PEGA vs. AIQ
PEGA (Pegasystems Inc.) is a stock, while AIQ (Global X Artificial Intelligence & Technology ETF) is Artificial Intelligence fund tracking the Indxx Artificial Intelligence & Big Data Index. Over the past 5 years, PEGA returned -13.51%/yr vs 14.37%/yr for AIQ. Their 0.60 correlation means they have sometimes moved together and sometimes differently.
Performance
PEGA vs. AIQ - Performance Comparison
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Returns By Period
In the year-to-date period, PEGA achieves a -48.73% return, which is significantly lower than AIQ's 15.79% return.
PEGA
- 1D
- 1.73%
- 1M
- -1.59%
- 6M
- -29.96%
- YTD
- -48.73%
- 1Y
- -46.63%
- 3Y*
- 4.75%
- 5Y*
- -13.51%
- 10Y*
- 8.64%
- ALL TIME*
- 8.19%
AIQ
- 1D
- 0.34%
- 1M
- -4.79%
- 6M
- 13.32%
- YTD
- 15.79%
- 1Y
- 35.59%
- 3Y*
- 26.21%
- 5Y*
- 14.37%
- 10Y*
- —
- ALL TIME*
- 18.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $120.56M | $130.50M | $165.49M | |
PEGA Pegasystems Inc. | $161.98M | $112.97M | $82.99M |
PEGA vs. AIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PEGA Pegasystems Inc. | -48.73% | 28.39% | 91.01% | 43.07% | -69.29% | -16.01% | 67.51% | 66.81% | -22.35% |
AIQ Global X Artificial Intelligence & Technology ETF | 15.79% | 31.89% | 24.11% | 55.39% | -36.44% | 17.09% | 52.88% | 39.94% | -14.05% |
Correlation
The correlation between PEGA and AIQ is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 16, 2018 | 0.60 |
Over the past year, the correlation between PEGA and AIQ has dropped to 0.23 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
PEGA vs. AIQ — Risk / Return Rank
PEGA
AIQ
PEGA vs. AIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pegasystems Inc. (PEGA) and Global X Artificial Intelligence & Technology ETF (AIQ). 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.
| PEGA | AIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.20 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.60 | -2.39 |
| Martin ratioReturn relative to average drawdown | -1.46 | 4.82 | -6.28 |
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Drawdowns
PEGA vs. AIQ - Drawdown Comparison
The maximum PEGA drawdown since its inception was -94.81%, which is greater than AIQ's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for PEGA and AIQ.
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Drawdown Indicators
| PEGA | AIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.81% | -44.66% | -50.15% |
Max Drawdown (1Y)Largest decline over 1 year | -60.91% | -20.19% | -40.72% |
Max Drawdown (3Y)Largest decline over 3 years | -60.91% | -26.35% | -34.56% |
Max Drawdown (5Y)Largest decline over 5 years | -78.59% | -44.66% | -33.93% |
Max Drawdown (10Y)Largest decline over 10 years | -79.21% | — | — |
Current DrawdownCurrent decline from peak | -57.86% | -16.04% | -41.82% |
Average DrawdownAverage peak-to-trough decline | -44.92% | -9.82% | -35.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.78% | 6.71% | +26.07% |
Volatility
PEGA vs. AIQ - Volatility Comparison
Pegasystems Inc. (PEGA) has a higher volatility of 22.59% compared to Global X Artificial Intelligence & Technology ETF (AIQ) at 10.41%. This indicates that PEGA's price experiences larger fluctuations and is considered to be riskier than AIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEGA | AIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.59% | 10.41% | +12.18% |
Volatility (6M)Calculated over the trailing 6-month period | 42.00% | 24.84% | +17.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.73% | 28.57% | +23.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.46% | 26.42% | +26.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.55% | 25.98% | +18.57% |
Dividends
PEGA vs. AIQ - Dividend Comparison
PEGA's dividend yield for the trailing twelve months is around 0.39%, more than AIQ's 0.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIQ Global X Artificial Intelligence & Technology ETF | 0.08% | 0.18% | 0.14% | 0.16% | 0.56% | 0.15% | 0.50% | 0.51% | 0.51% | 0.00% | 0.00% | 0.00% |
PEGA Pegasystems Inc. | 0.39% | 0.15% | 0.10% | 0.25% | 0.35% | 0.11% | 0.09% | 0.15% | 0.25% | 0.25% | 0.33% | 0.44% |
Frequently Asked Questions
PEGA and AIQ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEGA has higher volatility (22.59%) compared to AIQ (10.41%). In terms of maximum drawdown, PEGA dropped -94.81% vs AIQ's -44.66%.
AIQ currently has the higher Sharpe Ratio (1.13 vs -0.93), 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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