IQE.L vs. AIS
IQE.L (IQE plc) is a stock, while AIS (VistaShares Artificial Intelligence Supercycle ETF) is Technology Equities fund actively managed by VistaShares. Over the past year, IQE.L returned 388.61% vs 216.51% for AIS. At a 0.17 correlation, their price movements are largely independent.
Performance
IQE.L vs. AIS - Performance Comparison
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Different Trading Currencies
IQE.L is traded in GBp, while AIS is traded in USD. To make them comparable, the AIS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IQE.L achieves a 887.00% return, which is significantly higher than AIS's 113.33% return.
IQE.L
- 1D
- -4.55%
- 1M
- -1.30%
- YTD
- 887.00%
- 6M
- 871.46%
- 1Y
- 388.61%
- 3Y*
- 31.61%
- 5Y*
- -1.97%
- 10Y*
- 10.16%
AIS
- 1D
- 0.00%
- 1M
- 22.90%
- YTD
- 113.33%
- 6M
- 112.25%
- 1Y
- 216.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQE.L vs. AIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IQE.L IQE plc | 887.00% | -54.95% | -10.63% |
AIS VistaShares Artificial Intelligence Supercycle ETF | 113.33% | 47.07% | -3.71% |
Correlation
The correlation between IQE.L and AIS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.17 |
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Return for Risk
IQE.L vs. AIS — Risk / Return Rank
IQE.L
AIS
IQE.L vs. AIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IQE plc (IQE.L) 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.
| IQE.L | AIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.80 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 6.86 | 14.06 | -7.20 |
| Martin ratioReturn relative to average drawdown | 12.36 | 45.76 | -33.40 |
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
| IQE.L | AIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 6.29 | -3.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 2.97 | -3.08 |
Drawdowns
IQE.L vs. AIS - Drawdown Comparison
The maximum IQE.L drawdown since its inception was -99.71%, which is greater than AIS's maximum drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for IQE.L and AIS.
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Drawdown Indicators
| IQE.L | AIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.71% | -35.18% | -64.53% |
Max Drawdown (1Y)Largest decline over 1 year | -56.19% | -15.50% | -40.69% |
Max Drawdown (3Y)Largest decline over 3 years | -86.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -91.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -97.27% | — | — |
Current DrawdownCurrent decline from peak | -93.56% | -2.81% | -90.75% |
Average DrawdownAverage peak-to-trough decline | -93.32% | -6.83% | -86.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.26% | 4.75% | +26.51% |
Volatility
IQE.L vs. AIS - Volatility Comparison
IQE plc (IQE.L) has a higher volatility of 51.08% compared to VistaShares Artificial Intelligence Supercycle ETF (AIS) at 15.57%. This indicates that IQE.L's price experiences larger fluctuations and is considered to be riskier than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQE.L | AIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 51.08% | 15.57% | +35.51% |
Volatility (6M)Calculated over the trailing 6-month period | 114.85% | 28.60% | +86.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 128.68% | 34.65% | +94.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.18% | 37.03% | +43.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.23% | 37.03% | +38.20% |
Dividends
IQE.L vs. AIS - Dividend Comparison
Neither IQE.L nor AIS has paid dividends to shareholders.
Frequently Asked Questions
IQE.L and AIS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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