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ABT vs. AIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABT vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbott Laboratories (ABT) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABT achieves a -26.92% return, which is significantly lower than AIS's 113.37% return.


ABT

1D
3.07%
1M
3.57%
YTD
-26.92%
6M
-26.48%
1Y
-30.68%
3Y*
-3.82%
5Y*
-2.30%
10Y*
11.16%

AIS

1D
-8.85%
1M
12.86%
YTD
113.37%
6M
114.50%
1Y
204.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABT vs. AIS - Yearly Performance Comparison


2026 (YTD)20252024
ABT
Abbott Laboratories
-26.92%12.87%-3.17%
AIS
VistaShares Artificial Intelligence Supercycle ETF
113.37%58.35%-4.74%

Correlation

The correlation between ABT and AIS is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2024

-0.10

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Return for Risk

ABT vs. AIS — Risk / Return Rank

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

ABT
ABT Risk / Return Rank: 55
Overall Rank
ABT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ABT Sortino Ratio Rank: 55
Sortino Ratio Rank
ABT Omega Ratio Rank: 55
Omega Ratio Rank
ABT Calmar Ratio Rank: 1212
Calmar Ratio Rank
ABT Martin Ratio Rank: 33
Martin Ratio Rank

AIS
AIS Risk / Return Rank: 9696
Overall Rank
AIS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AIS Sortino Ratio Rank: 9494
Sortino Ratio Rank
AIS Omega Ratio Rank: 9494
Omega Ratio Rank
AIS Calmar Ratio Rank: 9898
Calmar Ratio Rank
AIS Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABT vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.


ABTAISDifference
Sharpe ratioReturn per unit of total volatility

-6.20

Sortino ratioReturn per unit of downside risk

-6.17

Omega ratioGain probability vs. loss probability

0.78

1.65

-0.87

Calmar ratioReturn relative to maximum drawdown

-0.79

13.02

-13.81

Martin ratioReturn relative to average drawdown

-1.66

39.90

-41.56

ABT vs. AIS - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is -1.24, which is lower than the AIS Sharpe Ratio of 4.96. The chart below compares the historical Sharpe Ratios of ABT and AIS, 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

ABT vs. AIS - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for ABT and AIS.


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Drawdown Indicators


ABTAISDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-32.78%

-12.88%

Max Drawdown (1Y)

Largest decline over 1 year

-38.99%

-15.84%

-23.15%

Max Drawdown (3Y)

Largest decline over 3 years

-39.64%

Max Drawdown (5Y)

Largest decline over 5 years

-39.64%

Max Drawdown (10Y)

Largest decline over 10 years

-39.64%

Current Drawdown

Current decline from peak

-33.81%

-8.85%

-24.96%

Average Drawdown

Average peak-to-trough decline

-10.86%

-5.48%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.52%

5.16%

+13.36%

Volatility

ABT vs. AIS - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 7.81%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 23.82%. This indicates that ABT experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABTAISDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

23.82%

-16.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.69%

36.25%

-16.56%

Volatility (1Y)

Calculated over the trailing 1-year period

24.86%

41.61%

-16.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.15%

41.09%

-18.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.66%

41.09%

-17.43%

Dividends

ABT vs. AIS - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 2.70%, while AIS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ABT
Abbott Laboratories
2.70%1.88%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%
AIS
VistaShares Artificial Intelligence Supercycle ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABT and AIS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIS has higher volatility (23.82%) compared to ABT (7.81%). In terms of maximum drawdown, ABT dropped -45.66% vs AIS's -32.78%.

AIS currently has the higher Sharpe Ratio (4.96 vs -1.24), 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.

Portfolio Optimizer

Find the right allocation for ABT and AIS

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