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AYE2.DE vs. AAPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYE2.DE vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AYE2.DE is traded in EUR, while AAPL is traded in USD. To make them comparable, the AAPL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AYE2.DE achieves a 0.81% return, which is significantly lower than AAPL's 15.71% return.


AYE2.DE

1D
-0.22%
1M
1.14%
YTD
0.81%
6M
1.15%
1Y
3.95%
3Y*
6.87%
5Y*
2.47%
10Y*

AAPL

1D
-1.35%
1M
12.98%
YTD
15.71%
6M
9.99%
1Y
50.19%
3Y*
17.06%
5Y*
21.52%
10Y*
29.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYE2.DE vs. AAPL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AYE2.DE
iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc
0.81%5.88%6.36%10.77%-10.72%0.80%
AAPL
Apple Inc
15.71%-3.89%39.33%44.54%-21.84%50.25%

Correlation

The correlation between AYE2.DE and AAPL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.16

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

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2021

0.22

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Return for Risk

AYE2.DE vs. AAPL — Risk / Return Rank

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

AYE2.DE
AYE2.DE Risk / Return Rank: 3131
Overall Rank
AYE2.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AYE2.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
AYE2.DE Omega Ratio Rank: 3232
Omega Ratio Rank
AYE2.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
AYE2.DE Martin Ratio Rank: 3535
Martin Ratio Rank

AAPL
AAPL Risk / Return Rank: 8989
Overall Rank
AAPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8989
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8787
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
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.

AYE2.DE vs. AAPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) and Apple Inc (AAPL). 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.


AYE2.DEAAPLDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.22

1.40

-0.18

Calmar ratioReturn relative to maximum drawdown

1.27

3.40

-2.13

Martin ratioReturn relative to average drawdown

5.39

8.63

-3.24

AYE2.DE vs. AAPL - Sharpe Ratio Comparison

The current AYE2.DE Sharpe Ratio is 1.10, which is lower than the AAPL Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of AYE2.DE and AAPL, 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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Sharpe Ratios by Period


AYE2.DEAAPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.23

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.79

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.86

-0.41

Drawdowns

AYE2.DE vs. AAPL - Drawdown Comparison

The maximum AYE2.DE drawdown since its inception was -16.48%, smaller than the maximum AAPL drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for AYE2.DE and AAPL.


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Drawdown Indicators


AYE2.DEAAPLDifference

Max Drawdown

Largest peak-to-trough decline

-16.48%

-56.08%

+39.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-14.83%

+11.73%

Max Drawdown (3Y)

Largest decline over 3 years

-3.69%

-36.63%

+32.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-36.63%

+20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-38.03%

Current Drawdown

Current decline from peak

-0.23%

-1.35%

+1.12%

Average Drawdown

Average peak-to-trough decline

-3.96%

-12.28%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

5.83%

-5.10%

Volatility

AYE2.DE vs. AAPL - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) is 1.07%, while Apple Inc (AAPL) has a volatility of 5.47%. This indicates that AYE2.DE experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYE2.DEAAPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

5.47%

-4.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

16.20%

-13.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

22.63%

-19.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

27.29%

-21.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.27%

29.24%

-23.97%

Dividends

AYE2.DE vs. AAPL - Dividend Comparison

AYE2.DE has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.34%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
AYE2.DE
iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AYE2.DE and AAPL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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