AI vs. SHY
AI (C3.ai, Inc.) is a stock, while SHY (iShares 1-3 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE US Treasury 1-3 Year Index. Over the past 5 years, AI returned -32.01%/yr vs 1.78%/yr for SHY. At a 0.07 correlation, their price movements are largely independent.
Performance
AI vs. SHY - Performance Comparison
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Returns By Period
In the year-to-date period, AI achieves a -30.86% return, which is significantly lower than SHY's 0.55% return.
AI
- 1D
- -3.72%
- 1M
- 0.32%
- YTD
- -30.86%
- 6M
- -33.62%
- 1Y
- -61.44%
- 3Y*
- -34.65%
- 5Y*
- -32.01%
- 10Y*
- —
SHY
- 1D
- 0.12%
- 1M
- 0.24%
- YTD
- 0.55%
- 6M
- 0.66%
- 1Y
- 2.91%
- 3Y*
- 4.14%
- 5Y*
- 1.78%
- 10Y*
- 1.63%
AI vs. SHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AI C3.ai, Inc. | -30.86% | -60.85% | 19.92% | 156.57% | -64.19% | -77.48% | 38.75% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.55% | 4.95% | 3.92% | 4.16% | -3.88% | -0.71% | 0.06% |
Correlation
The correlation between AI and SHY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.07 |
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Return for Risk
AI vs. SHY — Risk / Return Rank
AI
SHY
AI vs. SHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for C3.ai, Inc. (AI) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.
| AI | SHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.07 | ||
| Sortino ratioReturn per unit of downside risk | -4.79 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.43 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 3.29 | -4.13 |
| Martin ratioReturn relative to average drawdown | -1.16 | 12.80 | -13.95 |
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Drawdowns
AI vs. SHY - Drawdown Comparison
The maximum AI drawdown since its inception was -95.63%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for AI and SHY.
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Drawdown Indicators
| AI | SHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.63% | -5.71% | -89.92% |
Max Drawdown (1Y)Largest decline over 1 year | -73.39% | -0.89% | -72.50% |
Max Drawdown (3Y)Largest decline over 3 years | -82.51% | -0.97% | -81.54% |
Max Drawdown (5Y)Largest decline over 5 years | -88.32% | -5.71% | -82.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.71% | — |
Current DrawdownCurrent decline from peak | -94.75% | -0.18% | -94.57% |
Average DrawdownAverage peak-to-trough decline | -81.99% | -0.52% | -81.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.07% | 0.23% | +52.84% |
Volatility
AI vs. SHY - Volatility Comparison
C3.ai, Inc. (AI) has a higher volatility of 18.47% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.51%. This indicates that AI's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AI | SHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.47% | 0.51% | +17.96% |
Volatility (6M)Calculated over the trailing 6-month period | 47.99% | 1.01% | +46.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.61% | 1.37% | +64.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.69% | 1.99% | +75.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.95% | 1.57% | +80.38% |
Dividends
AI vs. SHY - Dividend Comparison
AI has not paid dividends to shareholders, while SHY's dividend yield for the trailing twelve months is around 3.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.68% | 3.81% | 3.92% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% |
Frequently Asked Questions
AI and SHY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AI has higher volatility (18.47%) compared to SHY (0.51%). In terms of maximum drawdown, AI dropped -95.63% vs SHY's -5.71%.
SHY currently has the higher Sharpe Ratio (2.13 vs -0.94), 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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