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

Correlation

The correlation between EAOR and EAOA 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.


-0.50.00.51.01.0

Performance

EAOR vs. EAOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Growth Allocation ETF (EAOR) and iShares ESG Aware Aggressive Allocation ETF (EAOA). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
6.66%
EAOR
EAOA

Key characteristics

Sharpe Ratio

EAOR:

1.51

EAOA:

1.59

Sortino Ratio

EAOR:

2.13

EAOA:

2.21

Omega Ratio

EAOR:

1.27

EAOA:

1.29

Calmar Ratio

EAOR:

1.85

EAOA:

2.50

Martin Ratio

EAOR:

8.87

EAOA:

9.67

Ulcer Index

EAOR:

1.37%

EAOA:

1.64%

Daily Std Dev

EAOR:

8.07%

EAOA:

10.00%

Max Drawdown

EAOR:

-22.91%

EAOA:

-25.06%

Current Drawdown

EAOR:

-1.97%

EAOA:

-1.89%

Returns By Period

In the year-to-date period, EAOR achieves a 12.03% return, which is significantly lower than EAOA's 15.73% return.


EAOR

YTD

12.03%

1M

-0.63%

6M

5.32%

1Y

11.62%

5Y*

N/A

10Y*

N/A

EAOA

YTD

15.73%

1M

-0.48%

6M

6.49%

1Y

15.50%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


EAOR vs. EAOA - Expense Ratio Comparison

Both EAOR and EAOA have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


EAOR
iShares ESG Aware Growth Allocation ETF
Expense ratio chart for EAOR: 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%
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

EAOR vs. EAOA - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for EAOR, currently valued at 1.51, compared to the broader market0.002.004.001.511.59
The chart of Sortino ratio for EAOR, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.0012.002.132.21
The chart of Omega ratio for EAOR, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.29
The chart of Calmar ratio for EAOR, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.852.50
The chart of Martin ratio for EAOR, currently valued at 8.87, compared to the broader market0.0020.0040.0060.0080.00100.008.879.67
EAOR
EAOA

The current EAOR Sharpe Ratio is 1.51, which is comparable to the EAOA Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of EAOR and EAOA, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.51
1.59
EAOR
EAOA

Dividends

EAOR vs. EAOA - Dividend Comparison

EAOR's dividend yield for the trailing twelve months is around 2.49%, more than EAOA's 2.05% yield.


TTM2023202220212020
EAOR
iShares ESG Aware Growth Allocation ETF
2.49%2.39%1.99%1.39%1.07%
EAOA
iShares ESG Aware Aggressive Allocation ETF
2.05%2.21%1.93%1.48%1.12%

Drawdowns

EAOR vs. EAOA - Drawdown Comparison

The maximum EAOR drawdown since its inception was -22.91%, smaller than the maximum EAOA drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for EAOR and EAOA. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.97%
-1.89%
EAOR
EAOA

Volatility

EAOR vs. EAOA - Volatility Comparison

The current volatility for iShares ESG Aware Growth Allocation ETF (EAOR) is 2.43%, while iShares ESG Aware Aggressive Allocation ETF (EAOA) has a volatility of 2.98%. This indicates that EAOR experiences smaller price fluctuations and is considered to be less risky than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.43%
2.98%
EAOR
EAOA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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