PortfoliosLab logoPortfoliosLab logo
AIP vs. YALL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIP vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arteris, Inc. (AIP) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


AIP

1D
-1.32%
1M
29.77%
YTD
141.55%
6M
136.66%
1Y
371.54%
3Y*
74.06%
5Y*
10Y*

YALL

1D
-1.26%
1M
-0.74%
YTD
0.00%
6M
-1.23%
1Y
5.94%
3Y*
21.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIP vs. YALL - Yearly Performance Comparison


2026 (YTD)2025202420232022
AIP
Arteris, Inc.
141.55%52.11%73.01%36.98%-26.24%
YALL
God Bless America ETF
0.00%14.36%29.99%40.74%8.62%

Correlation

The correlation between AIP and YALL is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.47

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

AIP vs. YALL — Risk / Return Rank

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

AIP
AIP Risk / Return Rank: 9696
Overall Rank
AIP Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AIP Sortino Ratio Rank: 9494
Sortino Ratio Rank
AIP Omega Ratio Rank: 9393
Omega Ratio Rank
AIP Calmar Ratio Rank: 9898
Calmar Ratio Rank
AIP Martin Ratio Rank: 9696
Martin Ratio Rank

YALL
YALL Risk / Return Rank: 1616
Overall Rank
YALL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1414
Sortino Ratio Rank
YALL Omega Ratio Rank: 1414
Omega Ratio Rank
YALL Calmar Ratio Rank: 1717
Calmar Ratio Rank
YALL Martin Ratio Rank: 1818
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.

AIP vs. YALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arteris, Inc. (AIP) and God Bless America ETF (YALL). 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.


AIPYALLDifference
Sharpe ratioReturn per unit of total volatility

+3.86

Sortino ratioReturn per unit of downside risk

+3.25

Omega ratioGain probability vs. loss probability

1.52

1.08

+0.44

Calmar ratioReturn relative to maximum drawdown

11.04

0.63

+10.41

Martin ratioReturn relative to average drawdown

23.22

1.86

+21.36

AIP vs. YALL - Sharpe Ratio Comparison

The current AIP Sharpe Ratio is 4.30, which is higher than the YALL Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of AIP and YALL, 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


AIPYALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.30

0.44

+3.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.46

-1.24

Drawdowns

AIP vs. YALL - Drawdown Comparison

The maximum AIP drawdown since its inception was -87.63%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for AIP and YALL.


Loading charts...

Drawdown Indicators


AIPYALLDifference

Max Drawdown

Largest peak-to-trough decline

-87.63%

-19.72%

-67.91%

Max Drawdown (1Y)

Largest decline over 1 year

-33.92%

-9.42%

-24.50%

Max Drawdown (3Y)

Largest decline over 3 years

-54.48%

-19.72%

-34.76%

Current Drawdown

Current decline from peak

-1.32%

-4.47%

+3.15%

Average Drawdown

Average peak-to-trough decline

-63.58%

-2.93%

-60.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.10%

3.21%

+12.89%

Volatility

AIP vs. YALL - Volatility Comparison

Arteris, Inc. (AIP) has a higher volatility of 20.45% compared to God Bless America ETF (YALL) at 3.31%. This indicates that AIP's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AIPYALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.45%

3.31%

+17.14%

Volatility (6M)

Calculated over the trailing 6-month period

48.70%

9.79%

+38.91%

Volatility (1Y)

Calculated over the trailing 1-year period

87.18%

13.74%

+73.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.25%

17.49%

+62.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.25%

17.49%

+62.76%

Dividends

AIP vs. YALL - Dividend Comparison

AIP has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.49%.


PositionTTM2025202420232022
AIP
Arteris, Inc.
0.00%0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.49%0.49%0.50%3.51%0.19%

Frequently Asked Questions


AIP and YALL have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIP has higher volatility (20.45%) compared to YALL (3.31%). In terms of maximum drawdown, AIP dropped -87.63% vs YALL's -19.72%.

AIP currently has the higher Sharpe Ratio (4.30 vs 0.44), 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 AIP and YALL

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