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ACIW vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACIW and SPY is 0.48, 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.


-0.50.00.51.00.5

Performance

ACIW vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACI Worldwide, Inc. (ACIW) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
33.58%
6.09%
ACIW
SPY

Key characteristics

Sharpe Ratio

ACIW:

2.47

SPY:

2.01

Sortino Ratio

ACIW:

3.46

SPY:

2.70

Omega Ratio

ACIW:

1.40

SPY:

1.37

Calmar Ratio

ACIW:

2.22

SPY:

3.01

Martin Ratio

ACIW:

16.43

SPY:

13.11

Ulcer Index

ACIW:

4.45%

SPY:

1.93%

Daily Std Dev

ACIW:

29.58%

SPY:

12.56%

Max Drawdown

ACIW:

-90.10%

SPY:

-55.19%

Current Drawdown

ACIW:

-11.17%

SPY:

-3.49%

Returns By Period

In the year-to-date period, ACIW achieves a 1.31% return, which is significantly higher than SPY's -0.25% return. Over the past 10 years, ACIW has underperformed SPY with an annualized return of 10.59%, while SPY has yielded a comparatively higher 13.21% annualized return.


ACIW

YTD

1.31%

1M

-6.95%

6M

34.23%

1Y

78.09%

5Y*

6.59%

10Y*

10.59%

SPY

YTD

-0.25%

1M

-2.87%

6M

6.70%

1Y

26.31%

5Y*

14.40%

10Y*

13.21%

*Annualized

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Risk-Adjusted Performance

ACIW vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACI Worldwide, Inc. (ACIW) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for ACIW, currently valued at 2.47, compared to the broader market-4.00-2.000.002.002.472.01
The chart of Sortino ratio for ACIW, currently valued at 3.46, compared to the broader market-4.00-2.000.002.004.003.462.70
The chart of Omega ratio for ACIW, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.37
The chart of Calmar ratio for ACIW, currently valued at 2.22, compared to the broader market0.002.004.006.002.223.01
The chart of Martin ratio for ACIW, currently valued at 16.43, compared to the broader market0.005.0010.0015.0020.0025.0016.4313.11
ACIW
SPY

The current ACIW Sharpe Ratio is 2.47, which is comparable to the SPY Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of ACIW and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.47
2.01
ACIW
SPY

Dividends

ACIW vs. SPY - Dividend Comparison

ACIW has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.


TTM20242023202220212020201920182017201620152014
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%
SPY
SPDR S&P 500 ETF
1.21%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ACIW vs. SPY - Drawdown Comparison

The maximum ACIW drawdown since its inception was -90.10%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ACIW and SPY. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.17%
-3.49%
ACIW
SPY

Volatility

ACIW vs. SPY - Volatility Comparison

ACI Worldwide, Inc. (ACIW) has a higher volatility of 9.01% compared to SPDR S&P 500 ETF (SPY) at 4.15%. This indicates that ACIW's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
9.01%
4.15%
ACIW
SPY