AIPI vs. PG
AIPI (REX AI Equity Premium Income ETF) is Derivative Income fund actively managed by REX, while PG (The Procter & Gamble Company) is a stock. Over the past year, AIPI returned 22.46% vs -5.68% for PG. At a correlation of -0.18, they often move in opposite directions.
Performance
AIPI vs. PG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AIPI achieves a 6.90% return, which is significantly higher than PG's 5.93% return.
AIPI
- 1D
- -0.32%
- 1M
- 3.48%
- YTD
- 6.90%
- 6M
- 6.01%
- 1Y
- 22.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
AIPI vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AIPI REX AI Equity Premium Income ETF | 6.90% | 16.38% | 15.79% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 3.04% |
Correlation
The correlation between AIPI and PG is -0.28, 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 | -0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2024 | -0.18 |
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
AIPI vs. PG — Risk / Return Rank
AIPI
PG
AIPI vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX AI Equity Premium Income ETF (AIPI) and The Procter & Gamble Company (PG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AIPI | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.97 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | -0.37 | +1.93 |
| Martin ratioReturn relative to average drawdown | 4.82 | -0.68 | +5.50 |
Loading charts...
Drawdowns
AIPI vs. PG - Drawdown Comparison
The maximum AIPI drawdown since its inception was -25.25%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for AIPI and PG.
Loading charts...
Drawdown Indicators
| AIPI | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.25% | -54.25% | +29.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.40% | -15.52% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.77% | — |
Current DrawdownCurrent decline from peak | -4.20% | -13.29% | +9.09% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -12.16% | +7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 8.80% | -4.13% |
Volatility
AIPI vs. PG - Volatility Comparison
The current volatility for REX AI Equity Premium Income ETF (AIPI) is 5.30%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that AIPI experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AIPI | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 6.99% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.53% | 15.01% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.36% | 18.78% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.42% | 17.82% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.42% | 19.05% | +2.37% |
Dividends
AIPI vs. PG - Dividend Comparison
AIPI's dividend yield for the trailing twelve months is around 36.97%, more than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIPI REX AI Equity Premium Income ETF | 36.97% | 37.84% | 18.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
AIPI and PG have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to AIPI (5.30%). In terms of maximum drawdown, AIPI dropped -25.25% vs PG's -54.25%.
AIPI currently has the higher Sharpe Ratio (1.38 vs -0.30), 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.
Find the right allocation for AIPI and PG
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