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ACIW vs. IGM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACIW vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACI Worldwide, Inc. (ACIW) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

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ACIW vs. IGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACIW
ACI Worldwide, Inc.
-14.22%-7.90%69.64%33.04%-33.72%-9.71%1.43%36.94%22.06%24.90%
IGM
iShares Expanded Tech Sector ETF
-6.83%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%

Returns By Period

In the year-to-date period, ACIW achieves a -14.22% return, which is significantly lower than IGM's -6.83% return. Over the past 10 years, ACIW has underperformed IGM with an annualized return of 7.02%, while IGM has yielded a comparatively higher 21.06% annualized return.


ACIW

1D
1.74%
1M
3.35%
YTD
-14.22%
6M
-22.29%
1Y
-25.04%
3Y*
14.98%
5Y*
1.11%
10Y*
7.02%

IGM

1D
1.51%
1M
-3.57%
YTD
-6.83%
6M
-5.05%
1Y
31.61%
3Y*
28.93%
5Y*
14.72%
10Y*
21.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ACIW vs. IGM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACIW
ACIW Risk / Return Rank: 1515
Overall Rank
ACIW Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ACIW Sortino Ratio Rank: 1414
Sortino Ratio Rank
ACIW Omega Ratio Rank: 1414
Omega Ratio Rank
ACIW Calmar Ratio Rank: 1616
Calmar Ratio Rank
ACIW Martin Ratio Rank: 1717
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 6868
Overall Rank
IGM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7070
Sortino Ratio Rank
IGM Omega Ratio Rank: 6767
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


ACIWIGMDifference

Sharpe ratio

Return per unit of total volatility

-0.71

1.19

-1.89

Sortino ratio

Return per unit of downside risk

-0.82

1.80

-2.62

Omega ratio

Gain probability vs. loss probability

0.89

1.25

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.75

2.00

-2.75

Martin ratio

Return relative to average drawdown

-1.26

6.74

-8.00

ACIW vs. IGM - Sharpe Ratio Comparison

The current ACIW Sharpe Ratio is -0.71, which is lower than the IGM Sharpe Ratio of 1.19. 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.


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Sharpe Ratios by Period


ACIWIGMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

1.19

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.58

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.87

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.43

-0.25

Correlation

The correlation between ACIW and IGM is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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 0.17%.


TTM20252024202320222021202020192018201720162015
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
0.17%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%

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


ACIWIGMDifference

Max Drawdown

Largest peak-to-trough decline

-90.10%

-65.59%

-24.51%

Max Drawdown (1Y)

Largest decline over 1 year

-32.71%

-16.44%

-16.27%

Max Drawdown (5Y)

Largest decline over 5 years

-51.45%

-40.68%

-10.77%

Max Drawdown (10Y)

Largest decline over 10 years

-54.18%

-40.68%

-13.50%

Current Drawdown

Current decline from peak

-30.73%

-11.29%

-19.44%

Average Drawdown

Average peak-to-trough decline

-33.91%

-15.32%

-18.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.40%

4.89%

+14.51%

Volatility

ACIW vs. IGM - Volatility Comparison

ACI Worldwide, Inc. (ACIW) and iShares Expanded Tech Sector ETF (IGM) have volatilities of 8.42% and 8.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACIWIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

8.38%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

23.86%

16.35%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

35.63%

26.72%

+8.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.60%

25.55%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.42%

24.41%

+11.01%