ACB vs. URTH
ACB (Aurora Cannabis Inc.) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, ACB returned -22.84%/yr vs 13.19%/yr for URTH. At a 0.32 correlation, their price movements are largely independent.
Performance
ACB vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, ACB achieves a -18.96% return, which is significantly lower than URTH's 10.16% return. Over the past 10 years, ACB has underperformed URTH with an annualized return of -22.84%, while URTH has yielded a comparatively higher 13.19% annualized return.
ACB
- 1D
- -2.56%
- 1M
- 0.00%
- YTD
- -18.96%
- 6M
- -24.67%
- 1Y
- -36.31%
- 3Y*
- -12.77%
- 5Y*
- -48.19%
- 10Y*
- -22.84%
URTH
- 1D
- -0.74%
- 1M
- 4.65%
- YTD
- 10.16%
- 6M
- 10.88%
- 1Y
- 26.06%
- 3Y*
- 20.81%
- 5Y*
- 11.86%
- 10Y*
- 13.19%
ACB vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACB Aurora Cannabis Inc. | -18.96% | -0.71% | -10.75% | -48.38% | -82.95% | -34.90% | -67.94% | -56.45% | -34.99% | 343.60% |
URTH iShares MSCI World ETF | 10.16% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between ACB and URTH is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2014 | 0.32 |
The correlation between ACB and URTH shifts across timeframes, from 0.32 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ACB vs. URTH — Risk / Return Rank
ACB
URTH
ACB vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aurora Cannabis Inc. (ACB) and iShares MSCI World ETF (URTH). 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.
| ACB | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.39 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.89 | -3.61 |
| Martin ratioReturn relative to average drawdown | -1.14 | 13.11 | -14.25 |
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
| ACB | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 2.17 | -2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | 0.74 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | 0.77 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.73 | -0.98 |
Drawdowns
ACB vs. URTH - Drawdown Comparison
The maximum ACB drawdown since its inception was -99.80%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ACB and URTH.
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Drawdown Indicators
| ACB | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.80% | -34.01% | -65.79% |
Max Drawdown (1Y)Largest decline over 1 year | -50.56% | -9.06% | -41.50% |
Max Drawdown (3Y)Largest decline over 3 years | -70.59% | -16.94% | -53.65% |
Max Drawdown (5Y)Largest decline over 5 years | -97.17% | -26.05% | -71.12% |
Max Drawdown (10Y)Largest decline over 10 years | -99.80% | -34.01% | -65.79% |
Current DrawdownCurrent decline from peak | -99.76% | -0.74% | -99.02% |
Average DrawdownAverage peak-to-trough decline | -70.62% | -4.37% | -66.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.87% | 1.99% | +29.88% |
Volatility
ACB vs. URTH - Volatility Comparison
Aurora Cannabis Inc. (ACB) has a higher volatility of 11.29% compared to iShares MSCI World ETF (URTH) at 3.27%. This indicates that ACB's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACB | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.29% | 3.27% | +8.02% |
Volatility (6M)Calculated over the trailing 6-month period | 41.82% | 9.42% | +32.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.89% | 12.05% | +57.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.77% | 16.19% | +73.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.78% | 17.27% | +80.51% |
Dividends
ACB vs. URTH - Dividend Comparison
ACB has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACB Aurora Cannabis Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.35% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
ACB and URTH have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACB has higher volatility (11.29%) compared to URTH (3.27%). In terms of maximum drawdown, ACB dropped -99.80% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (2.17 vs -0.52), 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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