PortfoliosLab logoPortfoliosLab logo
AIEQ vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIEQ vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AI Powered Equity ETF (AIEQ) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AIEQ achieves a 10.58% return, which is significantly lower than BNO's 90.47% return.


AIEQ

1D
-0.53%
1M
5.24%
YTD
10.58%
6M
11.05%
1Y
22.77%
3Y*
5Y*
10Y*

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIEQ vs. BNO - Yearly Performance Comparison


2026 (YTD)20252024
AIEQ
AI Powered Equity ETF
10.58%13.96%14.21%
BNO
United States Brent Oil Fund LP
90.47%-5.44%1.84%

Correlation

The correlation between AIEQ and BNO is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.32

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

-0.04

Over the past year, the inverse relationship between AIEQ and BNO has strengthened: their correlation has moved from -0.04 to -0.32, meaning they now move in opposite directions more often than their long-term average.

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

AIEQ vs. BNO — Risk / Return Rank

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

AIEQ
AIEQ Risk / Return Rank: 5353
Overall Rank
AIEQ Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AIEQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
AIEQ Omega Ratio Rank: 5353
Omega Ratio Rank
AIEQ Calmar Ratio Rank: 5050
Calmar Ratio Rank
AIEQ Martin Ratio Rank: 5555
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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.

AIEQ vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AI Powered Equity ETF (AIEQ) and United States Brent Oil Fund LP (BNO). 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.


AIEQBNODifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

2.51

5.17

-2.66

Martin ratioReturn relative to average drawdown

9.72

9.76

-0.04

AIEQ vs. BNO - Sharpe Ratio Comparison

The current AIEQ Sharpe Ratio is 1.86, which is comparable to the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of AIEQ and BNO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AIEQBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.23

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.14

+0.73

Drawdowns

AIEQ vs. BNO - Drawdown Comparison

The maximum AIEQ drawdown since its inception was -24.19%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for AIEQ and BNO.


Loading charts...

Drawdown Indicators


AIEQBNODifference

Max Drawdown

Largest peak-to-trough decline

-24.19%

-87.06%

+62.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-17.87%

+8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-0.56%

-10.29%

+9.73%

Average Drawdown

Average peak-to-trough decline

-3.31%

-40.17%

+36.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

9.45%

-7.10%

Volatility

AIEQ vs. BNO - Volatility Comparison

The current volatility for AI Powered Equity ETF (AIEQ) is 3.14%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that AIEQ experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AIEQBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

14.22%

-11.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

36.10%

-26.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

41.46%

-29.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.48%

35.38%

-15.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

36.68%

-17.20%

AIEQ vs. BNO - Expense Ratio Comparison

AIEQ has a 0.80% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

AIEQ vs. BNO - Dividend Comparison

AIEQ's dividend yield for the trailing twelve months is around 0.39%, while BNO has not paid dividends to shareholders.


PositionTTM20252024
AIEQ
AI Powered Equity ETF
0.39%0.43%0.65%
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%

Frequently Asked Questions


AIEQ and BNO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to AIEQ (3.14%). In terms of maximum drawdown, AIEQ dropped -24.19% vs BNO's -87.06%.

On 1-year performance, BNO leads with 91.89% vs 22.77% for AIEQ. On fees, AIEQ is cheaper at 0.80% per year. On volatility, AIEQ has been the lower-risk option at 3.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BNO has performed better with a 91.89% return vs 22.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AIEQ is cheaper with a 0.80% expense ratio, compared with 0.90% for BNO.

AIEQ has the higher dividend yield at 0.39%, compared with 0.00% for BNO.

AIEQ is categorized as Large Cap Growth Equities, while BNO is Oil & Gas. They also come from different issuers: ETFMG and Concierge Technologies. Their fees differ too: 0.80% for AIEQ and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs 1.86), 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.

Portfolio Optimizer

Find the right allocation for AIEQ and BNO

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