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AOM vs. RPAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOM and RPAR is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

AOM vs. RPAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Moderate Allocation ETF (AOM) and RPAR Risk Parity ETF (RPAR). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.67%
9.31%
AOM
RPAR

Key characteristics

Sharpe Ratio

AOM:

1.01

RPAR:

0.54

Sortino Ratio

AOM:

1.49

RPAR:

0.81

Omega Ratio

AOM:

1.20

RPAR:

1.10

Calmar Ratio

AOM:

1.30

RPAR:

0.30

Martin Ratio

AOM:

5.46

RPAR:

1.37

Ulcer Index

AOM:

1.55%

RPAR:

4.69%

Daily Std Dev

AOM:

8.39%

RPAR:

11.89%

Max Drawdown

AOM:

-19.96%

RPAR:

-30.16%

Current Drawdown

AOM:

-2.22%

RPAR:

-16.39%

Returns By Period

In the year-to-date period, AOM achieves a 0.63% return, which is significantly lower than RPAR's 3.84% return.


AOM

YTD

0.63%

1M

-1.14%

6M

0.15%

1Y

8.01%

5Y*

5.30%

10Y*

4.42%

RPAR

YTD

3.84%

1M

-1.55%

6M

-1.87%

1Y

6.54%

5Y*

1.49%

10Y*

N/A

*Annualized

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AOM vs. RPAR - Expense Ratio Comparison

AOM has a 0.25% expense ratio, which is lower than RPAR's 0.51% expense ratio.


Expense ratio chart for RPAR: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RPAR: 0.51%
Expense ratio chart for AOM: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AOM: 0.25%

Risk-Adjusted Performance

AOM vs. RPAR — Risk-Adjusted Performance Rank

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

AOM
The Risk-Adjusted Performance Rank of AOM is 8383
Overall Rank
The Sharpe Ratio Rank of AOM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AOM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AOM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of AOM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AOM is 8686
Martin Ratio Rank

RPAR
The Risk-Adjusted Performance Rank of RPAR is 5555
Overall Rank
The Sharpe Ratio Rank of RPAR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of RPAR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of RPAR is 5555
Omega Ratio Rank
The Calmar Ratio Rank of RPAR is 4848
Calmar Ratio Rank
The Martin Ratio Rank of RPAR is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AOM vs. RPAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and RPAR Risk Parity ETF (RPAR). 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.


The chart of Sharpe ratio for AOM, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.00
AOM: 1.01
RPAR: 0.54
The chart of Sortino ratio for AOM, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.00
AOM: 1.49
RPAR: 0.81
The chart of Omega ratio for AOM, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
AOM: 1.20
RPAR: 1.10
The chart of Calmar ratio for AOM, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.00
AOM: 1.30
RPAR: 0.30
The chart of Martin ratio for AOM, currently valued at 5.46, compared to the broader market0.0020.0040.0060.00
AOM: 5.46
RPAR: 1.37

The current AOM Sharpe Ratio is 1.01, which is higher than the RPAR Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AOM and RPAR, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.01
0.54
AOM
RPAR

Dividends

AOM vs. RPAR - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 3.16%, more than RPAR's 2.61% yield.


TTM20242023202220212020201920182017201620152014
AOM
iShares Core Moderate Allocation ETF
3.16%3.10%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%2.08%
RPAR
RPAR Risk Parity ETF
2.61%2.52%3.15%4.01%2.03%0.76%0.23%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AOM vs. RPAR - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum RPAR drawdown of -30.16%. Use the drawdown chart below to compare losses from any high point for AOM and RPAR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.22%
-16.39%
AOM
RPAR

Volatility

AOM vs. RPAR - Volatility Comparison

The current volatility for iShares Core Moderate Allocation ETF (AOM) is 5.69%, while RPAR Risk Parity ETF (RPAR) has a volatility of 6.99%. This indicates that AOM experiences smaller price fluctuations and is considered to be less risky than RPAR 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%7.00%NovemberDecember2025FebruaryMarchApril
5.69%
6.99%
AOM
RPAR