INOD vs. AUSF
INOD (Innodata Inc.) is a stock, while AUSF (Global X Adaptive U.S. Factor ETF) is Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index. Over the past 5 years, INOD returned 59.67%/yr vs 13.99%/yr for AUSF. At a 0.24 correlation, their price movements are largely independent.
Performance
INOD vs. AUSF - Performance Comparison
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Returns By Period
In the year-to-date period, INOD achieves a 31.78% return, which is significantly higher than AUSF's 9.42% return.
INOD
- 1D
- -1.44%
- 1M
- -33.46%
- 6M
- 7.08%
- YTD
- 31.78%
- 1Y
- 33.37%
- 3Y*
- 85.84%
- 5Y*
- 59.67%
- 10Y*
- 39.83%
AUSF
- 1D
- -0.57%
- 1M
- 0.13%
- 6M
- 6.52%
- YTD
- 9.42%
- 1Y
- 13.92%
- 3Y*
- 19.10%
- 5Y*
- 13.99%
- 10Y*
- —
INOD vs. AUSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
INOD Innodata Inc. | 31.78% | 28.92% | 385.50% | 174.54% | -49.92% | 11.70% | 364.91% | -24.00% | 17.19% |
AUSF Global X Adaptive U.S. Factor ETF | 9.42% | 13.69% | 16.05% | 22.26% | -0.18% | 27.48% | 1.27% | 24.06% | -11.18% |
Correlation
The correlation between INOD and AUSF is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018 | 0.24 |
The correlation between INOD and AUSF shifts across timeframes, from 0.10 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
INOD vs. AUSF — Risk / Return Rank
INOD
AUSF
INOD vs. AUSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innodata Inc. (INOD) and Global X Adaptive U.S. Factor ETF (AUSF). 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.
| INOD | AUSF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.39 | -1.86 |
| Martin ratioReturn relative to average drawdown | 0.92 | 6.80 | -5.88 |
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Drawdowns
INOD vs. AUSF - Drawdown Comparison
The maximum INOD drawdown since its inception was -95.47%, which is greater than AUSF's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for INOD and AUSF.
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Drawdown Indicators
| INOD | AUSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.47% | -44.25% | -51.22% |
Max Drawdown (1Y)Largest decline over 1 year | -63.03% | -5.84% | -57.19% |
Max Drawdown (3Y)Largest decline over 3 years | -63.03% | -12.29% | -50.74% |
Max Drawdown (5Y)Largest decline over 5 years | -74.44% | -14.23% | -60.21% |
Max Drawdown (10Y)Largest decline over 10 years | -74.44% | — | — |
Current DrawdownCurrent decline from peak | -44.74% | -0.57% | -44.17% |
Average DrawdownAverage peak-to-trough decline | -60.00% | -4.18% | -55.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.24% | 2.06% | +34.18% |
Volatility
INOD vs. AUSF - Volatility Comparison
Innodata Inc. (INOD) has a higher volatility of 20.00% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.71%. This indicates that INOD's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INOD | AUSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.00% | 3.71% | +16.29% |
Volatility (6M)Calculated over the trailing 6-month period | 89.37% | 7.12% | +82.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 121.34% | 10.35% | +110.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 107.10% | 13.62% | +93.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.61% | 18.99% | +70.62% |
Dividends
INOD vs. AUSF - Dividend Comparison
INOD has not paid dividends to shareholders, while AUSF's dividend yield for the trailing twelve months is around 2.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 2.69% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% |
INOD Innodata Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
INOD and AUSF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INOD has higher volatility (20.00%) compared to AUSF (3.71%). In terms of maximum drawdown, INOD dropped -95.47% vs AUSF's -44.25%.
AUSF currently has the higher Sharpe Ratio (1.35 vs 0.28), 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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