RISR vs. AJG
RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) is Nontraditional Bonds fund actively managed by FolioBeyond, while AJG (Arthur J. Gallagher & Co.) is a stock. Over the past 3 years, RISR returned 10.98%/yr vs 2.53%/yr for AJG. At a 0.05 correlation, their price movements are largely independent.
Performance
RISR vs. AJG - Performance Comparison
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Returns By Period
In the year-to-date period, RISR achieves a 3.07% return, which is significantly higher than AJG's -14.95% return.
RISR
- 1D
- -0.18%
- 1M
- -0.33%
- YTD
- 3.07%
- 6M
- 3.20%
- 1Y
- 5.26%
- 3Y*
- 10.98%
- 5Y*
- —
- 10Y*
- —
AJG
- 1D
- -1.00%
- 1M
- 9.74%
- YTD
- -14.95%
- 6M
- -13.82%
- 1Y
- -30.16%
- 3Y*
- 2.53%
- 5Y*
- 9.77%
- 10Y*
- 18.56%
RISR vs. AJG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 3.07% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
AJG Arthur J. Gallagher & Co. | -14.95% | -8.03% | 27.34% | 20.51% | 12.44% | 14.48% |
Correlation
The correlation between RISR and AJG is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.05 |
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Return for Risk
RISR vs. AJG — Risk / Return Rank
RISR
AJG
RISR vs. AJG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Arthur J. Gallagher & Co. (AJG). 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.
| RISR | AJG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.81 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.76 | +2.59 |
| Martin ratioReturn relative to average drawdown | 4.33 | -1.30 | +5.63 |
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Drawdowns
RISR vs. AJG - Drawdown Comparison
The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum AJG drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for RISR and AJG.
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Drawdown Indicators
| RISR | AJG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.31% | -57.49% | +43.18% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -40.64% | +38.03% |
Max Drawdown (3Y)Largest decline over 3 years | -8.07% | -44.40% | +36.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.40% | — |
Current DrawdownCurrent decline from peak | -0.44% | -36.46% | +36.02% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -12.83% | +10.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 23.87% | -22.77% |
Volatility
RISR vs. AJG - Volatility Comparison
The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 1.30%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 8.37%. This indicates that RISR experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RISR | AJG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 8.37% | -7.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 22.48% | -18.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.45% | 27.85% | -22.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.82% | 22.98% | -11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.82% | 23.08% | -11.26% |
Dividends
RISR vs. AJG - Dividend Comparison
RISR's dividend yield for the trailing twelve months is around 5.91%, more than AJG's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.23% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.91% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RISR and AJG have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AJG has higher volatility (8.37%) compared to RISR (1.30%). In terms of maximum drawdown, RISR dropped -14.31% vs AJG's -57.49%.
RISR currently has the higher Sharpe Ratio (0.87 vs -1.12), 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.
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