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AIAG.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIAG.L and VOO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AIAG.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Artificial Intelligence UCITS ETF (AIAG.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
118.63%
117.77%
AIAG.L
VOO

Key characteristics

Sharpe Ratio

AIAG.L:

0.60

VOO:

2.25

Sortino Ratio

AIAG.L:

1.12

VOO:

2.98

Omega Ratio

AIAG.L:

1.21

VOO:

1.42

Calmar Ratio

AIAG.L:

0.80

VOO:

3.31

Martin Ratio

AIAG.L:

1.23

VOO:

14.77

Ulcer Index

AIAG.L:

18.46%

VOO:

1.90%

Daily Std Dev

AIAG.L:

38.04%

VOO:

12.46%

Max Drawdown

AIAG.L:

-41.56%

VOO:

-33.99%

Current Drawdown

AIAG.L:

-9.67%

VOO:

-2.47%

Returns By Period

In the year-to-date period, AIAG.L achieves a 21.44% return, which is significantly lower than VOO's 26.02% return.


AIAG.L

YTD

21.44%

1M

5.27%

6M

13.70%

1Y

22.50%

5Y*

16.87%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AIAG.L vs. VOO - Expense Ratio Comparison

AIAG.L has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.


AIAG.L
L&G Artificial Intelligence UCITS ETF
Expense ratio chart for AIAG.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

AIAG.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (AIAG.L) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for AIAG.L, currently valued at 0.51, compared to the broader market0.002.004.000.512.10
The chart of Sortino ratio for AIAG.L, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.012.80
The chart of Omega ratio for AIAG.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.40
The chart of Calmar ratio for AIAG.L, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.703.08
The chart of Martin ratio for AIAG.L, currently valued at 1.11, compared to the broader market0.0020.0040.0060.0080.00100.001.1113.79
AIAG.L
VOO

The current AIAG.L Sharpe Ratio is 0.60, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of AIAG.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.51
2.10
AIAG.L
VOO

Dividends

AIAG.L vs. VOO - Dividend Comparison

AIAG.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
AIAG.L
L&G Artificial Intelligence UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AIAG.L vs. VOO - Drawdown Comparison

The maximum AIAG.L drawdown since its inception was -41.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AIAG.L and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.50%
-2.47%
AIAG.L
VOO

Volatility

AIAG.L vs. VOO - Volatility Comparison

L&G Artificial Intelligence UCITS ETF (AIAG.L) has a higher volatility of 6.37% compared to Vanguard S&P 500 ETF (VOO) at 3.71%. This indicates that AIAG.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.37%
3.71%
AIAG.L
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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