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APRT vs. NOVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APRT vs. NOVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) and Novanta Inc. (NOVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APRT achieves a 9.83% return, which is significantly lower than NOVT's 30.82% return.


APRT

1D
-0.11%
1M
0.44%
YTD
9.83%
6M
9.98%
1Y
18.87%
3Y*
13.89%
5Y*
10.50%
10Y*

NOVT

1D
0.23%
1M
-2.53%
YTD
30.82%
6M
29.46%
1Y
29.11%
3Y*
-2.65%
5Y*
3.95%
10Y*
25.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APRT vs. NOVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
APRT
AllianzIM U.S. Large Cap Buffer10 Apr ETF
9.83%7.99%15.15%22.13%-6.41%11.89%9.46%
NOVT
Novanta Inc.
30.82%-22.11%-9.29%23.95%-22.95%49.15%15.10%

Correlation

The correlation between APRT and NOVT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2020

0.61

The correlation between APRT and NOVT shifts across timeframes, from 0.48 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

APRT vs. NOVT — Risk / Return Rank

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

APRT
APRT Risk / Return Rank: 9797
Overall Rank
APRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
APRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
APRT Omega Ratio Rank: 9797
Omega Ratio Rank
APRT Calmar Ratio Rank: 9898
Calmar Ratio Rank
APRT Martin Ratio Rank: 9898
Martin Ratio Rank

NOVT
NOVT Risk / Return Rank: 6161
Overall Rank
NOVT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NOVT Sortino Ratio Rank: 5858
Sortino Ratio Rank
NOVT Omega Ratio Rank: 5858
Omega Ratio Rank
NOVT Calmar Ratio Rank: 6464
Calmar Ratio Rank
NOVT Martin Ratio Rank: 6464
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.

APRT vs. NOVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) and Novanta Inc. (NOVT). 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.


APRTNOVTDifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+5.24

Omega ratioGain probability vs. loss probability

1.93

1.15

+0.78

Calmar ratioReturn relative to maximum drawdown

11.91

1.08

+10.82

Martin ratioReturn relative to average drawdown

58.04

2.26

+55.78

APRT vs. NOVT - Sharpe Ratio Comparison

The current APRT Sharpe Ratio is 3.71, which is higher than the NOVT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of APRT and NOVT, 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

APRT vs. NOVT - Drawdown Comparison

The maximum APRT drawdown since its inception was -14.98%, smaller than the maximum NOVT drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for APRT and NOVT.


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Drawdown Indicators


APRTNOVTDifference

Max Drawdown

Largest peak-to-trough decline

-14.98%

-46.71%

+31.73%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-26.97%

+25.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

-46.71%

+31.73%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

-46.71%

+31.73%

Max Drawdown (10Y)

Largest decline over 10 years

-46.71%

Current Drawdown

Current decline from peak

-0.26%

-16.40%

+16.14%

Average Drawdown

Average peak-to-trough decline

-2.04%

-12.30%

+10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

12.90%

-12.57%

Volatility

APRT vs. NOVT - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) is 1.73%, while Novanta Inc. (NOVT) has a volatility of 12.82%. This indicates that APRT experiences smaller price fluctuations and is considered to be less risky than NOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APRTNOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

12.82%

-11.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

34.45%

-30.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

49.78%

-44.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.79%

40.19%

-29.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.27%

39.05%

-28.78%

Dividends

APRT vs. NOVT - Dividend Comparison

Neither APRT nor NOVT has paid dividends to shareholders.


PositionTTM202520242023202220212020
APRT
AllianzIM U.S. Large Cap Buffer10 Apr ETF
0.00%0.00%0.00%0.00%0.00%0.00%4.67%
NOVT
Novanta Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


APRT and NOVT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOVT has higher volatility (12.82%) compared to APRT (1.73%). In terms of maximum drawdown, APRT dropped -14.98% vs NOVT's -46.71%.

APRT currently has the higher Sharpe Ratio (3.71 vs 0.59), 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

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