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PEGA vs. AIQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PEGA and AIQ is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PEGA vs. AIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pegasystems Inc. (PEGA) and Global X Artificial Intelligence & Technology ETF (AIQ). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
48.87%
151.41%
PEGA
AIQ

Key characteristics

Sharpe Ratio

PEGA:

1.01

AIQ:

0.50

Sortino Ratio

PEGA:

1.82

AIQ:

0.87

Omega Ratio

PEGA:

1.26

AIQ:

1.12

Calmar Ratio

PEGA:

0.89

AIQ:

0.51

Martin Ratio

PEGA:

3.44

AIQ:

1.86

Ulcer Index

PEGA:

15.96%

AIQ:

7.30%

Daily Std Dev

PEGA:

54.52%

AIQ:

27.04%

Max Drawdown

PEGA:

-94.81%

AIQ:

-44.66%

Current Drawdown

PEGA:

-37.64%

AIQ:

-13.96%

Returns By Period

In the year-to-date period, PEGA achieves a -2.21% return, which is significantly higher than AIQ's -4.76% return.


PEGA

YTD

-2.21%

1M

31.08%

6M

13.50%

1Y

47.55%

5Y*

2.05%

10Y*

15.74%

AIQ

YTD

-4.76%

1M

0.71%

6M

-1.68%

1Y

12.88%

5Y*

15.82%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PEGA vs. AIQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PEGA
The Risk-Adjusted Performance Rank of PEGA is 8383
Overall Rank
The Sharpe Ratio Rank of PEGA is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of PEGA is 8383
Sortino Ratio Rank
The Omega Ratio Rank of PEGA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PEGA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PEGA is 8282
Martin Ratio Rank

AIQ
The Risk-Adjusted Performance Rank of AIQ is 6060
Overall Rank
The Sharpe Ratio Rank of AIQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AIQ is 6262
Sortino Ratio Rank
The Omega Ratio Rank of AIQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AIQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AIQ is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PEGA vs. AIQ - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for PEGA, currently valued at 1.01, compared to the broader market-2.00-1.000.001.002.003.00
PEGA: 1.01
AIQ: 0.50
The chart of Sortino ratio for PEGA, currently valued at 1.82, compared to the broader market-6.00-4.00-2.000.002.004.00
PEGA: 1.82
AIQ: 0.87
The chart of Omega ratio for PEGA, currently valued at 1.26, compared to the broader market0.501.001.502.00
PEGA: 1.26
AIQ: 1.12
The chart of Calmar ratio for PEGA, currently valued at 0.89, compared to the broader market0.001.002.003.004.005.00
PEGA: 0.89
AIQ: 0.51
The chart of Martin ratio for PEGA, currently valued at 3.44, compared to the broader market-5.000.005.0010.0015.0020.00
PEGA: 3.44
AIQ: 1.86

The current PEGA Sharpe Ratio is 1.01, which is higher than the AIQ Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of PEGA and AIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.01
0.50
PEGA
AIQ

Dividends

PEGA vs. AIQ - Dividend Comparison

PEGA's dividend yield for the trailing twelve months is around 0.07%, less than AIQ's 0.15% yield.


TTM20242023202220212020201920182017201620152014
PEGA
Pegasystems Inc.
0.07%0.05%0.12%0.18%0.05%0.05%0.08%0.13%0.13%0.17%0.22%0.25%
AIQ
Global X Artificial Intelligence & Technology ETF
0.15%0.14%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.64%
-13.96%
PEGA
AIQ

Volatility

PEGA vs. AIQ - Volatility Comparison

Pegasystems Inc. (PEGA) has a higher volatility of 31.46% compared to Global X Artificial Intelligence & Technology ETF (AIQ) at 17.70%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
31.46%
17.70%
PEGA
AIQ