STEX vs. AHLIX

Last updated Jun 4, 2026

STEX (Streamex Corp) is a stock, while AHLIX (American Beacon AHL Managed Futures Strategy Fund Class R5) is Systematic Trend fund actively managed by American Beacon. Over the past 10 years, STEX returned -24.51%/yr vs 5.15%/yr for AHLIX. At a correlation of -0.02, they often move in opposite directions.

Performance

STEX vs. AHLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Streamex Corp (STEX) and American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STEX achieves a -64.69% return, which is significantly lower than AHLIX's 12.91% return. Over the past 10 years, STEX has underperformed AHLIX with an annualized return of -24.51%, while AHLIX has yielded a comparatively higher 5.15% annualized return.

STEX

• 1D: -10.08%
• 1M: 5.42%
• YTD: -64.69%
• 6M: -75.85%
• 1Y: -83.33%
• 3Y*: -56.72%
• 5Y*: -50.36%
• 10Y*: -24.51%

AHLIX

• 1D: 0.56%
• 1M: 3.26%
• YTD: 12.91%
• 6M: 15.25%
• 1Y: 31.52%
• 3Y*: 5.08%
• 5Y*: 4.99%
• 10Y*: 5.15%

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

STEX vs. AHLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STEX Streamex Corp	-64.69%	103.36%	-68.63%	13.10%	-81.17%	-42.82%	-34.12%	38.64%	196.53%	11.63%
AHLIX American Beacon AHL Managed Futures Strategy Fund Class R5	12.91%	2.59%	2.07%	-3.85%	16.94%	5.09%	10.71%	0.44%	2.52%	5.23%

Correlation

The correlation between STEX and AHLIX is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	-0.03
Correlation (10Y) Calculated over the trailing 10-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015	-0.02

Return for Risk

STEX vs. AHLIX — Risk / Return Rank

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

STEX

STEX Risk / Return Rank: 13
STEX Sharpe Ratio Rank: 15
STEX Sortino Ratio Rank: 12
STEX Omega Ratio Rank: 14
STEX Calmar Ratio Rank: 7
STEX Martin Ratio Rank: 14

AHLIX

AHLIX Risk / Return Rank: 88
AHLIX Sharpe Ratio Rank: 88
AHLIX Sortino Ratio Rank: 81
AHLIX Omega Ratio Rank: 79
AHLIX Calmar Ratio Rank: 96
AHLIX Martin Ratio Rank: 93

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.

STEX vs. AHLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Streamex Corp (STEX) and American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX). 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.

	STEX	AHLIX	Difference
Sharpe ratio: Return per unit of total volatility	-0.60	2.90	-3.50
Sortino ratio: Return per unit of downside risk	-0.97	3.88	-4.85
Omega ratio: Gain probability vs. loss probability	0.90	1.53	-0.63
Calmar ratio: Return relative to maximum drawdown	-0.89	6.41	-7.31
Martin ratio: Return relative to average drawdown	-1.22	20.39	-21.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STEX vs. AHLIX - Sharpe Ratio Comparison

The current STEX Sharpe Ratio is -0.60, which is lower than the AHLIX Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of STEX and AHLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STEX	AHLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.60	2.90	-3.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	0.52	-0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.16	0.55	-0.71
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.47	-0.64

Drawdowns

STEX vs. AHLIX - Drawdown Comparison

The maximum STEX drawdown since its inception was -99.79%, which is greater than AHLIX's maximum drawdown of -21.62%. Use the drawdown chart below to compare losses from any high point for STEX and AHLIX.

Drawdown Indicators

	STEX	AHLIX	Difference
Max Drawdown Largest peak-to-trough decline	-99.79%	-21.62%	-78.17%
Max Drawdown (1Y) Largest decline over 1 year	-93.37%	-4.91%	-88.46%
Max Drawdown (3Y) Largest decline over 3 years	-98.18%	-21.62%	-76.56%
Max Drawdown (5Y) Largest decline over 5 years	-99.42%	-21.62%	-77.80%
Max Drawdown (10Y) Largest decline over 10 years	-99.79%	-21.62%	-78.17%
Current Drawdown Current decline from peak	-99.10%	0.00%	-99.10%
Average Drawdown Average peak-to-trough decline	-69.18%	-6.56%	-62.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	68.08%	1.54%	+66.54%

Volatility

STEX vs. AHLIX - Volatility Comparison

Streamex Corp (STEX) has a higher volatility of 39.29% compared to American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) at 2.38%. This indicates that STEX's price experiences larger fluctuations and is considered to be riskier than AHLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STEX	AHLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	39.29%	2.38%	+36.91%
Volatility (6M) Calculated over the trailing 6-month period	89.90%	7.67%	+82.23%
Volatility (1Y) Calculated over the trailing 1-year period	139.12%	10.88%	+128.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	153.86%	9.64%	+144.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	149.48%	9.48%	+140.00%

Dividends

STEX vs. AHLIX - Dividend Comparison

STEX has not paid dividends to shareholders, while AHLIX's dividend yield for the trailing twelve months is around 7.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AHLIX American Beacon AHL Managed Futures Strategy Fund Class R5	7.31%	8.25%	0.55%	1.10%	17.63%	7.44%	5.33%	4.47%	1.83%	4.01%	0.00%	3.51%
STEX Streamex Corp	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 STEX and AHLIX in my portfolio?

STEX and AHLIX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STEX or AHLIX?

STEX has higher volatility (39.29%) compared to AHLIX (2.38%). In terms of maximum drawdown, STEX dropped -99.79% vs AHLIX's -21.62%.

Which has better risk-adjusted returns?

AHLIX currently has the higher Sharpe Ratio (2.90 vs -0.60), 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.