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AIEQ vs. MJUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIEQ vs. MJUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AI Powered Equity ETF (AIEQ) and ETFMG U.S. Alternative Harvest ETF (MJUS). The values are adjusted to include any dividend payments, if applicable.

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AIEQ vs. MJUS - Yearly Performance Comparison


2026 (YTD)20252024
AIEQ
AI Powered Equity ETF
-3.53%13.96%14.21%
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%0.00%

Returns By Period


AIEQ

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

MJUS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIEQ vs. MJUS - Expense Ratio Comparison

AIEQ has a 0.80% expense ratio, which is higher than MJUS's 0.75% expense ratio.


Return for Risk

AIEQ vs. MJUS — 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

MJUS
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. MJUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AI Powered Equity ETF (AIEQ) and ETFMG U.S. Alternative Harvest ETF (MJUS). 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.


AIEQMJUSDifference

Sharpe ratio

Return per unit of total volatility

0.79

Sortino ratio

Return per unit of downside risk

1.28

Omega ratio

Gain probability vs. loss probability

1.20

Calmar ratio

Return relative to maximum drawdown

1.21

Martin ratio

Return relative to average drawdown

5.89

AIEQ vs. MJUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AIEQMJUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Dividends

AIEQ vs. MJUS - Dividend Comparison

AIEQ's dividend yield for the trailing twelve months is around 0.45%, while MJUS has not paid dividends to shareholders.


TTM20252024
AIEQ
AI Powered Equity ETF
0.45%0.43%0.65%
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%0.00%

Drawdowns

AIEQ vs. MJUS - Drawdown Comparison


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Drawdown Indicators


AIEQMJUSDifference

Max Drawdown

Largest peak-to-trough decline

-24.19%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

Current Drawdown

Current decline from peak

-5.85%

Average Drawdown

Average peak-to-trough decline

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

Volatility

AIEQ vs. MJUS - Volatility Comparison


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Volatility by Period


AIEQMJUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%