ACIW vs. IGM

In the year-to-date period, ACIW achieves a -5.86% return, which is significantly lower than IGM's 1.47% return. Over the past 10 years, ACIW has underperformed IGM with an annualized return of 7.31%, while IGM has yielded a comparatively higher 19.80% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ACI Worldwide, Inc. (ACIW) and iShares Expanded Tech Sector ETF (IGM). 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.

The current ACIW Sharpe Ratio is 0.90, which is higher than the IGM Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ACIW and IGM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ACIW has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.23%.

The maximum ACIW drawdown since its inception was -90.10%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for ACIW and IGM. For additional features, visit the drawdowns tool.

ACI Worldwide, Inc. (ACIW) has a higher volatility of 15.05% compared to iShares Expanded Tech Sector ETF (IGM) at 7.65%. This indicates that ACIW's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.