AIS vs DRAM: returns, Sharpe ratio and drawdown
Performance
AIS+48.17%DRAM+72.95%
Summary
AIS vs DRAM
AIS's return was +48.17% over the past year, and DRAM's +72.95% since Apr 2, 2026. AIS's Sharpe ratio was 0.93 over the past year, and DRAM's 1.48 since Apr 2, 2026. AIS's worst peak-to-trough drop was -34.44% over the past year, and DRAM's -44.44% since Apr 2, 2026.
Current Drawdown
AIS-32.61%DRAM-40.52%
Rolling Volatility
AIS+3.55%DRAM+4.04%
METRICS
Correlation Matrix
Metrics
Risk Indicators
AISDRAM*
Alpha
AIS
25.28%
DRAM
36.55%
Beta
AIS
2.93x
DRAM
4.19x
Sharpe
AIS
0.93
DRAM
1.48
Sortino
AIS
1.30
DRAM
2.26
Omega
AIS
1.17
DRAM
1.27
Calmar
AIS
1.40
DRAM
1.64
Martin
AIS
3.54
DRAM
5.24
Comparisons