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AIA vs. AAGIY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIA vs. AAGIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia 50 ETF (AIA) and AIA Group Ltd ADR (AAGIY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIA achieves a 52.67% return, which is significantly higher than AAGIY's 3.60% return. Over the past 10 years, AIA has outperformed AAGIY with an annualized return of 15.48%, while AAGIY has yielded a comparatively lower 8.16% annualized return.


AIA

1D
-1.19%
1M
18.04%
YTD
52.67%
6M
57.46%
1Y
100.69%
3Y*
38.58%
5Y*
12.42%
10Y*
15.48%

AAGIY

1D
-0.57%
1M
-2.86%
YTD
3.60%
6M
3.50%
1Y
25.17%
3Y*
4.64%
5Y*
-1.20%
10Y*
8.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIA vs. AAGIY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIA
iShares Asia 50 ETF
52.67%47.79%20.26%4.32%-24.08%-10.91%33.73%22.21%-14.22%45.00%
AAGIY
AIA Group Ltd ADR
3.60%46.33%-12.94%-20.35%12.33%-16.82%18.71%30.08%-2.70%56.35%

Correlation

The correlation between AIA and AAGIY 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 (3Y)
Calculated over the trailing 3-year period

0.54

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

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2011

0.60

Over the past year, the correlation between AIA and AAGIY has dropped to 0.40 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

AIA vs. AAGIY — Risk / Return Rank

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

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

AAGIY
AAGIY Risk / Return Rank: 7070
Overall Rank
AAGIY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AAGIY Sortino Ratio Rank: 6666
Sortino Ratio Rank
AAGIY Omega Ratio Rank: 6363
Omega Ratio Rank
AAGIY Calmar Ratio Rank: 7575
Calmar Ratio Rank
AAGIY Martin Ratio Rank: 7575
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.

AIA vs. AAGIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and AIA Group Ltd ADR (AAGIY). 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.


AIAAAGIYDifference
Sharpe ratioReturn per unit of total volatility

+2.95

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.64

1.18

+0.46

Calmar ratioReturn relative to maximum drawdown

7.16

2.15

+5.00

Martin ratioReturn relative to average drawdown

26.55

5.07

+21.47

AIA vs. AAGIY - Sharpe Ratio Comparison

The current AIA Sharpe Ratio is 3.94, which is higher than the AAGIY Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of AIA and AAGIY, 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


AIAAAGIYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.94

0.99

+2.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.04

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.28

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.38

-0.06

Drawdowns

AIA vs. AAGIY - Drawdown Comparison

The maximum AIA drawdown since its inception was -60.89%, which is greater than AAGIY's maximum drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for AIA and AAGIY.


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Drawdown Indicators


AIAAAGIYDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-55.79%

-5.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-11.74%

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-44.61%

+22.97%

Max Drawdown (5Y)

Largest decline over 5 years

-50.17%

-51.99%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

-55.79%

+1.15%

Current Drawdown

Current decline from peak

-1.19%

-13.29%

+12.10%

Average Drawdown

Average peak-to-trough decline

-16.68%

-14.58%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

4.97%

-1.16%

Volatility

AIA vs. AAGIY - Volatility Comparison

iShares Asia 50 ETF (AIA) has a higher volatility of 11.22% compared to AIA Group Ltd ADR (AAGIY) at 5.17%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than AAGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIAAAGIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

5.17%

+6.05%

Volatility (6M)

Calculated over the trailing 6-month period

21.71%

17.48%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

25.70%

25.68%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.51%

30.24%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.55%

29.07%

-5.52%

Dividends

AIA vs. AAGIY - Dividend Comparison

AIA's dividend yield for the trailing twelve months is around 1.64%, less than AAGIY's 2.36% yield.


PositionTTM20252024202320222021202020192018201720162015
AAGIY
AIA Group Ltd ADR
2.36%2.26%4.91%2.29%1.70%1.69%1.29%1.50%1.46%2.17%3.26%1.00%
AIA
iShares Asia 50 ETF
1.64%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%

Frequently Asked Questions


AIA and AAGIY 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.

AIA has higher volatility (11.22%) compared to AAGIY (5.17%). In terms of maximum drawdown, AIA dropped -60.89% vs AAGIY's -55.79%.

AIA currently has the higher Sharpe Ratio (3.94 vs 0.99), 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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