AIA vs. VST
AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50, while VST (Vistra Corp.) is a stock. Over the past 5 years, AIA returned 11.52%/yr vs 54.40%/yr for VST. At a 0.27 correlation, their price movements are largely independent.
Performance
AIA vs. VST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AIA achieves a 44.56% return, which is significantly higher than VST's -8.13% return.
AIA
- 1D
- 0.54%
- 1M
- 6.70%
- YTD
- 44.56%
- 6M
- 50.54%
- 1Y
- 83.79%
- 3Y*
- 34.57%
- 5Y*
- 11.52%
- 10Y*
- 15.05%
VST
- 1D
- 1.12%
- 1M
- 5.97%
- YTD
- -8.13%
- 6M
- -12.74%
- 1Y
- -14.37%
- 3Y*
- 83.39%
- 5Y*
- 54.40%
- 10Y*
- —
AIA vs. VST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 44.56% | 47.79% | 20.26% | 4.32% | -24.08% | -10.91% | 33.73% | 22.21% | -14.22% | 45.00% |
VST Vistra Corp. | -8.13% | 17.66% | 261.52% | 70.73% | 5.08% | 19.57% | -11.87% | 2.46% | 24.95% | 18.19% |
Correlation
The correlation between AIA and VST is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2016 | 0.27 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AIA vs. VST — Risk / Return Rank
AIA
VST
AIA vs. VST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and Vistra Corp. (VST). 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.
| AIA | VST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.18 | ||
| Sortino ratioReturn per unit of downside risk | +3.52 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 0.99 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 5.70 | -0.38 | +6.08 |
| Martin ratioReturn relative to average drawdown | 19.76 | -0.70 | +20.45 |
Loading charts...
Drawdowns
AIA vs. VST - Drawdown Comparison
The maximum AIA drawdown since its inception was -60.89%, which is greater than VST's maximum drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for AIA and VST.
Loading charts...
Drawdown Indicators
| AIA | VST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.89% | -53.32% | -7.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -38.01% | +23.86% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -48.80% | +27.16% |
Max Drawdown (5Y)Largest decline over 5 years | -50.11% | -48.80% | -1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | — | — |
Current DrawdownCurrent decline from peak | -6.44% | -31.89% | +25.45% |
Average DrawdownAverage peak-to-trough decline | -16.66% | -13.72% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 20.73% | -16.65% |
Volatility
AIA vs. VST - Volatility Comparison
The current volatility for iShares Asia 50 ETF (AIA) is 14.34%, while Vistra Corp. (VST) has a volatility of 15.14%. This indicates that AIA experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AIA | VST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.34% | 15.14% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 24.49% | 37.96% | -13.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.93% | 48.75% | -20.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.96% | 47.97% | -22.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 42.22% | -18.44% |
Dividends
AIA vs. VST - Dividend Comparison
AIA's dividend yield for the trailing twelve months is around 1.73%, more than VST's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 1.73% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
VST Vistra Corp. | 0.61% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% |
Frequently Asked Questions
AIA and VST have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VST has higher volatility (15.14%) compared to AIA (14.34%). In terms of maximum drawdown, AIA dropped -60.89% vs VST's -53.32%.
AIA currently has the higher Sharpe Ratio (2.89 vs -0.30), 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.
Find the right allocation for AIA and VST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer