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AXTI vs. CLIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXTI vs. CLIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXT, Inc. (AXTI) and Global X 1-3 Month T-Bill ETF (CLIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXTI achieves a 178.72% return, which is significantly higher than CLIP's 1.94% return.


AXTI

1D
-14.69%
1M
-51.02%
6M
77.18%
YTD
178.72%
1Y
1,806.69%
3Y*
149.33%
5Y*
37.21%
10Y*
29.75%

CLIP

1D
0.02%
1M
0.30%
6M
1.82%
YTD
1.94%
1Y
3.90%
3Y*
4.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXTI vs. CLIP - Yearly Performance Comparison


2026 (YTD)202520242023
AXTI
AXT, Inc.
178.72%653.46%-9.58%-28.99%
CLIP
Global X 1-3 Month T-Bill ETF
1.94%4.23%5.26%2.82%

Correlation

The correlation between AXTI and CLIP is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.00

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2023

-0.01

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Return for Risk

AXTI vs. CLIP — Risk / Return Rank

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

AXTI
AXTI Risk / Return Rank: 9999
Overall Rank
AXTI Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
AXTI Sortino Ratio Rank: 9898
Sortino Ratio Rank
AXTI Omega Ratio Rank: 9797
Omega Ratio Rank
AXTI Calmar Ratio Rank: 100100
Calmar Ratio Rank
AXTI Martin Ratio Rank: 100100
Martin Ratio Rank

CLIP
CLIP Risk / Return Rank: 100100
Overall Rank
CLIP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CLIP Sortino Ratio Rank: 100100
Sortino Ratio Rank
CLIP Omega Ratio Rank: 100100
Omega Ratio Rank
CLIP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CLIP Martin Ratio Rank: 100100
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.

AXTI vs. CLIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXT, Inc. (AXTI) and Global X 1-3 Month T-Bill ETF (CLIP). 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.


AXTICLIPDifference
Sharpe ratioReturn per unit of total volatility

-5.11

Sortino ratioReturn per unit of downside risk

-90.43

Omega ratioGain probability vs. loss probability

1.57

29.37

-27.80

Calmar ratioReturn relative to maximum drawdown

27.04

196.07

-169.02

Martin ratioReturn relative to average drawdown

89.79

1,495.40

-1,405.61

AXTI vs. CLIP - Sharpe Ratio Comparison

The current AXTI Sharpe Ratio is 12.78, which is comparable to the CLIP Sharpe Ratio of 17.89. The chart below compares the historical Sharpe Ratios of AXTI and CLIP, 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

AXTI vs. CLIP - Drawdown Comparison

The maximum AXTI drawdown since its inception was -98.57%, which is greater than CLIP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for AXTI and CLIP.


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Drawdown Indicators


AXTICLIPDifference

Max Drawdown

Largest peak-to-trough decline

-98.57%

-0.08%

-98.49%

Max Drawdown (1Y)

Largest decline over 1 year

-67.64%

-0.02%

-67.62%

Max Drawdown (3Y)

Largest decline over 3 years

-78.52%

-0.08%

-78.44%

Max Drawdown (5Y)

Largest decline over 5 years

-88.79%

Max Drawdown (10Y)

Largest decline over 10 years

-92.45%

Current Drawdown

Current decline from peak

-67.64%

0.00%

-67.64%

Average Drawdown

Average peak-to-trough decline

-82.17%

-0.00%

-82.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.33%

0.00%

+20.33%

Volatility

AXTI vs. CLIP - Volatility Comparison

AXT, Inc. (AXTI) has a higher volatility of 42.83% compared to Global X 1-3 Month T-Bill ETF (CLIP) at 0.08%. This indicates that AXTI's price experiences larger fluctuations and is considered to be riskier than CLIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXTICLIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.83%

0.08%

+42.75%

Volatility (6M)

Calculated over the trailing 6-month period

117.86%

0.15%

+117.71%

Volatility (1Y)

Calculated over the trailing 1-year period

143.18%

0.22%

+142.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

98.21%

0.44%

+97.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.90%

0.44%

+83.46%

Dividends

AXTI vs. CLIP - Dividend Comparison

AXTI has not paid dividends to shareholders, while CLIP's dividend yield for the trailing twelve months is around 3.85%.


PositionTTM202520242023
AXTI
AXT, Inc.
0.00%0.00%0.00%0.00%
CLIP
Global X 1-3 Month T-Bill ETF
3.85%4.14%5.11%2.75%

Frequently Asked Questions


AXTI and CLIP have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXTI has higher volatility (42.83%) compared to CLIP (0.08%). In terms of maximum drawdown, AXTI dropped -98.57% vs CLIP's -0.08%.

CLIP currently has the higher Sharpe Ratio (17.89 vs 12.78), 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 AXTI and CLIP

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

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