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YALL vs. AIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YALL vs. AIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Arteris, Inc. (AIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YALL achieves a -0.32% return, which is significantly lower than AIP's 139.94% return.


YALL

1D
-0.33%
1M
-1.19%
YTD
-0.32%
6M
-1.72%
1Y
6.03%
3Y*
21.38%
5Y*
10Y*

AIP

1D
-0.67%
1M
23.43%
YTD
139.94%
6M
122.30%
1Y
379.87%
3Y*
74.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YALL vs. AIP - Yearly Performance Comparison


2026 (YTD)2025202420232022
YALL
God Bless America ETF
-0.32%14.36%29.99%40.74%8.62%
AIP
Arteris, Inc.
139.94%52.11%73.01%36.98%-26.24%

Correlation

The correlation between YALL and AIP is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.47

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Return for Risk

YALL vs. AIP — Risk / Return Rank

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

YALL
YALL Risk / Return Rank: 1717
Overall Rank
YALL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1616
Sortino Ratio Rank
YALL Omega Ratio Rank: 1515
Omega Ratio Rank
YALL Calmar Ratio Rank: 1717
Calmar Ratio Rank
YALL Martin Ratio Rank: 1818
Martin Ratio Rank

AIP
AIP Risk / Return Rank: 9696
Overall Rank
AIP Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AIP Sortino Ratio Rank: 9595
Sortino Ratio Rank
AIP Omega Ratio Rank: 9494
Omega Ratio Rank
AIP Calmar Ratio Rank: 9898
Calmar Ratio Rank
AIP Martin Ratio Rank: 9696
Martin Ratio Rank
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.

YALL vs. AIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Arteris, Inc. (AIP). 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.


YALLAIPDifference
Sharpe ratioReturn per unit of total volatility

-3.95

Sortino ratioReturn per unit of downside risk

-3.28

Omega ratioGain probability vs. loss probability

1.08

1.53

-0.45

Calmar ratioReturn relative to maximum drawdown

0.64

11.29

-10.64

Martin ratioReturn relative to average drawdown

1.88

23.74

-21.86

YALL vs. AIP - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.44, which is lower than the AIP Sharpe Ratio of 4.40. The chart below compares the historical Sharpe Ratios of YALL and AIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


YALLAIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

4.40

-3.95

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.21

+1.24

Drawdowns

YALL vs. AIP - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum AIP drawdown of -87.63%. Use the drawdown chart below to compare losses from any high point for YALL and AIP.


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Drawdown Indicators


YALLAIPDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-87.63%

+67.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-33.92%

+24.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

-54.48%

+34.76%

Current Drawdown

Current decline from peak

-4.78%

-1.98%

-2.80%

Average Drawdown

Average peak-to-trough decline

-2.93%

-63.53%

+60.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

16.10%

-12.88%

Volatility

YALL vs. AIP - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 3.32%, while Arteris, Inc. (AIP) has a volatility of 20.27%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than AIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YALLAIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

20.27%

-16.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

48.69%

-38.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

87.14%

-73.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

80.21%

-62.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

80.21%

-62.73%

Dividends

YALL vs. AIP - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.50%, while AIP has not paid dividends to shareholders.


PositionTTM2025202420232022
AIP
Arteris, Inc.
0.00%0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.50%0.49%0.50%3.51%0.19%

Frequently Asked Questions


YALL and AIP have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIP has higher volatility (20.27%) compared to YALL (3.32%). In terms of maximum drawdown, YALL dropped -19.72% vs AIP's -87.63%.

AIP currently has the higher Sharpe Ratio (4.40 vs 0.44), 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.

Portfolio Optimizer

Find the right allocation for YALL and AIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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