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RHI vs. AOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RHI vs. AOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Robert Half International Inc. (RHI) and iShares Core 80/20 Aggressive Allocation ETF (AOA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RHI achieves a 21.98% return, which is significantly higher than AOA's 10.13% return. Over the past 10 years, RHI has underperformed AOA with an annualized return of 0.34%, while AOA has yielded a comparatively higher 10.53% annualized return.


RHI

1D
6.90%
1M
20.39%
YTD
21.98%
6M
23.57%
1Y
-22.90%
3Y*
-19.21%
5Y*
-15.82%
10Y*
0.34%

AOA

1D
0.18%
1M
3.39%
YTD
10.13%
6M
10.89%
1Y
24.17%
3Y*
17.70%
5Y*
9.19%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RHI vs. AOA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RHI
Robert Half International Inc.
21.98%-59.06%-17.40%22.14%-32.48%81.35%1.36%12.76%4.82%16.15%
AOA
iShares Core 80/20 Aggressive Allocation ETF
10.13%19.59%13.55%18.27%-16.23%15.42%12.82%22.60%-7.86%20.05%

Correlation

The correlation between RHI and AOA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2008

0.60

Over the past year, the correlation between RHI and AOA has dropped to 0.18 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

RHI vs. AOA — Risk / Return Rank

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

RHI
RHI Risk / Return Rank: 2424
Overall Rank
RHI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RHI Sortino Ratio Rank: 2222
Sortino Ratio Rank
RHI Omega Ratio Rank: 2323
Omega Ratio Rank
RHI Calmar Ratio Rank: 2525
Calmar Ratio Rank
RHI Martin Ratio Rank: 2828
Martin Ratio Rank

AOA
AOA Risk / Return Rank: 7070
Overall Rank
AOA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7272
Sortino Ratio Rank
AOA Omega Ratio Rank: 7272
Omega Ratio Rank
AOA Calmar Ratio Rank: 6161
Calmar Ratio Rank
AOA Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RHI vs. AOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Robert Half International Inc. (RHI) and iShares Core 80/20 Aggressive Allocation ETF (AOA). 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.


RHIAOADifference
Sharpe ratioReturn per unit of total volatility

-2.72

Sortino ratioReturn per unit of downside risk

-3.63

Omega ratioGain probability vs. loss probability

0.95

1.42

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.48

2.96

-3.44

Martin ratioReturn relative to average drawdown

-0.73

13.13

-13.86

RHI vs. AOA - Sharpe Ratio Comparison

The current RHI Sharpe Ratio is -0.44, which is lower than the AOA Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of RHI and AOA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RHIAOADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

2.28

-2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.71

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.78

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.69

-0.38

Drawdowns

RHI vs. AOA - Drawdown Comparison

The maximum RHI drawdown since its inception was -79.39%, which is greater than AOA's maximum drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for RHI and AOA.


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Drawdown Indicators


RHIAOADifference

Max Drawdown

Largest peak-to-trough decline

-79.39%

-28.38%

-51.01%

Max Drawdown (1Y)

Largest decline over 1 year

-48.00%

-8.20%

-39.80%

Max Drawdown (3Y)

Largest decline over 3 years

-72.16%

-12.94%

-59.22%

Max Drawdown (5Y)

Largest decline over 5 years

-79.39%

-23.62%

-55.77%

Max Drawdown (10Y)

Largest decline over 10 years

-79.39%

-28.38%

-51.01%

Current Drawdown

Current decline from peak

-69.54%

-0.31%

-69.23%

Average Drawdown

Average peak-to-trough decline

-24.72%

-4.05%

-20.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.36%

1.85%

+29.51%

Volatility

RHI vs. AOA - Volatility Comparison

Robert Half International Inc. (RHI) has a higher volatility of 14.78% compared to iShares Core 80/20 Aggressive Allocation ETF (AOA) at 3.16%. This indicates that RHI's price experiences larger fluctuations and is considered to be riskier than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RHIAOADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.78%

3.16%

+11.62%

Volatility (6M)

Calculated over the trailing 6-month period

44.01%

8.51%

+35.50%

Volatility (1Y)

Calculated over the trailing 1-year period

52.40%

10.63%

+41.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.63%

12.97%

+22.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.52%

13.54%

+20.98%

Dividends

RHI vs. AOA - Dividend Comparison

RHI's dividend yield for the trailing twelve months is around 7.47%, more than AOA's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
AOA
iShares Core 80/20 Aggressive Allocation ETF
2.04%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%
RHI
Robert Half International Inc.
7.47%8.69%3.01%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%

Frequently Asked Questions


RHI and AOA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RHI has higher volatility (14.78%) compared to AOA (3.16%). In terms of maximum drawdown, RHI dropped -79.39% vs AOA's -28.38%.

AOA currently has the higher Sharpe Ratio (2.28 vs -0.44), 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.

Portfolio Optimizer

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