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EAOA vs. AOA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EAOAAOA
YTD Return15.46%14.90%
1Y Return23.09%22.27%
3Y Return (Ann)3.77%4.44%
Sharpe Ratio2.562.53
Sortino Ratio3.613.56
Omega Ratio1.481.47
Calmar Ratio2.673.40
Martin Ratio16.5416.66
Ulcer Index1.55%1.49%
Daily Std Dev10.03%9.81%
Max Drawdown-25.06%-28.38%
Current Drawdown-0.98%-1.22%

Correlation

-0.50.00.51.01.0

The correlation between EAOA and AOA is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

EAOA vs. AOA - Performance Comparison

The year-to-date returns for both stocks are quite close, with EAOA having a 15.46% return and AOA slightly lower at 14.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.16%
6.42%
EAOA
AOA

Compare stocks, funds, or ETFs

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


EAOA vs. AOA - Expense Ratio Comparison

EAOA has a 0.18% expense ratio, which is lower than AOA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AOA
iShares Core Aggressive Allocation ETF
Expense ratio chart for AOA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for EAOA: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

EAOA vs. AOA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and iShares Core Aggressive Allocation ETF (AOA). 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.


EAOA
Sharpe ratio
The chart of Sharpe ratio for EAOA, currently valued at 2.56, compared to the broader market-2.000.002.004.006.002.56
Sortino ratio
The chart of Sortino ratio for EAOA, currently valued at 3.61, compared to the broader market-2.000.002.004.006.008.0010.0012.003.61
Omega ratio
The chart of Omega ratio for EAOA, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for EAOA, currently valued at 2.67, compared to the broader market0.005.0010.0015.002.67
Martin ratio
The chart of Martin ratio for EAOA, currently valued at 16.54, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.54
AOA
Sharpe ratio
The chart of Sharpe ratio for AOA, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Sortino ratio
The chart of Sortino ratio for AOA, currently valued at 3.56, compared to the broader market-2.000.002.004.006.008.0010.0012.003.56
Omega ratio
The chart of Omega ratio for AOA, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for AOA, currently valued at 3.40, compared to the broader market0.005.0010.0015.003.40
Martin ratio
The chart of Martin ratio for AOA, currently valued at 16.66, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.66

EAOA vs. AOA - Sharpe Ratio Comparison

The current EAOA Sharpe Ratio is 2.56, which is comparable to the AOA Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of EAOA and AOA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.56
2.53
EAOA
AOA

Dividends

EAOA vs. AOA - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 2.01%, less than AOA's 2.10% yield.


TTM20232022202120202019201820172016201520142013
EAOA
iShares ESG Aware Aggressive Allocation ETF
2.01%2.21%1.93%1.48%1.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AOA
iShares Core Aggressive Allocation ETF
2.10%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%1.84%

Drawdowns

EAOA vs. AOA - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, smaller than the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for EAOA and AOA. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.98%
-1.22%
EAOA
AOA

Volatility

EAOA vs. AOA - Volatility Comparison

iShares ESG Aware Aggressive Allocation ETF (EAOA) and iShares Core Aggressive Allocation ETF (AOA) have volatilities of 2.67% and 2.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.67%
2.64%
EAOA
AOA