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 8.54%/yr vs 24.86%/yr for IGM. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
ACIW vs. IGM - Performance Comparison
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Returns By Period
In the year-to-date period, ACIW achieves a -5.52% return, which is significantly lower than IGM's 22.65% return. Over the past 10 years, ACIW has underperformed IGM with an annualized return of 8.54%, while IGM has yielded a comparatively higher 24.86% annualized return.
ACIW
- 1D
- 5.24%
- 1M
- 5.74%
- YTD
- -5.52%
- 6M
- -7.23%
- 1Y
- -0.44%
- 3Y*
- 27.78%
- 5Y*
- 3.54%
- 10Y*
- 8.54%
IGM
- 1D
- -3.56%
- 1M
- 0.74%
- YTD
- 22.65%
- 6M
- 21.02%
- 1Y
- 47.83%
- 3Y*
- 35.67%
- 5Y*
- 19.25%
- 10Y*
- 24.86%
ACIW vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACIW ACI Worldwide, Inc. | -5.52% | -7.90% | 69.64% | 33.04% | -33.72% | -9.71% | 1.43% | 36.94% | 22.06% | 24.90% |
IGM iShares Expanded Tech Sector ETF | 22.65% | 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 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
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 0.21 - 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 | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.36 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.92 | -2.94 |
| Martin ratioReturn relative to average drawdown | -0.03 | 9.77 | -9.80 |
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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 | -48.28% | -40.68% | -7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -54.18% | -40.68% | -13.50% |
Current DrawdownCurrent decline from peak | -23.70% | -7.39% | -16.31% |
Average DrawdownAverage peak-to-trough decline | -33.85% | -15.21% | -18.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.42% | 4.91% | +10.51% |
Volatility
ACIW vs. IGM - Volatility Comparison
The current volatility for ACI Worldwide, Inc. (ACIW) is 10.80%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 11.53%. This indicates that ACIW experiences smaller price fluctuations and is considered to be less risky 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 | 10.80% | 11.53% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 27.45% | 18.67% | +8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.20% | 22.76% | +10.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.31% | 26.07% | +9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.64% | 24.71% | +10.93% |
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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGM has higher volatility (11.53%) compared to ACIW (10.80%). In terms of maximum drawdown, ACIW dropped -90.10% vs IGM's -65.59%.
IGM currently has the higher Sharpe Ratio (2.11 vs -0.01), 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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