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

Correlation

The correlation between RISN and AOA is 0.73, 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.


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.

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Key characteristics

Sharpe Ratio

RISN:

0.17

AOA:

0.69

Sortino Ratio

RISN:

0.31

AOA:

1.01

Omega Ratio

RISN:

1.04

AOA:

1.14

Calmar Ratio

RISN:

0.13

AOA:

0.71

Martin Ratio

RISN:

0.40

AOA:

3.18

Ulcer Index

RISN:

5.26%

AOA:

2.89%

Daily Std Dev

RISN:

15.25%

AOA:

14.10%

Max Drawdown

RISN:

-21.88%

AOA:

-28.38%

Current Drawdown

RISN:

-6.31%

AOA:

-1.44%

Returns By Period

In the year-to-date period, RISN achieves a 0.26% return, which is significantly lower than AOA's 3.79% return.


RISN

YTD

0.26%

1M

7.02%

6M

-4.14%

1Y

2.63%

3Y*

4.80%

5Y*

N/A

10Y*

N/A

AOA

YTD

3.79%

1M

7.25%

6M

2.75%

1Y

9.59%

3Y*

10.57%

5Y*

11.08%

10Y*

7.54%

*Annualized

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Inspire Tactical Balanced ESG ETF

RISN vs. AOA - Expense Ratio Comparison

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


Risk-Adjusted Performance

RISN vs. AOA — Risk-Adjusted Performance Rank

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

RISN
The Risk-Adjusted Performance Rank of RISN is 2525
Overall Rank
The Sharpe Ratio Rank of RISN is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of RISN is 2424
Sortino Ratio Rank
The Omega Ratio Rank of RISN is 2323
Omega Ratio Rank
The Calmar Ratio Rank of RISN is 2626
Calmar Ratio Rank
The Martin Ratio Rank of RISN is 2525
Martin Ratio Rank

AOA
The Risk-Adjusted Performance Rank of AOA is 6969
Overall Rank
The Sharpe Ratio Rank of AOA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AOA is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AOA is 6767
Omega Ratio Rank
The Calmar Ratio Rank of AOA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AOA is 7575
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.

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.


The current RISN Sharpe Ratio is 0.17, which is lower than the AOA Sharpe Ratio of 0.69. 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.


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Dividends

RISN vs. AOA - Dividend Comparison

RISN's dividend yield for the trailing twelve months is around 1.25%, less than AOA's 2.24% yield.


TTM20242023202220212020201920182017201620152014
RISN
Inspire Tactical Balanced ESG ETF
1.25%1.39%2.05%1.27%9.62%4.71%0.00%0.00%0.00%0.00%0.00%0.00%
AOA
iShares Core Aggressive Allocation ETF
2.24%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%

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.


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Volatility

RISN vs. AOA - Volatility Comparison

Inspire Tactical Balanced ESG ETF (RISN) has a higher volatility of 5.09% compared to iShares Core Aggressive Allocation ETF (AOA) at 3.07%. 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.


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