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BAMO vs. AOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAMO vs. AOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Opportunities ETF (BAMO) and iShares Core 30/70 Conservative Allocation ETF (AOK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAMO achieves a 5.78% return, which is significantly higher than AOK's 4.44% return.


BAMO

1D
-0.16%
1M
0.53%
YTD
5.78%
6M
5.50%
1Y
14.10%
3Y*
5Y*
10Y*

AOK

1D
-0.22%
1M
0.89%
YTD
4.44%
6M
4.18%
1Y
11.77%
3Y*
9.25%
5Y*
3.80%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAMO vs. AOK - Yearly Performance Comparison


2026 (YTD)202520242023
BAMO
Brookstone Opportunities ETF
5.78%9.16%14.39%7.75%
AOK
iShares Core 30/70 Conservative Allocation ETF
4.44%11.26%6.58%8.26%

Correlation

The correlation between BAMO and AOK is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2023

0.76

The correlation between BAMO and AOK has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

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Return for Risk

BAMO vs. AOK — Risk / Return Rank

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

BAMO
BAMO Risk / Return Rank: 6666
Overall Rank
BAMO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BAMO Sortino Ratio Rank: 7171
Sortino Ratio Rank
BAMO Omega Ratio Rank: 7171
Omega Ratio Rank
BAMO Calmar Ratio Rank: 5454
Calmar Ratio Rank
BAMO Martin Ratio Rank: 6767
Martin Ratio Rank

AOK
AOK Risk / Return Rank: 6262
Overall Rank
AOK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AOK Sortino Ratio Rank: 6363
Sortino Ratio Rank
AOK Omega Ratio Rank: 6666
Omega Ratio Rank
AOK Calmar Ratio Rank: 5555
Calmar Ratio Rank
AOK Martin Ratio Rank: 6363
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.

BAMO vs. AOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Opportunities ETF (BAMO) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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.


BAMOAOKDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratioReturn relative to maximum drawdown

2.60

2.63

-0.03

Martin ratioReturn relative to average drawdown

11.87

11.08

+0.79

BAMO vs. AOK - Sharpe Ratio Comparison

The current BAMO Sharpe Ratio is 2.11, which is comparable to the AOK Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of BAMO and AOK, 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

BAMO vs. AOK - Drawdown Comparison

The maximum BAMO drawdown since its inception was -12.72%, smaller than the maximum AOK drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for BAMO and AOK.


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Drawdown Indicators


BAMOAOKDifference

Max Drawdown

Largest peak-to-trough decline

-12.72%

-18.94%

+6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

-4.50%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

Current Drawdown

Current decline from peak

-0.55%

-0.24%

-0.31%

Average Drawdown

Average peak-to-trough decline

-1.26%

-2.36%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.06%

+0.13%

Volatility

BAMO vs. AOK - Volatility Comparison

Brookstone Opportunities ETF (BAMO) has a higher volatility of 2.54% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 2.17%. This indicates that BAMO's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAMOAOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.17%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

4.82%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.72%

5.99%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.58%

7.15%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.58%

6.74%

+2.84%

BAMO vs. AOK - Expense Ratio Comparison

BAMO has a 1.30% expense ratio, which is higher than AOK's 0.15% expense ratio.


Dividends

BAMO vs. AOK - Dividend Comparison

BAMO's dividend yield for the trailing twelve months is around 1.46%, less than AOK's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
AOK
iShares Core 30/70 Conservative Allocation ETF
3.27%3.28%3.23%2.93%2.25%1.55%2.10%2.71%2.68%2.91%2.14%2.02%
BAMO
Brookstone Opportunities ETF
1.46%1.54%1.58%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BAMO and AOK have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAMO has higher volatility (2.54%) compared to AOK (2.17%). In terms of maximum drawdown, BAMO dropped -12.72% vs AOK's -18.94%.

On 1-year performance, BAMO leads with 14.10% vs 11.77% for AOK. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BAMO has performed better with a 14.10% return vs 11.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOK is cheaper with a 0.15% expense ratio, compared with 1.30% for BAMO.

AOK has the higher dividend yield at 3.27%, compared with 1.46% for BAMO.

They also come from different issuers: Brookstone and iShares. Their fees differ too: 1.30% for BAMO and 0.15% for AOK.

BAMO currently has the higher Sharpe Ratio (2.11 vs 1.98), 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 BAMO and AOK

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