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AIQ.L vs. IITU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIQ.L and IITU.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

AIQ.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AIQ Ltd (AIQ.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-1.18%
5.00%
AIQ.L
IITU.L

Key characteristics

Sharpe Ratio

AIQ.L:

-0.43

IITU.L:

2.03

Sortino Ratio

AIQ.L:

-0.14

IITU.L:

2.67

Omega Ratio

AIQ.L:

0.94

IITU.L:

1.35

Calmar Ratio

AIQ.L:

-0.43

IITU.L:

2.78

Martin Ratio

AIQ.L:

-1.11

IITU.L:

8.50

Ulcer Index

AIQ.L:

36.01%

IITU.L:

4.82%

Daily Std Dev

AIQ.L:

93.18%

IITU.L:

20.13%

Max Drawdown

AIQ.L:

-93.75%

IITU.L:

-23.56%

Current Drawdown

AIQ.L:

-93.75%

IITU.L:

0.00%

Returns By Period

In the year-to-date period, AIQ.L achieves a -40.00% return, which is significantly lower than IITU.L's 41.26% return.


AIQ.L

YTD

-40.00%

1M

0.00%

6M

-0.00%

1Y

-40.00%

5Y*

N/A

10Y*

N/A

IITU.L

YTD

41.26%

1M

5.46%

6M

6.21%

1Y

42.18%

5Y*

25.81%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AIQ.L vs. IITU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AIQ Ltd (AIQ.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L). 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.


Sharpe ratio
The chart of Sharpe ratio for AIQ.L, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.431.96
The chart of Sortino ratio for AIQ.L, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.152.59
The chart of Omega ratio for AIQ.L, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.34
The chart of Calmar ratio for AIQ.L, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.432.76
The chart of Martin ratio for AIQ.L, currently valued at -1.12, compared to the broader market0.0010.0020.00-1.129.16
AIQ.L
IITU.L

The current AIQ.L Sharpe Ratio is -0.43, which is lower than the IITU.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of AIQ.L and IITU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.43
1.96
AIQ.L
IITU.L

Dividends

AIQ.L vs. IITU.L - Dividend Comparison

Neither AIQ.L nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIQ.L vs. IITU.L - Drawdown Comparison

The maximum AIQ.L drawdown since its inception was -93.75%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for AIQ.L and IITU.L. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-93.67%
-0.64%
AIQ.L
IITU.L

Volatility

AIQ.L vs. IITU.L - Volatility Comparison

The current volatility for AIQ Ltd (AIQ.L) is 2.11%, while iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) has a volatility of 3.71%. This indicates that AIQ.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.11%
3.71%
AIQ.L
IITU.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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