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POW vs. AIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POW vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Electrification Supercycle ETF (POW) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POW achieves a 30.34% return, which is significantly lower than AIS's 67.91% return.


POW

1D
6.39%
1M
-17.26%
6M
12.11%
YTD
30.34%
1Y
3Y*
5Y*
10Y*
ALL TIME*

AIS

1D
9.42%
1M
-25.66%
6M
45.09%
YTD
67.91%
1Y
113.00%
3Y*
5Y*
10Y*
ALL TIME*
75.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$39.16M$45.67M$51.12M
$2.18M$2.23M$3.08M

POW vs. AIS - Yearly Performance Comparison


Correlation

The correlation between POW and AIS is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 28, 2025

0.80

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Return for Risk

POW vs. AIS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

POW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AIS
AIS Risk / Return Rank: 8888
Overall Rank
AIS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AIS Sortino Ratio Rank: 8484
Sortino Ratio Rank
AIS Omega Ratio Rank: 8686
Omega Ratio Rank
AIS Calmar Ratio Rank: 8686
Calmar Ratio Rank
AIS Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

POW vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Electrification Supercycle ETF (POW) 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.

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.


POWAISDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.30

Martin ratioReturn relative to average drawdown

14.01

POW vs. AIS - Sharpe Ratio Comparison


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Drawdowns

POW vs. AIS - Drawdown Comparison

The maximum POW drawdown since its inception was -28.02%, smaller than the maximum AIS drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for POW and AIS.


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Drawdown Indicators


POWAISDifference

Max Drawdown

Largest peak-to-trough decline

-28.02%

-34.44%

+6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-34.44%

Current Drawdown

Current decline from peak

-23.42%

-28.27%

+4.85%

Average Drawdown

Average peak-to-trough decline

-5.43%

-6.25%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.10%

Volatility

POW vs. AIS - Volatility Comparison


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Volatility by Period


POWAISDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.23%

Volatility (6M)

Calculated over the trailing 6-month period

43.21%

Volatility (1Y)

Calculated over the trailing 1-year period

34.46%

47.78%

-13.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.46%

44.06%

-9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.46%

44.06%

-9.60%

POW vs. AIS - Expense Ratio Comparison

Both POW and AIS have an expense ratio of 0.75%.


Dividends

POW vs. AIS - Dividend Comparison

POW's dividend yield for the trailing twelve months is around 0.15%, while AIS has not paid dividends to shareholders.


Frequently Asked Questions


POW and AIS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

POW and AIS have the same expense ratio: 0.75% per year.

POW has the higher dividend yield at 0.15%, compared with 0.00% for AIS.

POW is categorized as Actively Managed, while AIS is Artificial Intelligence.

Portfolio Optimizer

Find the right allocation for POW and AIS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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