IESC vs. AIBU
IESC (IES Holdings, Inc.) is a stock, while AIBU (Direxion Daily AI and Big Data Bull 2X Shares) is Leveraged Equities fund tracking the Solactive US AI & Big Data Index. Over the past year, IESC returned 174.90% vs 109.46% for AIBU. At a 0.50 correlation, their price movements are largely independent.
Performance
IESC vs. AIBU - Performance Comparison
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Returns By Period
In the year-to-date period, IESC achieves a 90.76% return, which is significantly higher than AIBU's 48.05% return.
IESC
- 1D
- 2.43%
- 1M
- 12.20%
- YTD
- 90.76%
- 6M
- 76.38%
- 1Y
- 174.90%
- 3Y*
- 145.07%
- 5Y*
- 68.50%
- 10Y*
- 47.65%
AIBU
- 1D
- -4.35%
- 1M
- 29.93%
- YTD
- 48.05%
- 6M
- 34.98%
- 1Y
- 109.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IESC vs. AIBU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IESC IES Holdings, Inc. | 90.76% | 93.58% | 15.07% |
AIBU Direxion Daily AI and Big Data Bull 2X Shares | 48.05% | 42.25% | 38.36% |
Correlation
The correlation between IESC and AIBU is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 16, 2024 | 0.50 |
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Return for Risk
IESC vs. AIBU — Risk / Return Rank
IESC
AIBU
IESC vs. AIBU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) and Direxion Daily AI and Big Data Bull 2X Shares (AIBU). 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.
| IESC | AIBU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 8.07 | 2.26 | +5.81 |
| Martin ratioReturn relative to average drawdown | 22.93 | 5.52 | +17.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IESC | AIBU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.84 | 2.31 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.28 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.99 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 1.25 | -1.19 |
Drawdowns
IESC vs. AIBU - Drawdown Comparison
The maximum IESC drawdown since its inception was -98.32%, which is greater than AIBU's maximum drawdown of -51.17%. Use the drawdown chart below to compare losses from any high point for IESC and AIBU.
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Drawdown Indicators
| IESC | AIBU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.32% | -51.17% | -47.15% |
Max Drawdown (1Y)Largest decline over 1 year | -21.80% | -48.71% | +26.91% |
Max Drawdown (3Y)Largest decline over 3 years | -49.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.28% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.35% | +4.35% |
Average DrawdownAverage peak-to-trough decline | -55.02% | -13.76% | -41.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 19.91% | -12.25% |
Volatility
IESC vs. AIBU - Volatility Comparison
The current volatility for IES Holdings, Inc. (IESC) is 11.36%, while Direxion Daily AI and Big Data Bull 2X Shares (AIBU) has a volatility of 14.56%. This indicates that IESC experiences smaller price fluctuations and is considered to be less risky than AIBU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IESC | AIBU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.36% | 14.56% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 49.65% | 36.96% | +12.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.91% | 47.71% | +14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.92% | 55.37% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.09% | 55.37% | -7.28% |
Dividends
IESC vs. AIBU - Dividend Comparison
IESC has not paid dividends to shareholders, while AIBU's dividend yield for the trailing twelve months is around 1.51%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AIBU Direxion Daily AI and Big Data Bull 2X Shares | 1.51% | 2.27% | 1.33% |
IESC IES Holdings, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IESC and AIBU have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIBU has higher volatility (14.56%) compared to IESC (11.36%). In terms of maximum drawdown, IESC dropped -98.32% vs AIBU's -51.17%.
IESC currently has the higher Sharpe Ratio (2.84 vs 2.31), 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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