IRBT vs. BOTZ
Compare and contrast key facts about iRobot Corporation (IRBT) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ).
BOTZ is a passively managed fund by Global X that tracks the performance of the Indxx Global Robotics & Artificial Intelligence Thematic Index. It was launched on Sep 12, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRBT or BOTZ.
Performance
IRBT vs. BOTZ - Performance Comparison
Returns By Period
In the year-to-date period, IRBT achieves a -82.02% return, which is significantly lower than BOTZ's 16.62% return.
IRBT
-82.02%
-18.21%
-27.73%
-76.66%
-31.67%
-15.08%
BOTZ
16.62%
4.77%
6.36%
26.63%
9.67%
N/A
Key characteristics
| IRBT | BOTZ | |
|---|---|---|
| Sharpe Ratio | -0.72 | 1.24 |
| Sortino Ratio | -1.13 | 1.75 |
| Omega Ratio | 0.85 | 1.22 |
| Calmar Ratio | -0.79 | 0.78 |
| Martin Ratio | -1.07 | 5.00 |
| Ulcer Index | 71.56% | 5.31% |
| Daily Std Dev | 106.34% | 21.38% |
| Max Drawdown | -96.30% | -55.54% |
| Current Drawdown | -95.68% | -16.20% |
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Correlation
The correlation between IRBT and BOTZ 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.
Risk-Adjusted Performance
IRBT vs. BOTZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iRobot Corporation (IRBT) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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.
Dividends
IRBT vs. BOTZ - Dividend Comparison
IRBT has not paid dividends to shareholders, while BOTZ's dividend yield for the trailing twelve months is around 0.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
IRBT iRobot Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.14% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% |
Drawdowns
IRBT vs. BOTZ - Drawdown Comparison
The maximum IRBT drawdown since its inception was -96.30%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for IRBT and BOTZ. For additional features, visit the drawdowns tool.
Volatility
IRBT vs. BOTZ - Volatility Comparison
iRobot Corporation (IRBT) has a higher volatility of 51.87% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.35%. This indicates that IRBT's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.