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AOK vs. TUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOK vs. TUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 30/70 Conservative Allocation ETF (AOK) and STF Tactical Growth ETF (TUG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOK achieves a 4.66% return, which is significantly lower than TUG's 19.76% return.


AOK

1D
0.61%
1M
1.40%
YTD
4.66%
6M
4.56%
1Y
12.04%
3Y*
9.11%
5Y*
3.86%
10Y*
5.19%

TUG

1D
2.47%
1M
6.12%
YTD
19.76%
6M
21.28%
1Y
39.08%
3Y*
22.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOK vs. TUG - Yearly Performance Comparison


2026 (YTD)2025202420232022
AOK
iShares Core 30/70 Conservative Allocation ETF
4.66%11.26%6.58%10.85%-2.74%
TUG
STF Tactical Growth ETF
19.76%20.43%19.37%38.24%-12.62%

Correlation

The correlation between AOK and TUG is 0.74, 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

0.74

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

0.67

Correlation (All Time)
Calculated using the full available price history since May 19, 2022

0.64

The correlation between AOK and TUG shifts across timeframes, from 0.64 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AOK vs. TUG — Risk / Return Rank

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

AOK
AOK Risk / Return Rank: 6565
Overall Rank
AOK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AOK Sortino Ratio Rank: 6666
Sortino Ratio Rank
AOK Omega Ratio Rank: 7070
Omega Ratio Rank
AOK Calmar Ratio Rank: 5757
Calmar Ratio Rank
AOK Martin Ratio Rank: 6565
Martin Ratio Rank

TUG
TUG Risk / Return Rank: 7070
Overall Rank
TUG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TUG Sortino Ratio Rank: 6868
Sortino Ratio Rank
TUG Omega Ratio Rank: 7070
Omega Ratio Rank
TUG Calmar Ratio Rank: 6868
Calmar Ratio Rank
TUG Martin Ratio Rank: 6868
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.

AOK vs. TUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 30/70 Conservative Allocation ETF (AOK) and STF Tactical Growth ETF (TUG). 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.


AOKTUGDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.39

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

2.69

3.19

-0.50

Martin ratioReturn relative to average drawdown

11.34

11.76

-0.42

AOK vs. TUG - Sharpe Ratio Comparison

The current AOK Sharpe Ratio is 2.03, which is comparable to the TUG Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of AOK and TUG, 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

AOK vs. TUG - Drawdown Comparison

The maximum AOK drawdown since its inception was -18.94%, smaller than the maximum TUG drawdown of -22.27%. Use the drawdown chart below to compare losses from any high point for AOK and TUG.


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Drawdown Indicators


AOKTUGDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-22.27%

+3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-12.31%

+7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-6.37%

-22.27%

+15.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

Current Drawdown

Current decline from peak

-0.02%

-0.98%

+0.96%

Average Drawdown

Average peak-to-trough decline

-2.36%

-4.30%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

3.33%

-2.27%

Volatility

AOK vs. TUG - Volatility Comparison

The current volatility for iShares Core 30/70 Conservative Allocation ETF (AOK) is 2.26%, while STF Tactical Growth ETF (TUG) has a volatility of 8.17%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky than TUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOKTUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

8.17%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

14.16%

-9.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

17.57%

-11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

18.29%

-11.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

18.29%

-11.56%

AOK vs. TUG - Expense Ratio Comparison

AOK has a 0.15% expense ratio, which is lower than TUG's 0.65% expense ratio.


Dividends

AOK vs. TUG - Dividend Comparison

AOK's dividend yield for the trailing twelve months is around 3.27%, more than TUG's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
AOK
iShares Core 30/70 Conservative Allocation ETF
3.27%3.28%3.23%2.93%2.25%1.55%2.10%2.71%2.68%2.91%2.14%2.02%
TUG
STF Tactical Growth ETF
1.43%1.75%4.97%1.34%1.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AOK and TUG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TUG has higher volatility (8.17%) compared to AOK (2.26%). In terms of maximum drawdown, AOK dropped -18.94% vs TUG's -22.27%.

On 3-year performance, TUG leads with 22.60% vs 9.11% for AOK. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TUG has performed better with a 22.60% return vs 9.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOK is cheaper with a 0.15% expense ratio, compared with 0.65% for TUG.

AOK has the higher dividend yield at 3.27%, compared with 1.43% for TUG.

They also come from different issuers: iShares and STF. Their fees differ too: 0.15% for AOK and 0.65% for TUG.

TUG currently has the higher Sharpe Ratio (2.23 vs 2.03), 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.

Portfolio Optimizer

Find the right allocation for AOK and TUG

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