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RISN vs. AOA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RISN and AOA is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

RISN vs. AOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Tactical Balanced ESG ETF (RISN) and iShares Core Aggressive Allocation ETF (AOA). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%50.00%55.00%JulyAugustSeptemberOctoberNovemberDecember
28.37%
49.59%
RISN
AOA

Key characteristics

Sharpe Ratio

RISN:

0.83

AOA:

1.61

Sortino Ratio

RISN:

1.25

AOA:

2.22

Omega Ratio

RISN:

1.15

AOA:

1.29

Calmar Ratio

RISN:

0.75

AOA:

2.52

Martin Ratio

RISN:

3.71

AOA:

10.04

Ulcer Index

RISN:

2.44%

AOA:

1.56%

Daily Std Dev

RISN:

10.90%

AOA:

9.73%

Max Drawdown

RISN:

-21.88%

AOA:

-28.38%

Current Drawdown

RISN:

-6.40%

AOA:

-2.97%

Returns By Period

In the year-to-date period, RISN achieves a 7.79% return, which is significantly lower than AOA's 13.82% return.


RISN

YTD

7.79%

1M

-3.35%

6M

3.74%

1Y

8.01%

5Y*

N/A

10Y*

N/A

AOA

YTD

13.82%

1M

-0.44%

6M

4.76%

1Y

14.61%

5Y*

8.09%

10Y*

7.73%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RISN vs. AOA - Expense Ratio Comparison

RISN has a 0.82% expense ratio, which is higher than AOA's 0.25% expense ratio.


RISN
Inspire Tactical Balanced ESG ETF
Expense ratio chart for RISN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for AOA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

RISN vs. AOA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Tactical Balanced ESG ETF (RISN) and iShares Core 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.


Sharpe ratio
The chart of Sharpe ratio for RISN, currently valued at 0.83, compared to the broader market0.002.004.000.831.61
The chart of Sortino ratio for RISN, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.001.252.22
The chart of Omega ratio for RISN, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.29
The chart of Calmar ratio for RISN, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.752.52
The chart of Martin ratio for RISN, currently valued at 3.71, compared to the broader market0.0020.0040.0060.0080.00100.003.7110.04
RISN
AOA

The current RISN Sharpe Ratio is 0.83, which is lower than the AOA Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of RISN and AOA, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.83
1.61
RISN
AOA

Dividends

RISN vs. AOA - Dividend Comparison

RISN's dividend yield for the trailing twelve months is around 0.89%, less than AOA's 3.11% yield.


TTM20232022202120202019201820172016201520142013
RISN
Inspire Tactical Balanced ESG ETF
0.89%2.05%1.27%9.62%4.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AOA
iShares Core Aggressive Allocation ETF
2.29%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%1.84%

Drawdowns

RISN vs. AOA - Drawdown Comparison

The maximum RISN drawdown since its inception was -21.88%, smaller than the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for RISN and AOA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.40%
-2.97%
RISN
AOA

Volatility

RISN vs. AOA - Volatility Comparison

Inspire Tactical Balanced ESG ETF (RISN) has a higher volatility of 3.45% compared to iShares Core Aggressive Allocation ETF (AOA) at 2.88%. This indicates that RISN'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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.45%
2.88%
RISN
AOA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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