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

Correlation

The correlation between AOK and SPY is 0.73, 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.


-0.50.00.51.00.7

Performance

AOK vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Conservative Allocation ETF (AOK) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
117.94%
764.29%
AOK
SPY

Key characteristics

Sharpe Ratio

AOK:

1.32

SPY:

2.21

Sortino Ratio

AOK:

1.85

SPY:

2.93

Omega Ratio

AOK:

1.23

SPY:

1.41

Calmar Ratio

AOK:

1.14

SPY:

3.26

Martin Ratio

AOK:

6.91

SPY:

14.43

Ulcer Index

AOK:

1.09%

SPY:

1.90%

Daily Std Dev

AOK:

5.72%

SPY:

12.41%

Max Drawdown

AOK:

-18.93%

SPY:

-55.19%

Current Drawdown

AOK:

-2.22%

SPY:

-2.74%

Returns By Period

In the year-to-date period, AOK achieves a 6.72% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, AOK has underperformed SPY with an annualized return of 3.89%, while SPY has yielded a comparatively higher 12.97% annualized return.


AOK

YTD

6.72%

1M

-0.21%

6M

3.07%

1Y

7.13%

5Y*

3.13%

10Y*

3.89%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

Compare stocks, funds, or ETFs

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


AOK vs. SPY - Expense Ratio Comparison

AOK has a 0.25% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AOK
iShares Core Conservative Allocation ETF
Expense ratio chart for AOK: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

AOK vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and SPDR S&P 500 ETF (SPY). 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 AOK, currently valued at 1.32, compared to the broader market0.002.004.001.322.21
The chart of Sortino ratio for AOK, currently valued at 1.85, compared to the broader market-2.000.002.004.006.008.0010.001.852.93
The chart of Omega ratio for AOK, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.41
The chart of Calmar ratio for AOK, currently valued at 1.14, compared to the broader market0.005.0010.0015.001.143.26
The chart of Martin ratio for AOK, currently valued at 6.91, compared to the broader market0.0020.0040.0060.0080.00100.006.9114.43
AOK
SPY

The current AOK Sharpe Ratio is 1.32, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of AOK and SPY, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.32
2.21
AOK
SPY

Dividends

AOK vs. SPY - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 4.00%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
AOK
iShares Core Conservative Allocation ETF
3.23%2.93%2.25%1.55%2.10%2.72%2.68%2.91%2.14%2.02%2.08%1.82%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

AOK vs. SPY - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.93%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AOK and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.22%
-2.74%
AOK
SPY

Volatility

AOK vs. SPY - Volatility Comparison

The current volatility for iShares Core Conservative Allocation ETF (AOK) is 1.91%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.72%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.91%
3.72%
AOK
SPY
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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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