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ALLT vs. IETC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALLT vs. IETC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allot Communications Ltd (ALLT) and iShares U.S. Tech Independence Focused ETF (IETC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALLT achieves a -28.69% return, which is significantly lower than IETC's 6.94% return.


ALLT

1D
-2.37%
1M
-8.96%
YTD
-28.69%
6M
-25.66%
1Y
-22.28%
3Y*
30.21%
5Y*
-18.19%
10Y*
3.71%

IETC

1D
-0.84%
1M
0.10%
YTD
6.94%
6M
5.46%
1Y
22.17%
3Y*
27.11%
5Y*
15.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALLT vs. IETC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ALLT
Allot Communications Ltd
-28.69%65.21%260.61%-52.03%-71.04%12.93%23.76%40.03%5.75%
IETC
iShares U.S. Tech Independence Focused ETF
6.94%19.56%37.57%54.35%-32.78%29.73%46.59%43.09%-3.75%

Correlation

The correlation between ALLT and IETC is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2018

0.38

The correlation between ALLT and IETC shifts across timeframes, from 0.36 (3 years) to 0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ALLT vs. IETC — Risk / Return Rank

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

ALLT
ALLT Risk / Return Rank: 2727
Overall Rank
ALLT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ALLT Sortino Ratio Rank: 3030
Sortino Ratio Rank
ALLT Omega Ratio Rank: 3030
Omega Ratio Rank
ALLT Calmar Ratio Rank: 2525
Calmar Ratio Rank
ALLT Martin Ratio Rank: 2424
Martin Ratio Rank

IETC
IETC Risk / Return Rank: 2525
Overall Rank
IETC Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IETC Sortino Ratio Rank: 2626
Sortino Ratio Rank
IETC Omega Ratio Rank: 2727
Omega Ratio Rank
IETC Calmar Ratio Rank: 2323
Calmar Ratio Rank
IETC Martin Ratio Rank: 2323
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.

ALLT vs. IETC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allot Communications Ltd (ALLT) and iShares U.S. Tech Independence Focused ETF (IETC). 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.


ALLTIETCDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

0.99

1.18

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.49

1.05

-1.54

Martin ratioReturn relative to average drawdown

-0.88

2.87

-3.74

ALLT vs. IETC - Sharpe Ratio Comparison

The current ALLT Sharpe Ratio is -0.34, which is lower than the IETC Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ALLT and IETC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALLT vs. IETC - Drawdown Comparison

The maximum ALLT drawdown since its inception was -95.42%, which is greater than IETC's maximum drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for ALLT and IETC.


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Drawdown Indicators


ALLTIETCDifference

Max Drawdown

Largest peak-to-trough decline

-95.42%

-38.48%

-56.94%

Max Drawdown (1Y)

Largest decline over 1 year

-45.65%

-21.19%

-24.46%

Max Drawdown (3Y)

Largest decline over 3 years

-59.72%

-25.17%

-34.55%

Max Drawdown (5Y)

Largest decline over 5 years

-93.58%

-38.48%

-55.10%

Max Drawdown (10Y)

Largest decline over 10 years

-93.72%

Current Drawdown

Current decline from peak

-74.99%

-8.21%

-66.78%

Average Drawdown

Average peak-to-trough decline

-65.06%

-8.14%

-56.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.40%

7.76%

+17.64%

Volatility

ALLT vs. IETC - Volatility Comparison

Allot Communications Ltd (ALLT) has a higher volatility of 15.26% compared to iShares U.S. Tech Independence Focused ETF (IETC) at 10.48%. This indicates that ALLT's price experiences larger fluctuations and is considered to be riskier than IETC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALLTIETCDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.26%

10.48%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

52.00%

18.02%

+33.98%

Volatility (1Y)

Calculated over the trailing 1-year period

65.47%

22.63%

+42.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.70%

24.81%

+35.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.32%

25.47%

+26.85%

Dividends

ALLT vs. IETC - Dividend Comparison

ALLT has not paid dividends to shareholders, while IETC's dividend yield for the trailing twelve months is around 0.39%.


PositionTTM20252024202320222021202020192018
ALLT
Allot Communications Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IETC
iShares U.S. Tech Independence Focused ETF
0.39%0.38%0.52%0.79%0.92%0.73%0.48%0.95%1.27%

Frequently Asked Questions


ALLT and IETC have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALLT has higher volatility (15.26%) compared to IETC (10.48%). In terms of maximum drawdown, ALLT dropped -95.42% vs IETC's -38.48%.

IETC currently has the higher Sharpe Ratio (0.99 vs -0.34), 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.

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