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IRBO vs. ATVI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IRBOATVI

Correlation

-0.50.00.51.00.4

The correlation between IRBO and ATVI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IRBO vs. ATVI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08
-3.84%
0
IRBO
ATVI

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Risk-Adjusted Performance

IRBO vs. ATVI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) and Activision Blizzard, Inc. (ATVI). 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.


IRBO
Sharpe ratio
No data

IRBO vs. ATVI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08
0.32
1.21
IRBO
ATVI

Dividends

IRBO vs. ATVI - Dividend Comparison

Neither IRBO nor ATVI has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.54%0.62%0.13%1.14%0.53%0.69%0.34%0.00%0.00%0.00%0.00%0.00%
ATVI
Activision Blizzard, Inc.
0.00%1.05%0.61%0.71%0.44%0.62%0.73%0.47%0.72%0.59%0.99%1.07%

Drawdowns

IRBO vs. ATVI - Drawdown Comparison


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08
-32.91%
-7.07%
IRBO
ATVI

Volatility

IRBO vs. ATVI - Volatility Comparison

iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) has a higher volatility of 7.79% compared to Activision Blizzard, Inc. (ATVI) at 0.00%. This indicates that IRBO's price experiences larger fluctuations and is considered to be riskier than ATVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08
7.79%
0
IRBO
ATVI