risk_compare
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-02, from thematic-etfs-vs-sector-etfs.
| ticker | history_from | vol_1y_pct | max_drawdown_pct |
|---|---|---|---|
| AIQ | 2003-09 | 29.2 | 94.8 |
| BOTZ | 2016-09 | 26.6 | 55.6 |
| XLK | 2003-09 | 26.3 | 53.6 |
| QQQ | 2003-09 | 19.8 | 35.6 |
- Rows × columns
- 4 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 4 distinct values (AIQ, BOTZ, QQQ…) | |
history_from |
text | 2 distinct values (2003-09, 2016-09) | |
vol_1y_pct |
number | 19.8 to 29.2 | percent |
max_drawdown_pct |
number | 35.6 to 94.8 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH px AS
(
SELECT
ticker,
date,
toFloat64(close) AS px,
lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date) AS prev_px,
max(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date
ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS peak_px
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AIQ', 'BOTZ', 'XLK', 'QQQ')
)
SELECT
ticker,
formatDateTime(min(date), '%Y-%m') AS history_from,
round(100 * sqrt(252) * stddevSampIf(px / prev_px - 1, date >= today() - 370 AND prev_px > 0), 1) AS vol_1y_pct,
round(100 * (1 - min(px / peak_px)), 1) AS max_drawdown_pct
FROM px
GROUP BY ticker
HAVING countIf(date >= today() - 370 AND prev_px > 0) > 150
ORDER BY vol_1y_pct DESC
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