HUT vs. AIS
HUT (Hut 8 Corp.) is a stock, while AIS (VistaShares Artificial Intelligence Supercycle ETF) is Technology Equities fund actively managed by VistaShares. Over the past year, HUT returned 658.40% vs 204.96% for AIS. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
HUT vs. AIS - Performance Comparison
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Returns By Period
In the year-to-date period, HUT achieves a 162.32% return, which is significantly higher than AIS's 113.37% return.
HUT
- 1D
- -0.44%
- 1M
- 13.80%
- YTD
- 162.32%
- 6M
- 129.67%
- 1Y
- 658.40%
- 3Y*
- 101.87%
- 5Y*
- 44.39%
- 10Y*
- —
AIS
- 1D
- -8.85%
- 1M
- 12.86%
- YTD
- 113.37%
- 6M
- 114.50%
- 1Y
- 204.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HUT vs. AIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HUT Hut 8 Corp. | 162.32% | 124.21% | -20.98% |
AIS VistaShares Artificial Intelligence Supercycle ETF | 113.37% | 58.35% | -4.74% |
Correlation
The correlation between HUT and AIS is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024 | 0.59 |
The correlation between HUT and AIS has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.
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Return for Risk
HUT vs. AIS — Risk / Return Rank
HUT
AIS
HUT vs. AIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hut 8 Corp. (HUT) 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.
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.
| HUT | AIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.65 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 17.21 | 13.02 | +4.19 |
| Martin ratioReturn relative to average drawdown | 46.85 | 39.90 | +6.95 |
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Drawdowns
HUT vs. AIS - Drawdown Comparison
The maximum HUT drawdown since its inception was -95.04%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for HUT and AIS.
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Drawdown Indicators
| HUT | AIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.04% | -32.78% | -62.26% |
Max Drawdown (1Y)Largest decline over 1 year | -38.62% | -15.84% | -22.78% |
Max Drawdown (3Y)Largest decline over 3 years | -71.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -95.04% | — | — |
Current DrawdownCurrent decline from peak | -9.40% | -8.85% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -63.39% | -5.48% | -57.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.16% | 5.16% | +9.00% |
Volatility
HUT vs. AIS - Volatility Comparison
Hut 8 Corp. (HUT) and VistaShares Artificial Intelligence Supercycle ETF (AIS) have volatilities of 23.80% and 23.82%, 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.
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Volatility by Period
| HUT | AIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.80% | 23.82% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 73.43% | 36.25% | +37.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.76% | 41.61% | +61.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 105.59% | 41.09% | +64.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 114.60% | 41.09% | +73.51% |
Dividends
HUT vs. AIS - Dividend Comparison
Neither HUT nor AIS has paid dividends to shareholders.
Frequently Asked Questions
HUT and AIS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIS has higher volatility (23.82%) compared to HUT (23.80%). In terms of maximum drawdown, HUT dropped -95.04% vs AIS's -32.78%.
HUT currently has the higher Sharpe Ratio (6.48 vs 4.96), 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.
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