SHAZ vs. AOK

Last updated Jul 17, 2026

SHAZ (SharonAI Holdings Inc) is a stock, while AOK (iShares Core 30/70 Conservative Allocation ETF) is Diversified Portfolio fund tracking the S&P Target Risk Conservative Index. Over the past 3 years, SHAZ returned 83.60%/yr vs 8.68%/yr for AOK. At a 0.04 correlation, their price movements are largely independent.

Performance

SHAZ vs. AOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SharonAI Holdings Inc (SHAZ) and iShares Core 30/70 Conservative Allocation ETF (AOK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHAZ achieves a 3,445.95% return, which is significantly higher than AOK's 4.16% return.

SHAZ

• 1D: -7.12%
• 1M: -14.45%
• 6M: 3,445.95%
• YTD: 3,445.95%
• 1Y: 43,633.33%
• 3Y*: 83.60%
• 5Y*: —
• 10Y*: —

AOK

• 1D: -0.18%
• 1M: -0.45%
• 6M: 2.71%
• YTD: 4.16%
• 1Y: 10.17%
• 3Y*: 8.68%
• 5Y*: 3.55%
• 10Y*: 4.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SHAZ vs. AOK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SHAZ SharonAI Holdings Inc	3,445.95%	6,066.67%	-99.73%	6.31%	3.88%	1.48%
AOK iShares Core 30/70 Conservative Allocation ETF	4.16%	11.26%	6.58%	10.85%	-14.16%	0.23%

Correlation

The correlation between SHAZ and AOK is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (All Time) Calculated using the full available price history since Dec 27, 2021	0.04

The correlation between SHAZ and AOK shifts across timeframes, from 0.04 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SHAZ vs. AOK — Risk / Return Rank

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

SHAZ

SHAZ Risk / Return Rank: 100
SHAZ Sharpe Ratio Rank: 100
SHAZ Sortino Ratio Rank: 100
SHAZ Omega Ratio Rank: 100
SHAZ Calmar Ratio Rank: 100
SHAZ Martin Ratio Rank: 100

AOK

AOK Risk / Return Rank: 64
AOK Sharpe Ratio Rank: 66
AOK Sortino Ratio Rank: 66
AOK Omega Ratio Rank: 68
AOK Calmar Ratio Rank: 56
AOK Martin Ratio Rank: 67

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.

SHAZ vs. AOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SharonAI Holdings Inc (SHAZ) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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.

	SHAZ	AOK	Difference
Sharpe ratio: Return per unit of total volatility	41.34	1.72	+39.62
Sortino ratio: Return per unit of downside risk	35.53	2.44	+33.09
Omega ratio: Gain probability vs. loss probability	7.45	1.32	+6.13
Calmar ratio: Return relative to maximum drawdown	1,603.01	2.27	+1,600.74
Martin ratio: Return relative to average drawdown	3,864.69	9.55	+3,855.14

SHAZ vs. AOK - Sharpe Ratio Comparison

The current SHAZ Sharpe Ratio is 41.34, which is higher than the AOK Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SHAZ and AOK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SHAZ vs. AOK - Drawdown Comparison

The maximum SHAZ drawdown since its inception was -99.78%, which is greater than AOK's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for SHAZ and AOK.

Drawdown Indicators

	SHAZ	AOK	Difference
Max Drawdown Largest peak-to-trough decline	-99.78%	-18.94%	-80.84%
Max Drawdown (1Y) Largest decline over 1 year	-44.73%	-4.50%	-40.23%
Max Drawdown (3Y) Largest decline over 3 years	-99.78%	-6.37%	-93.41%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.94%	—
Current Drawdown Current decline from peak	-29.23%	-0.56%	-28.67%
Average Drawdown Average peak-to-trough decline	-35.39%	-2.36%	-33.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.84%	1.07%	+16.77%

Volatility

SHAZ vs. AOK - Volatility Comparison

SharonAI Holdings Inc (SHAZ) has a higher volatility of 36.84% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 1.65%. This indicates that SHAZ's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHAZ	AOK	Difference
Volatility (1M) Calculated over the trailing 1-month period	36.84%	1.65%	+35.19%
Volatility (6M) Calculated over the trailing 6-month period	294.30%	4.89%	+289.41%
Volatility (1Y) Calculated over the trailing 1-year period	1,734.43%	5.95%	+1,728.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,798.84%	7.16%	+1,791.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,798.84%	6.72%	+1,792.12%

Dividends

SHAZ vs. AOK - Dividend Comparison

SHAZ has not paid dividends to shareholders, while AOK's dividend yield for the trailing twelve months is around 3.36%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AOK iShares Core 30/70 Conservative Allocation ETF	3.36%	3.28%	3.23%	2.93%	2.25%	1.55%	2.10%	2.71%	2.68%	2.91%	2.14%	2.02%
SHAZ SharonAI Holdings Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SHAZ and AOK in my portfolio?

SHAZ and AOK have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHAZ or AOK?

SHAZ has higher volatility (36.84%) compared to AOK (1.65%). In terms of maximum drawdown, SHAZ dropped -99.78% vs AOK's -18.94%.

Which has better risk-adjusted returns?

SHAZ currently has the higher Sharpe Ratio (41.34 vs 1.72), 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.