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AIEQ vs. FTCS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIEQ vs. FTCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AI Powered Equity ETF (AIEQ) and First Trust Capital Strength ETF (FTCS). The values are adjusted to include any dividend payments, if applicable.

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AIEQ vs. FTCS - Yearly Performance Comparison


2026 (YTD)20252024
AIEQ
AI Powered Equity ETF
-3.53%13.96%14.21%
FTCS
First Trust Capital Strength ETF
0.54%6.46%9.36%

Returns By Period

In the year-to-date period, AIEQ achieves a -3.53% return, which is significantly lower than FTCS's 0.54% return.


AIEQ

1D
0.73%
1M
-4.56%
YTD
-3.53%
6M
-2.63%
1Y
17.02%
3Y*
5Y*
10Y*

FTCS

1D
-0.04%
1M
-6.46%
YTD
0.54%
6M
0.03%
1Y
4.55%
3Y*
9.73%
5Y*
6.79%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIEQ vs. FTCS - Expense Ratio Comparison

AIEQ has a 0.80% expense ratio, which is higher than FTCS's 0.56% expense ratio.


Return for Risk

AIEQ vs. FTCS — Risk / Return Rank

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

AIEQ
AIEQ Risk / Return Rank: 4848
Overall Rank
AIEQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AIEQ Sortino Ratio Rank: 4444
Sortino Ratio Rank
AIEQ Omega Ratio Rank: 5252
Omega Ratio Rank
AIEQ Calmar Ratio Rank: 4545
Calmar Ratio Rank
AIEQ Martin Ratio Rank: 5757
Martin Ratio Rank

FTCS
FTCS Risk / Return Rank: 2121
Overall Rank
FTCS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FTCS Sortino Ratio Rank: 2020
Sortino Ratio Rank
FTCS Omega Ratio Rank: 2020
Omega Ratio Rank
FTCS Calmar Ratio Rank: 2222
Calmar Ratio Rank
FTCS Martin Ratio Rank: 2525
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. FTCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AI Powered Equity ETF (AIEQ) and First Trust Capital Strength ETF (FTCS). 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.


AIEQFTCSDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.34

+0.46

Sortino ratio

Return per unit of downside risk

1.28

0.59

+0.70

Omega ratio

Gain probability vs. loss probability

1.20

1.08

+0.13

Calmar ratio

Return relative to maximum drawdown

1.21

0.49

+0.72

Martin ratio

Return relative to average drawdown

5.89

1.87

+4.02

AIEQ vs. FTCS - Sharpe Ratio Comparison

The current AIEQ Sharpe Ratio is 0.79, which is higher than the FTCS Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of AIEQ and FTCS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIEQFTCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.34

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.51

+0.05

Correlation

The correlation between AIEQ and FTCS is 0.58, 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.


Dividends

AIEQ vs. FTCS - Dividend Comparison

AIEQ's dividend yield for the trailing twelve months is around 0.45%, less than FTCS's 1.12% yield.


TTM20252024202320222021202020192018201720162015
AIEQ
AI Powered Equity ETF
0.45%0.43%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTCS
First Trust Capital Strength ETF
1.12%1.04%1.33%1.47%1.23%1.06%0.93%1.26%1.26%1.15%1.43%1.50%

Drawdowns

AIEQ vs. FTCS - Drawdown Comparison

The maximum AIEQ drawdown since its inception was -24.19%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for AIEQ and FTCS.


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Drawdown Indicators


AIEQFTCSDifference

Max Drawdown

Largest peak-to-trough decline

-24.19%

-53.64%

+29.45%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

-9.38%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

Current Drawdown

Current decline from peak

-5.85%

-6.46%

+0.61%

Average Drawdown

Average peak-to-trough decline

-3.50%

-6.93%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.46%

+0.71%

Volatility

AIEQ vs. FTCS - Volatility Comparison

AI Powered Equity ETF (AIEQ) has a higher volatility of 5.35% compared to First Trust Capital Strength ETF (FTCS) at 3.18%. This indicates that AIEQ's price experiences larger fluctuations and is considered to be riskier than FTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIEQFTCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.18%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

7.05%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

13.55%

+8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.93%

13.14%

+6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

15.54%

+4.39%