PortfoliosLab logoPortfoliosLab logo
ARTY vs. BAMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARTY vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future AI & Tech ETF (ARTY) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ARTY achieves a 54.55% return, which is significantly higher than BAMU's 1.18% return.


ARTY

1D
-6.30%
1M
8.26%
YTD
54.55%
6M
54.11%
1Y
93.11%
3Y*
33.04%
5Y*
11.69%
10Y*

BAMU

1D
0.00%
1M
0.16%
YTD
1.18%
6M
1.29%
1Y
2.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARTY vs. BAMU - Yearly Performance Comparison


2026 (YTD)202520242023
ARTY
iShares Future AI & Tech ETF
54.55%29.97%8.02%16.00%
BAMU
Brookstone Ultra-Short Bond ETF
1.18%3.21%4.14%1.20%

Correlation

The correlation between ARTY and BAMU is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2023

-0.03

The correlation between ARTY and BAMU shifts across timeframes, from -0.14 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

ARTY vs. BAMU — Risk / Return Rank

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

ARTY
ARTY Risk / Return Rank: 8181
Overall Rank
ARTY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 7171
Sortino Ratio Rank
ARTY Omega Ratio Rank: 7575
Omega Ratio Rank
ARTY Calmar Ratio Rank: 8888
Calmar Ratio Rank
ARTY Martin Ratio Rank: 8383
Martin Ratio Rank

BAMU
BAMU Risk / Return Rank: 9898
Overall Rank
BAMU Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BAMU Sortino Ratio Rank: 9898
Sortino Ratio Rank
BAMU Omega Ratio Rank: 9898
Omega Ratio Rank
BAMU Calmar Ratio Rank: 9999
Calmar Ratio Rank
BAMU Martin Ratio Rank: 9999
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.

ARTY vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future AI & Tech ETF (ARTY) and Brookstone Ultra-Short Bond ETF (BAMU). 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.


ARTYBAMUDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-5.65

Omega ratioGain probability vs. loss probability

1.42

2.41

-0.99

Calmar ratioReturn relative to maximum drawdown

4.98

24.37

-19.40

Martin ratioReturn relative to average drawdown

16.28

96.52

-80.24

ARTY vs. BAMU - Sharpe Ratio Comparison

The current ARTY Sharpe Ratio is 2.74, which is lower than the BAMU Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of ARTY and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ARTY vs. BAMU - Drawdown Comparison

The maximum ARTY drawdown since its inception was -54.50%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for ARTY and BAMU.


Loading charts...

Drawdown Indicators


ARTYBAMUDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-0.36%

-54.14%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-0.12%

-18.69%

Max Drawdown (3Y)

Largest decline over 3 years

-32.44%

Max Drawdown (5Y)

Largest decline over 5 years

-50.53%

Current Drawdown

Current decline from peak

-7.78%

0.00%

-7.78%

Average Drawdown

Average peak-to-trough decline

-19.76%

-0.02%

-19.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.74%

0.03%

+5.71%

Volatility

ARTY vs. BAMU - Volatility Comparison

iShares Future AI & Tech ETF (ARTY) has a higher volatility of 19.32% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that ARTY's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ARTYBAMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.32%

0.09%

+19.23%

Volatility (6M)

Calculated over the trailing 6-month period

30.00%

0.39%

+29.61%

Volatility (1Y)

Calculated over the trailing 1-year period

34.22%

0.58%

+33.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.57%

0.87%

+28.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.30%

0.87%

+27.43%

ARTY vs. BAMU - Expense Ratio Comparison

ARTY has a 0.47% expense ratio, which is lower than BAMU's 1.09% expense ratio.


Dividends

ARTY vs. BAMU - Dividend Comparison

ARTY's dividend yield for the trailing twelve months is around 0.06%, less than BAMU's 3.05% yield.


PositionTTM20252024202320222021202020192018
ARTY
iShares Future AI & Tech ETF
0.06%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%
BAMU
Brookstone Ultra-Short Bond ETF
3.05%3.20%3.97%0.84%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ARTY and BAMU have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARTY has higher volatility (19.32%) compared to BAMU (0.09%). In terms of maximum drawdown, ARTY dropped -54.50% vs BAMU's -0.36%.

On 1-year performance, ARTY leads with 93.11% vs 2.87% for BAMU. On fees, ARTY is cheaper at 0.47% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ARTY has performed better with a 93.11% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ARTY is cheaper with a 0.47% expense ratio, compared with 1.09% for BAMU.

BAMU has the higher dividend yield at 3.05%, compared with 0.06% for ARTY.

ARTY is categorized as Technology Equities, while BAMU is Ultrashort Bond. They also come from different issuers: iShares and Brookstone. Their fees differ too: 0.47% for ARTY and 1.09% for BAMU.

BAMU currently has the higher Sharpe Ratio (4.94 vs 2.74), 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 ARTY and BAMU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer