AXON vs. LOWV
AXON (Axon Enterprise, Inc.) is a stock, while LOWV (AB US Low Volatility Equity ETF) is Large Cap Blend Equities fund actively managed by AllianceBernstein. Over the past 3 years, AXON returned 43.11%/yr vs 14.02%/yr for LOWV. At a 0.42 correlation, their price movements are largely independent.
Performance
AXON vs. LOWV - Performance Comparison
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Returns By Period
In the year-to-date period, AXON achieves a -7.12% return, which is significantly lower than LOWV's 3.79% return.
AXON
- 1D
- 3.37%
- 1M
- 24.58%
- 6M
- -17.07%
- YTD
- -7.12%
- 1Y
- -30.24%
- 3Y*
- 43.11%
- 5Y*
- 23.79%
- 10Y*
- 33.90%
- ALL TIME*
- 31.13%
LOWV
- 1D
- -0.16%
- 1M
- 2.10%
- 6M
- 3.16%
- YTD
- 3.79%
- 1Y
- 8.40%
- 3Y*
- 14.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.62%
AXON vs. LOWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AXON Axon Enterprise, Inc. | -7.12% | -4.44% | 130.06% | 17.59% |
LOWV AB US Low Volatility Equity ETF | 3.79% | 12.26% | 20.43% | 18.90% |
Correlation
The correlation between AXON and LOWV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023 | 0.42 |
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Return for Risk
AXON vs. LOWV — Risk / Return Rank
AXON
LOWV
AXON vs. LOWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) and AB US Low Volatility Equity ETF (LOWV). 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.
| AXON | LOWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.14 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 0.88 | -1.38 |
| Martin ratioReturn relative to average drawdown | -0.81 | 3.50 | -4.31 |
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Drawdowns
AXON vs. LOWV - Drawdown Comparison
The maximum AXON drawdown since its inception was -91.78%, which is greater than LOWV's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for AXON and LOWV.
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Drawdown Indicators
| AXON | LOWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.78% | -13.87% | -77.91% |
Max Drawdown (1Y)Largest decline over 1 year | -60.28% | -9.59% | -50.69% |
Max Drawdown (3Y)Largest decline over 3 years | -60.28% | -13.87% | -46.41% |
Max Drawdown (5Y)Largest decline over 5 years | -60.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.28% | — | — |
Current DrawdownCurrent decline from peak | -39.44% | -0.72% | -38.72% |
Average DrawdownAverage peak-to-trough decline | -43.59% | -1.50% | -42.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.46% | 2.41% | +35.05% |
Volatility
AXON vs. LOWV - Volatility Comparison
Axon Enterprise, Inc. (AXON) has a higher volatility of 21.15% compared to AB US Low Volatility Equity ETF (LOWV) at 2.24%. This indicates that AXON's price experiences larger fluctuations and is considered to be riskier than LOWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXON | LOWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.15% | 2.24% | +18.91% |
Volatility (6M)Calculated over the trailing 6-month period | 47.76% | 7.97% | +39.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.60% | 10.39% | +48.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.82% | 11.88% | +36.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.57% | 11.88% | +37.69% |
Dividends
AXON vs. LOWV - Dividend Comparison
AXON has not paid dividends to shareholders, while LOWV's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AXON Axon Enterprise, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
LOWV AB US Low Volatility Equity ETF | 0.87% | 0.85% | 0.92% | 0.77% |
Frequently Asked Questions
AXON and LOWV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AXON has higher volatility (21.15%) compared to LOWV (2.24%). In terms of maximum drawdown, AXON dropped -91.78% vs LOWV's -13.87%.
LOWV currently has the higher Sharpe Ratio (0.81 vs -0.52), 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.
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