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AEIS vs. AVGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AEIS vs. AVGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Energy Industries, Inc. (AEIS) and Defiance Daily Target 2X Long AVGO ETF (AVGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AEIS achieves a 54.13% return, which is significantly lower than AVGX's 69.89% return.


AEIS

1D
3.27%
1M
-16.65%
YTD
54.13%
6M
51.19%
1Y
171.97%
3Y*
48.52%
5Y*
26.15%
10Y*
24.03%

AVGX

1D
-0.83%
1M
29.49%
YTD
69.89%
6M
35.83%
1Y
156.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEIS vs. AVGX - Yearly Performance Comparison


2026 (YTD)20252024
AEIS
Advanced Energy Industries, Inc.
54.13%81.58%7.67%
AVGX
Defiance Daily Target 2X Long AVGO ETF
69.89%46.98%69.92%

Correlation

The correlation between AEIS and AVGX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2024

0.49

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Return for Risk

AEIS vs. AVGX — Risk / Return Rank

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

AEIS
AEIS Risk / Return Rank: 9494
Overall Rank
AEIS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
AEIS Sortino Ratio Rank: 9393
Sortino Ratio Rank
AEIS Omega Ratio Rank: 9292
Omega Ratio Rank
AEIS Calmar Ratio Rank: 9595
Calmar Ratio Rank
AEIS Martin Ratio Rank: 9797
Martin Ratio Rank

AVGX
AVGX Risk / Return Rank: 5050
Overall Rank
AVGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AVGX Sortino Ratio Rank: 5050
Sortino Ratio Rank
AVGX Omega Ratio Rank: 4848
Omega Ratio Rank
AVGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
AVGX Martin Ratio Rank: 4040
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.

AEIS vs. AVGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Energy Industries, Inc. (AEIS) and Defiance Daily Target 2X Long AVGO ETF (AVGX). 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.


AEISAVGXDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.49

1.31

+0.18

Calmar ratioReturn relative to maximum drawdown

7.14

2.91

+4.23

Martin ratioReturn relative to average drawdown

26.01

6.49

+19.52

AEIS vs. AVGX - Sharpe Ratio Comparison

The current AEIS Sharpe Ratio is 3.47, which is higher than the AVGX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of AEIS and AVGX, 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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Sharpe Ratios by Period


AEISAVGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.47

1.83

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

1.21

-1.01

Drawdowns

AEIS vs. AVGX - Drawdown Comparison

The maximum AEIS drawdown since its inception was -92.51%, which is greater than AVGX's maximum drawdown of -70.97%. Use the drawdown chart below to compare losses from any high point for AEIS and AVGX.


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Drawdown Indicators


AEISAVGXDifference

Max Drawdown

Largest peak-to-trough decline

-92.51%

-70.97%

-21.54%

Max Drawdown (1Y)

Largest decline over 1 year

-24.24%

-54.09%

+29.85%

Max Drawdown (3Y)

Largest decline over 3 years

-39.87%

Max Drawdown (5Y)

Largest decline over 5 years

-39.87%

Max Drawdown (10Y)

Largest decline over 10 years

-62.28%

Current Drawdown

Current decline from peak

-17.08%

-0.83%

-16.25%

Average Drawdown

Average peak-to-trough decline

-52.30%

-22.71%

-29.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

24.20%

-17.56%

Volatility

AEIS vs. AVGX - Volatility Comparison

The current volatility for Advanced Energy Industries, Inc. (AEIS) is 19.62%, while Defiance Daily Target 2X Long AVGO ETF (AVGX) has a volatility of 23.50%. This indicates that AEIS experiences smaller price fluctuations and is considered to be less risky than AVGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEISAVGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.62%

23.50%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

39.41%

61.90%

-22.49%

Volatility (1Y)

Calculated over the trailing 1-year period

49.99%

85.97%

-35.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.76%

104.65%

-61.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.33%

104.65%

-60.32%

Dividends

AEIS vs. AVGX - Dividend Comparison

AEIS's dividend yield for the trailing twelve months is around 0.12%, less than AVGX's 0.97% yield.


PositionTTM20252024202320222021
AEIS
Advanced Energy Industries, Inc.
0.12%0.19%0.35%0.37%0.47%0.44%
AVGX
Defiance Daily Target 2X Long AVGO ETF
0.97%1.65%0.81%0.00%0.00%0.00%

Frequently Asked Questions


AEIS and AVGX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVGX has higher volatility (23.50%) compared to AEIS (19.62%). In terms of maximum drawdown, AEIS dropped -92.51% vs AVGX's -70.97%.

AEIS currently has the higher Sharpe Ratio (3.47 vs 1.83), 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.

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