GIL vs. AIPO

Last updated Apr 1, 2026

Compare and contrast key facts about Gildan Activewear Inc. (GIL) and Defiance AI & Power Infrastructure ETF (AIPO).

AIPO is a passively managed fund by Defiance that tracks the performance of the MarketVector™ US Listed AI and Power Infrastructure Index. It was launched on Jul 24, 2025.

Performance

GIL vs. AIPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gildan Activewear Inc. (GIL) and Defiance AI & Power Infrastructure ETF (AIPO). The values are adjusted to include any dividend payments, if applicable.

GIL vs. AIPO - Yearly Performance Comparison

	2026 (YTD)	2025
GIL Gildan Activewear Inc.	-10.52%	20.52%
AIPO Defiance AI & Power Infrastructure ETF	12.84%	8.68%

Returns By Period

In the year-to-date period, GIL achieves a -10.52% return, which is significantly lower than AIPO's 12.84% return.

GIL

• 1D: 3.65%
• 1M: -17.92%
• YTD: -10.52%
• 6M: -2.92%
• 1Y: 28.00%
• 3Y*: 21.22%
• 5Y*: 14.60%
• 10Y*: 7.82%

AIPO

• 1D: 4.70%
• 1M: -4.73%
• YTD: 12.84%
• 6M: 10.42%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GIL vs. AIPO — Risk / Return Rank

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

GIL

GIL Risk / Return Rank: 67
GIL Sharpe Ratio Rank: 70
GIL Sortino Ratio Rank: 67
GIL Omega Ratio Rank: 64
GIL Calmar Ratio Rank: 64
GIL Martin Ratio Rank: 72

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.

GIL vs. AIPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gildan Activewear Inc. (GIL) and Defiance AI & Power Infrastructure ETF (AIPO). 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.

	GIL	AIPO	Difference
Sharpe ratio Return per unit of total volatility	0.83	—	—
Sortino ratio Return per unit of downside risk	1.45	—	—
Omega ratio Gain probability vs. loss probability	1.18	—	—
Calmar ratio Return relative to maximum drawdown	1.01	—	—
Martin ratio Return relative to average drawdown	3.73	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GIL	AIPO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.03	-0.51

Correlation

The correlation between GIL and AIPO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GIL vs. AIPO - Dividend Comparison

GIL's dividend yield for the trailing twelve months is around 1.67%, more than AIPO's 0.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GIL Gildan Activewear Inc.	1.67%	1.45%	1.74%	2.25%	2.47%	1.53%	0.55%	1.82%	1.48%	1.16%	1.23%	0.91%
AIPO Defiance AI & Power Infrastructure ETF	0.01%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GIL vs. AIPO - Drawdown Comparison

The maximum GIL drawdown since its inception was -87.23%, which is greater than AIPO's maximum drawdown of -17.31%. Use the drawdown chart below to compare losses from any high point for GIL and AIPO.

Drawdown Indicators

	GIL	AIPO	Difference
Max Drawdown Largest peak-to-trough decline	-87.23%	-17.31%	-69.92%
Max Drawdown (1Y) Largest decline over 1 year	-25.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.97%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-74.44%	—	—
Current Drawdown Current decline from peak	-23.00%	-7.04%	-15.96%
Average Drawdown Average peak-to-trough decline	-19.13%	-5.03%	-14.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.94%	—	—

Volatility

Volatility by Period

	GIL	AIPO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.11%	34.05%	+0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.34%	34.05%	-2.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.16%	34.05%	+0.11%