ALSMY vs. AIQ
ALSMY (Alstom PK) is a stock, while AIQ (Global X Artificial Intelligence & Technology ETF) is Artificial Intelligence fund tracking the Indxx Artificial Intelligence & Big Data Index. Over the past 5 years, ALSMY returned -14.00%/yr vs 14.37%/yr for AIQ. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
ALSMY vs. AIQ - Performance Comparison
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Returns By Period
In the year-to-date period, ALSMY achieves a -38.83% return, which is significantly lower than AIQ's 15.79% return.
ALSMY
- 1D
- -1.66%
- 1M
- 2.89%
- 6M
- -43.31%
- YTD
- -38.83%
- 1Y
- -21.93%
- 3Y*
- -13.99%
- 5Y*
- -14.00%
- 10Y*
- 0.50%
- ALL TIME*
- -6.09%
AIQ
- 1D
- 0.34%
- 1M
- -4.79%
- 6M
- 13.32%
- YTD
- 15.79%
- 1Y
- 35.59%
- 3Y*
- 26.21%
- 5Y*
- 14.37%
- 10Y*
- —
- ALL TIME*
- 18.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $120.56M | $130.50M | $165.49M | |
ALSMY Alstom PK | $3.35M | $2.84M | $3.98M |
ALSMY vs. AIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ALSMY Alstom PK | -38.83% | 34.10% | 77.98% | -45.29% | -31.06% | -38.24% | 32.55% | 34.38% | -11.70% |
AIQ Global X Artificial Intelligence & Technology ETF | 15.79% | 31.89% | 24.11% | 55.39% | -36.44% | 17.09% | 52.88% | 39.94% | -14.05% |
Correlation
The correlation between ALSMY and AIQ is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 16, 2018 | 0.32 |
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Return for Risk
ALSMY vs. AIQ — Risk / Return Rank
ALSMY
AIQ
ALSMY vs. AIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alstom PK (ALSMY) and Global X Artificial Intelligence & Technology ETF (AIQ). 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.
| ALSMY | AIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.20 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 1.60 | -2.04 |
| Martin ratioReturn relative to average drawdown | -0.86 | 4.82 | -5.68 |
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Drawdowns
ALSMY vs. AIQ - Drawdown Comparison
The maximum ALSMY drawdown since its inception was -80.51%, which is greater than AIQ's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for ALSMY and AIQ.
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Drawdown Indicators
| ALSMY | AIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.51% | -44.66% | -35.85% |
Max Drawdown (1Y)Largest decline over 1 year | -52.33% | -20.19% | -32.14% |
Max Drawdown (3Y)Largest decline over 3 years | -60.62% | -26.35% | -34.27% |
Max Drawdown (5Y)Largest decline over 5 years | -73.31% | -44.66% | -28.65% |
Max Drawdown (10Y)Largest decline over 10 years | -80.51% | — | — |
Current DrawdownCurrent decline from peak | -67.52% | -16.04% | -51.48% |
Average DrawdownAverage peak-to-trough decline | -47.37% | -9.82% | -37.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.82% | 6.71% | +20.11% |
Volatility
ALSMY vs. AIQ - Volatility Comparison
The current volatility for Alstom PK (ALSMY) is 8.57%, while Global X Artificial Intelligence & Technology ETF (AIQ) has a volatility of 10.41%. This indicates that ALSMY experiences smaller price fluctuations and is considered to be less risky than AIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALSMY | AIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 10.41% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 34.28% | 24.84% | +9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.90% | 28.57% | +11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.59% | 26.42% | +21.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.86% | 25.98% | +13.88% |
Dividends
ALSMY vs. AIQ - Dividend Comparison
ALSMY has not paid dividends to shareholders, while AIQ's dividend yield for the trailing twelve months is around 0.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AIQ Global X Artificial Intelligence & Technology ETF | 0.08% | 0.18% | 0.14% | 0.16% | 0.56% | 0.15% | 0.50% | 0.51% | 0.51% | 0.00% |
ALSMY Alstom PK | 0.00% | 0.00% | 4.37% | 2.13% | 1.05% | 0.85% | 8.56% | 13.32% | 1.01% | 1.42% |
Frequently Asked Questions
ALSMY and AIQ have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIQ has higher volatility (10.41%) compared to ALSMY (8.57%). In terms of maximum drawdown, ALSMY dropped -80.51% vs AIQ's -44.66%.
AIQ currently has the higher Sharpe Ratio (1.13 vs -0.58), 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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