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AEHR vs. IUIT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AEHR and IUIT.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

AEHR vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aehr Test Systems (AEHR) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%SeptemberOctoberNovemberDecember2025February
519.86%
558.53%
AEHR
IUIT.L

Key characteristics

Sharpe Ratio

AEHR:

-0.31

IUIT.L:

1.03

Sortino Ratio

AEHR:

0.13

IUIT.L:

1.46

Omega Ratio

AEHR:

1.02

IUIT.L:

1.19

Calmar Ratio

AEHR:

-0.35

IUIT.L:

1.55

Martin Ratio

AEHR:

-0.84

IUIT.L:

4.95

Ulcer Index

AEHR:

33.64%

IUIT.L:

4.60%

Daily Std Dev

AEHR:

91.47%

IUIT.L:

22.12%

Max Drawdown

AEHR:

-97.98%

IUIT.L:

-33.46%

Current Drawdown

AEHR:

-79.92%

IUIT.L:

-4.81%

Returns By Period

In the year-to-date period, AEHR achieves a -35.18% return, which is significantly lower than IUIT.L's -2.92% return.


AEHR

YTD

-35.18%

1M

-34.51%

6M

-18.89%

1Y

-35.95%

5Y*

40.03%

10Y*

16.05%

IUIT.L

YTD

-2.92%

1M

-2.00%

6M

13.66%

1Y

24.13%

5Y*

21.51%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AEHR vs. IUIT.L — Risk-Adjusted Performance Rank

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

AEHR
The Risk-Adjusted Performance Rank of AEHR is 3030
Overall Rank
The Sharpe Ratio Rank of AEHR is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of AEHR is 3434
Sortino Ratio Rank
The Omega Ratio Rank of AEHR is 3434
Omega Ratio Rank
The Calmar Ratio Rank of AEHR is 2424
Calmar Ratio Rank
The Martin Ratio Rank of AEHR is 2626
Martin Ratio Rank

IUIT.L
The Risk-Adjusted Performance Rank of IUIT.L is 4444
Overall Rank
The Sharpe Ratio Rank of IUIT.L is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of IUIT.L is 3838
Sortino Ratio Rank
The Omega Ratio Rank of IUIT.L is 4141
Omega Ratio Rank
The Calmar Ratio Rank of IUIT.L is 5454
Calmar Ratio Rank
The Martin Ratio Rank of IUIT.L is 4747
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.

AEHR vs. IUIT.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aehr Test Systems (AEHR) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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.


Sharpe ratio
The chart of Sharpe ratio for AEHR, currently valued at -0.45, compared to the broader market-2.000.002.004.00-0.451.11
The chart of Sortino ratio for AEHR, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.201.57
The chart of Omega ratio for AEHR, currently valued at 0.97, compared to the broader market0.501.001.502.000.981.21
The chart of Calmar ratio for AEHR, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.501.68
The chart of Martin ratio for AEHR, currently valued at -1.24, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-1.245.34
AEHR
IUIT.L

The current AEHR Sharpe Ratio is -0.31, which is lower than the IUIT.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of AEHR and IUIT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.45
1.11
AEHR
IUIT.L

Dividends

AEHR vs. IUIT.L - Dividend Comparison

Neither AEHR nor IUIT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AEHR vs. IUIT.L - Drawdown Comparison

The maximum AEHR drawdown since its inception was -97.98%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for AEHR and IUIT.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.92%
-4.81%
AEHR
IUIT.L

Volatility

AEHR vs. IUIT.L - Volatility Comparison

Aehr Test Systems (AEHR) has a higher volatility of 36.33% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 9.44%. This indicates that AEHR's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
36.33%
9.44%
AEHR
IUIT.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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