG0.720.280.320.360.460.430.611.000.560.680.720.68
NVDA0.700.230.380.440.640.520.520.561.000.590.640.76
AMZN0.700.230.430.420.470.520.580.680.591.000.700.73
MSFT0.770.290.400.400.480.460.660.720.640.701.000.73
Portfolio0.820.370.570.750.660.780.670.680.760.730.731.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2020