ACIW vs. IGM
ACIW (ACI Worldwide, Inc.) is a stock, while IGM (iShares Expanded Tech Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 10 years, ACIW returned 11.68%/yr vs 23.39%/yr for IGM. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
ACIW vs. IGM - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ACIW having a 19.91% return and IGM slightly lower at 18.94%. Over the past 10 years, ACIW has underperformed IGM with an annualized return of 11.68%, while IGM has yielded a comparatively higher 23.39% annualized return.
ACIW
- 1D
- -0.62%
- 1M
- 4.46%
- 6M
- 32.22%
- YTD
- 19.91%
- 1Y
- 40.72%
- 3Y*
- 35.00%
- 5Y*
- 10.82%
- 10Y*
- 11.68%
- ALL TIME*
- 9.84%
IGM
- 1D
- 0.41%
- 1M
- -2.12%
- 6M
- 19.10%
- YTD
- 18.94%
- 1Y
- 35.58%
- 3Y*
- 30.97%
- 5Y*
- 17.74%
- 10Y*
- 23.39%
- ALL TIME*
- 12.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $45.27M | $57.55M | $46.33M | |
| $44.83M | $46.82M | $81.02M |
ACIW vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACIW ACI Worldwide, Inc. | 19.91% | -7.90% | 69.64% | 33.04% | -33.72% | -9.71% | 1.43% | 36.94% | 22.06% | 24.90% |
IGM iShares Expanded Tech Sector ETF | 18.94% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | 2.26% | 37.20% |
Correlation
The correlation between ACIW and IGM is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2001 | 0.52 |
Over the past year, the correlation between ACIW and IGM has dropped to 0.12 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
ACIW vs. IGM — Risk / Return Rank
ACIW
IGM
ACIW vs. IGM - Risk-Adjusted Trends Comparison
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACIW | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.99 | -0.76 |
| Martin ratioReturn relative to average drawdown | 2.26 | 5.76 | -3.50 |
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Drawdowns
ACIW vs. IGM - Drawdown Comparison
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.
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Drawdown Indicators
| ACIW | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.10% | -65.59% | -24.51% |
Max Drawdown (1Y)Largest decline over 1 year | -28.25% | -16.44% | -11.81% |
Max Drawdown (3Y)Largest decline over 3 years | -35.02% | -26.39% | -8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -44.24% | -40.68% | -3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -54.18% | -40.68% | -13.50% |
Current DrawdownCurrent decline from peak | -4.74% | -10.18% | +5.44% |
Average DrawdownAverage peak-to-trough decline | -33.76% | -15.18% | -18.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.42% | 5.69% | +9.73% |
Volatility
ACIW vs. IGM - Volatility Comparison
ACI Worldwide, Inc. (ACIW) has a higher volatility of 10.89% compared to iShares Expanded Tech Sector ETF (IGM) at 8.54%. 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.
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Volatility by Period
| ACIW | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.89% | 8.54% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 29.03% | 20.37% | +8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.98% | 24.37% | +10.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.66% | 26.34% | +9.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.76% | 24.84% | +10.92% |
Dividends
ACIW vs. IGM - Dividend Comparison
ACIW has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACIW ACI Worldwide, 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% |
IGM iShares Expanded Tech Sector ETF | 0.14% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
Frequently Asked Questions
ACIW and IGM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACIW has higher volatility (10.89%) compared to IGM (8.54%). In terms of maximum drawdown, ACIW dropped -90.10% vs IGM's -65.59%.
IGM currently has the higher Sharpe Ratio (1.34 vs 1.00), 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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