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AGOX vs. AOA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGOX and AOA is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

AGOX vs. AOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adaptive Alpha Opportunities ETF (AGOX) and iShares Core Aggressive Allocation ETF (AOA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGOX:

0.53

AOA:

0.71

Sortino Ratio

AGOX:

1.24

AOA:

1.23

Omega Ratio

AGOX:

1.16

AOA:

1.18

Calmar Ratio

AGOX:

0.91

AOA:

0.89

Martin Ratio

AGOX:

2.67

AOA:

3.98

Ulcer Index

AGOX:

7.21%

AOA:

2.89%

Daily Std Dev

AGOX:

26.37%

AOA:

14.07%

Max Drawdown

AGOX:

-27.73%

AOA:

-28.38%

Current Drawdown

AGOX:

-2.58%

AOA:

0.00%

Returns By Period

In the year-to-date period, AGOX achieves a 5.49% return, which is significantly higher than AOA's 4.49% return.


AGOX

YTD

5.49%

1M

18.05%

6M

2.53%

1Y

13.86%

5Y*

N/A

10Y*

N/A

AOA

YTD

4.49%

1M

7.49%

6M

3.61%

1Y

9.90%

5Y*

11.90%

10Y*

7.61%

*Annualized

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AGOX vs. AOA - Expense Ratio Comparison

AGOX has a 1.69% expense ratio, which is higher than AOA's 0.25% expense ratio.


Risk-Adjusted Performance

AGOX vs. AOA — Risk-Adjusted Performance Rank

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

AGOX
The Risk-Adjusted Performance Rank of AGOX is 6868
Overall Rank
The Sharpe Ratio Rank of AGOX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of AGOX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AGOX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of AGOX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of AGOX is 6767
Martin Ratio Rank

AOA
The Risk-Adjusted Performance Rank of AOA is 7575
Overall Rank
The Sharpe Ratio Rank of AOA is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of AOA is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AOA is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AOA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AOA is 8181
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.

AGOX vs. AOA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and iShares Core Aggressive Allocation ETF (AOA). 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.


The current AGOX Sharpe Ratio is 0.53, which is comparable to the AOA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of AGOX and AOA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AGOX vs. AOA - Dividend Comparison

AGOX's dividend yield for the trailing twelve months is around 3.74%, more than AOA's 2.22% yield.


TTM20242023202220212020201920182017201620152014
AGOX
Adaptive Alpha Opportunities ETF
3.74%3.94%0.27%0.20%3.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AOA
iShares Core Aggressive Allocation ETF
2.22%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%

Drawdowns

AGOX vs. AOA - Drawdown Comparison

The maximum AGOX drawdown since its inception was -27.73%, roughly equal to the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for AGOX and AOA. For additional features, visit the drawdowns tool.


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Volatility

AGOX vs. AOA - Volatility Comparison

Adaptive Alpha Opportunities ETF (AGOX) has a higher volatility of 8.40% compared to iShares Core Aggressive Allocation ETF (AOA) at 3.82%. This indicates that AGOX's price experiences larger fluctuations and is considered to be riskier than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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