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AI vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AI vs. STIP

Last updated Jun 4, 2026

AI (C3.ai, Inc.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 5 years, AI returned -30.15%/yr vs 3.37%/yr for STIP. At a 0.06 correlation, their price movements are largely independent.

Performance

AI vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C3.ai, Inc. (AI) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AI achieves a -20.55% return, which is significantly lower than STIP's 2.04% return.

AI

1D
-4.20%
1M
16.16%
YTD
-20.55%
6M
-28.65%
1Y
-58.28%
3Y*
-30.76%
5Y*
-30.15%
10Y*
—

STIP

1D
0.00%
1M
0.03%
YTD
2.04%
6M
2.03%
1Y
4.68%
3Y*
5.23%
5Y*
3.37%
10Y*
3.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AI vs. STIP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
AI
C3.ai, Inc.		-20.55%-60.85%19.92%156.57%-64.19%-77.48%50.02%
STIP
iShares 0-5 Year TIPS Bond ETF		2.04%6.03%4.77%4.63%-3.02%5.68%0.57%

Correlation

The correlation between AI and STIP is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.06

Compare stocks, funds, or ETFs

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C3.ai, Inc.

iShares 0-5 Year TIPS Bond ETF

Often compared with AI:
AI vs. BBAIAI vs. BOTZAI vs. VOOAI vs. ROBOAI vs. ADIAI vs. SCHDAI vs. ALAB
Often compared with STIP:
STIP vs. VTIPSTIP vs. TIPSTIP vs. SCHPSTIP vs. SCHOSTIP vs. BNDSTIP vs. SCHRSTIP vs. STPZ

Return for Risk

AI vs. STIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AI
AI Risk / Return Rank: 1010
Overall Rank
AI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
AI Sortino Ratio Rank: 77
Sortino Ratio Rank
AI Omega Ratio Rank: 88
Omega Ratio Rank
AI Calmar Ratio Rank: 1111
Calmar Ratio Rank
AI Martin Ratio Rank: 1616
Martin Ratio Rank
STIP
STIP Risk / Return Rank: 9393
Overall Rank
STIP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9494
Omega Ratio Rank
STIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
STIP Martin Ratio Rank: 9494
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.

AI vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for C3.ai, Inc. (AI) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.

AISTIPDifference
Sharpe ratioReturn per unit of total volatility
-0.90
3.23

-4.13

Sortino ratioReturn per unit of downside risk
-1.29
5.59

-6.87

Omega ratioGain probability vs. loss probability

0.83

1.69

-0.86

Calmar ratioReturn relative to maximum drawdown

-0.80

6.76

-7.56

Martin ratioReturn relative to average drawdown

-1.15

26.37

-27.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AI vs. STIP - Sharpe Ratio Comparison

The current AI Sharpe Ratio is -0.90, which is lower than the STIP Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of AI and STIP, 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

AISTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

3.23

-4.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

1.23

-1.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.30

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

1.07

-1.47

Drawdowns

AI vs. STIP - Drawdown Comparison

The maximum AI drawdown since its inception was -95.63%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for AI and STIP.

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Drawdown Indicators

AISTIPDifference

Max Drawdown

Largest peak-to-trough decline

-95.63%

-5.50%

-90.13%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-0.69%

-72.70%

Max Drawdown (3Y)

Largest decline over 3 years

-83.27%

-0.95%

-82.32%

Max Drawdown (5Y)

Largest decline over 5 years

-88.32%

-5.50%

-82.82%

Max Drawdown (10Y)

Largest decline over 10 years

—

-5.50%

—

Current Drawdown

Current decline from peak

-93.97%

-0.03%

-93.94%

Average Drawdown

Average peak-to-trough decline

-81.92%

-0.99%

-80.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.91%

0.18%

+50.73%

Volatility

AI vs. STIP - Volatility Comparison

C3.ai, Inc. (AI) has a higher volatility of 19.00% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that AI's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AISTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.00%

0.40%

+18.60%

Volatility (6M)

Calculated over the trailing 6-month period

48.04%

0.99%

+47.05%

Volatility (1Y)

Calculated over the trailing 1-year period

65.25%

1.46%

+63.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.77%

2.75%

+75.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.20%

2.45%

+79.75%

Dividends

AI vs. STIP - Dividend Comparison

AI has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.30%.

PositionTTM2025202420232022202120202019201820172016
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%
STIP
iShares 0-5 Year TIPS Bond ETF		4.30%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Frequently Asked Questions

AI and STIP have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AI has higher volatility (19.00%) compared to STIP (0.40%). In terms of maximum drawdown, AI dropped -95.63% vs STIP's -5.50%.

STIP currently has the higher Sharpe Ratio (3.23 vs -0.90), 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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