HUBB vs. AIS

Last updated Jun 4, 2026

HUBB (Hubbell Incorporated) is a stock, while AIS (VistaShares Artificial Intelligence Supercycle ETF) is Technology Equities fund actively managed by VistaShares. Over the past year, HUBB returned 25.81% vs 226.72% for AIS. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

HUBB vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hubbell Incorporated (HUBB) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HUBB achieves a 9.81% return, which is significantly lower than AIS's 118.61% return.

HUBB

• 1D: 0.93%
• 1M: -5.74%
• YTD: 9.81%
• 6M: 13.59%
• 1Y: 25.81%
• 3Y*: 19.63%
• 5Y*: 22.30%
• 10Y*: 19.02%

AIS

• 1D: 0.72%
• 1M: 35.87%
• YTD: 118.61%
• 6M: 122.65%
• 1Y: 226.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HUBB vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
HUBB Hubbell Incorporated	9.81%	7.43%	-8.50%
AIS VistaShares Artificial Intelligence Supercycle ETF	118.61%	58.35%	-4.92%

Correlation

The correlation between HUBB and AIS is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.56

The correlation between HUBB and AIS has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

Return for Risk

HUBB vs. AIS — Risk / Return Rank

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

HUBB

HUBB Risk / Return Rank: 66
HUBB Sharpe Ratio Rank: 69
HUBB Sortino Ratio Rank: 62
HUBB Omega Ratio Rank: 61
HUBB Calmar Ratio Rank: 68
HUBB Martin Ratio Rank: 72

AIS

AIS Risk / Return Rank: 97
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 96
AIS Omega Ratio Rank: 96
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

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.

HUBB vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hubbell Incorporated (HUBB) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.

	HUBB	AIS	Difference
Sharpe ratio: Return per unit of total volatility	0.91	6.34	-5.43
Sortino ratio: Return per unit of downside risk	1.40	5.78	-4.38
Omega ratio: Gain probability vs. loss probability	1.17	1.80	-0.63
Calmar ratio: Return relative to maximum drawdown	1.49	14.41	-12.91
Martin ratio: Return relative to average drawdown	4.21	47.43	-43.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HUBB vs. AIS - Sharpe Ratio Comparison

The current HUBB Sharpe Ratio is 0.91, which is lower than the AIS Sharpe Ratio of 6.34. The chart below compares the historical Sharpe Ratios of HUBB and AIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HUBB	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	6.34	-5.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	3.24	-2.59

Drawdowns

HUBB vs. AIS - Drawdown Comparison

The maximum HUBB drawdown since its inception was -41.63%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for HUBB and AIS.

Drawdown Indicators

	HUBB	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-41.63%	-32.78%	-8.85%
Max Drawdown (1Y) Largest decline over 1 year	-17.36%	-15.84%	-1.52%
Max Drawdown (3Y) Largest decline over 3 years	-32.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.65%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.63%	—	—
Current Drawdown Current decline from peak	-12.81%	0.00%	-12.81%
Average Drawdown Average peak-to-trough decline	-7.41%	-5.45%	-1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.14%	4.80%	+1.34%

Volatility

HUBB vs. AIS - Volatility Comparison

The current volatility for Hubbell Incorporated (HUBB) is 7.30%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 16.12%. This indicates that HUBB experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HUBB	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.30%	16.12%	-8.82%
Volatility (6M) Calculated over the trailing 6-month period	22.21%	29.95%	-7.74%
Volatility (1Y) Calculated over the trailing 1-year period	28.59%	36.00%	-7.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.17%	38.04%	-8.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.78%	38.04%	-9.26%

Dividends

HUBB vs. AIS - Dividend Comparison

HUBB's dividend yield for the trailing twelve months is around 1.15%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HUBB Hubbell Incorporated	1.15%	1.21%	1.19%	1.39%	1.82%	1.92%	2.37%	2.32%	3.17%	2.12%	2.22%

Frequently Asked Questions

Can I hold both HUBB and AIS in my portfolio?

HUBB and AIS have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HUBB or AIS?

AIS has higher volatility (16.12%) compared to HUBB (7.30%). In terms of maximum drawdown, HUBB dropped -41.63% vs AIS's -32.78%.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (6.34 vs 0.91), 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.