PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AOR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AORSPY
YTD Return4.68%10.41%
1Y Return16.80%34.16%
3Y Return (Ann)3.39%11.38%
5Y Return (Ann)6.85%14.99%
10Y Return (Ann)6.21%12.96%
Sharpe Ratio2.002.93
Daily Std Dev8.40%11.54%
Max Drawdown-24.44%-55.19%
Current Drawdown0.00%0.00%

Correlation

0.90
-1.001.00

The correlation between AOR and SPY is 0.90, 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

AOR vs. SPY - Performance Comparison

In the year-to-date period, AOR achieves a 4.68% return, which is significantly lower than SPY's 10.41% return. Over the past 10 years, AOR has underperformed SPY with an annualized return of 6.21%, while SPY has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
232.00%
684.33%
AOR
SPY

Compare stocks, funds, or ETFs


iShares Core Growth Allocation ETF

SPDR S&P 500 ETF

AOR vs. SPY - Expense Ratio Comparison

AOR has a 0.25% expense ratio, which is higher than SPY's 0.09% expense ratio.

AOR
iShares Core Growth Allocation ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

AOR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Growth Allocation ETF (AOR) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AOR
iShares Core Growth Allocation ETF
2.00
SPY
SPDR S&P 500 ETF
2.93

AOR vs. SPY - Sharpe Ratio Comparison

The current AOR Sharpe Ratio is 2.00, which is lower than the SPY Sharpe Ratio of 2.93. The chart below compares the 12-month rolling Sharpe Ratio of AOR and SPY.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.00
2.93
AOR
SPY

Dividends

AOR vs. SPY - Dividend Comparison

AOR's dividend yield for the trailing twelve months is around 2.39%, more than SPY's 1.28% yield.


TTM20232022202120202019201820172016201520142013
AOR
iShares Core Growth Allocation ETF
2.39%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%2.11%1.92%
SPY
SPDR S&P 500 ETF
1.28%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

AOR vs. SPY - Drawdown Comparison

The maximum AOR drawdown since its inception was -24.44%, smaller than the maximum SPY drawdown of -55.19%. The drawdown chart below compares losses from any high point along the way for AOR and SPY


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
AOR
SPY

Volatility

AOR vs. SPY - Volatility Comparison

The current volatility for iShares Core Growth Allocation ETF (AOR) is 1.80%, while SPDR S&P 500 ETF (SPY) has a volatility of 2.75%. This indicates that AOR 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
1.80%
2.75%
AOR
SPY