TIC vs. AIA
TIC (Acuren Corp) is a stock, while AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50. Over the past year, TIC returned -20.75% vs 100.69% for AIA. At a 0.28 correlation, their price movements are largely independent.
Performance
TIC vs. AIA - Performance Comparison
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Returns By Period
In the year-to-date period, TIC achieves a -16.12% return, which is significantly lower than AIA's 52.67% return.
TIC
- 1D
- 2.17%
- 1M
- -8.62%
- YTD
- -16.12%
- 6M
- -11.02%
- 1Y
- -20.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AIA
- 1D
- -1.19%
- 1M
- 18.04%
- YTD
- 52.67%
- 6M
- 57.46%
- 1Y
- 100.69%
- 3Y*
- 38.58%
- 5Y*
- 12.42%
- 10Y*
- 15.48%
TIC vs. AIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TIC Acuren Corp | -16.12% | -20.71% |
AIA iShares Asia 50 ETF | 52.67% | 31.76% |
Correlation
The correlation between TIC and AIA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.28 |
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Return for Risk
TIC vs. AIA — Risk / Return Rank
TIC
AIA
TIC vs. AIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acuren Corp (TIC) and iShares Asia 50 ETF (AIA). 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.
| TIC | AIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.32 | ||
| Sortino ratioReturn per unit of downside risk | -4.82 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.64 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 7.16 | -7.54 |
| Martin ratioReturn relative to average drawdown | -0.73 | 26.55 | -27.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TIC | AIA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 3.94 | -4.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.49 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.52 | 0.32 | -0.84 |
Drawdowns
TIC vs. AIA - Drawdown Comparison
The maximum TIC drawdown since its inception was -54.66%, smaller than the maximum AIA drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for TIC and AIA.
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Drawdown Indicators
| TIC | AIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.66% | -60.89% | +6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -54.66% | -14.15% | -40.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.64% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -50.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.64% | — |
Current DrawdownCurrent decline from peak | -41.48% | -1.19% | -40.29% |
Average DrawdownAverage peak-to-trough decline | -24.16% | -16.68% | -7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.47% | 3.81% | +24.66% |
Volatility
TIC vs. AIA - Volatility Comparison
Acuren Corp (TIC) has a higher volatility of 13.01% compared to iShares Asia 50 ETF (AIA) at 11.22%. This indicates that TIC's price experiences larger fluctuations and is considered to be riskier than AIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIC | AIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.01% | 11.22% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 37.48% | 21.71% | +15.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.42% | 25.70% | +28.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.92% | 25.51% | +27.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.92% | 23.55% | +29.37% |
Dividends
TIC vs. AIA - Dividend Comparison
TIC has not paid dividends to shareholders, while AIA's dividend yield for the trailing twelve months is around 1.64%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 1.64% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
TIC Acuren 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
TIC and AIA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIC has higher volatility (13.01%) compared to AIA (11.22%). In terms of maximum drawdown, TIC dropped -54.66% vs AIA's -60.89%.
AIA currently has the higher Sharpe Ratio (3.94 vs -0.38), 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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