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AOK vs. AOA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AOKAOA
YTD Return2.28%6.44%
1Y Return10.13%21.52%
3Y Return (Ann)0.68%5.23%
5Y Return (Ann)3.73%8.86%
10Y Return (Ann)3.76%7.64%
Sharpe Ratio1.512.24
Daily Std Dev6.28%9.54%
Max Drawdown-18.94%-28.38%
Current Drawdown-3.13%0.00%

Correlation

0.78
-1.001.00

The correlation between AOK and AOA is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AOK vs. AOA - Performance Comparison

In the year-to-date period, AOK achieves a 2.28% return, which is significantly lower than AOA's 6.44% return. Over the past 10 years, AOK has underperformed AOA with an annualized return of 3.76%, while AOA has yielded a comparatively higher 7.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
109.32%
316.94%
AOK
AOA

Compare stocks, funds, or ETFs


iShares Core Conservative Allocation ETF

iShares Core Aggressive Allocation ETF

AOK vs. AOA - Expense Ratio Comparison

Both AOK and AOA have an expense ratio of 0.25%.

AOK
iShares Core Conservative Allocation ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

AOK vs. AOA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and iShares Core Aggressive Allocation ETF (AOA). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AOK
iShares Core Conservative Allocation ETF
1.62
AOA
iShares Core Aggressive Allocation ETF
2.24

AOK vs. AOA - Sharpe Ratio Comparison

The current AOK Sharpe Ratio is 1.62, which roughly equals the AOA Sharpe Ratio of 2.24. The chart below compares the 12-month rolling Sharpe Ratio of AOK and AOA.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.62
2.24
AOK
AOA

Dividends

AOK vs. AOA - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 2.93%, more than AOA's 2.09% yield.


TTM20232022202120202019201820172016201520142013
AOK
iShares Core Conservative Allocation ETF
2.93%2.93%2.25%1.55%2.11%2.71%2.68%2.90%2.14%2.02%2.08%1.82%
AOA
iShares Core Aggressive Allocation ETF
2.09%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%2.18%1.84%

Drawdowns

AOK vs. AOA - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.94%, smaller than the maximum AOA drawdown of -28.38%. The drawdown chart below compares losses from any high point along the way for AOK and AOA


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.13%
0
AOK
AOA

Volatility

AOK vs. AOA - Volatility Comparison

The current volatility for iShares Core Conservative Allocation ETF (AOK) is 1.28%, while iShares Core Aggressive Allocation ETF (AOA) has a volatility of 2.17%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%OctoberNovemberDecember2024FebruaryMarch
1.28%
2.17%
AOK
AOA