ACIW vs. SPYG

Last updated Apr 2, 2026

Compare and contrast key facts about ACI Worldwide, Inc. (ACIW) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).

SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.

Performance

ACIW vs. SPYG - Performance Comparison

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

ACIW vs. SPYG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACIW ACI Worldwide, Inc.	-14.33%	-7.90%	69.64%	33.04%	-33.72%	-9.71%	1.43%	36.94%	22.06%	24.90%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	-6.91%	22.09%	35.99%	30.02%	-29.41%	32.01%	33.46%	30.84%	-0.12%	27.24%

Returns By Period

In the year-to-date period, ACIW achieves a -14.33% return, which is significantly lower than SPYG's -6.91% return. Over the past 10 years, ACIW has underperformed SPYG with an annualized return of 7.01%, while SPYG has yielded a comparatively higher 15.90% annualized return.

ACIW

• 1D: -0.12%
• 1M: 1.51%
• YTD: -14.33%
• 6M: -22.34%
• 1Y: -27.76%
• 3Y*: 14.93%
• 5Y*: 1.08%
• 10Y*: 7.01%

SPYG

• 1D: 1.32%
• 1M: -4.24%
• YTD: -6.91%
• 6M: -5.21%
• 1Y: 23.24%
• 3Y*: 22.39%
• 5Y*: 12.53%
• 10Y*: 15.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ACIW vs. SPYG — Risk / Return Rank

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

ACIW

ACIW Risk / Return Rank: 12
ACIW Sharpe Ratio Rank: 9
ACIW Sortino Ratio Rank: 11
ACIW Omega Ratio Rank: 11
ACIW Calmar Ratio Rank: 14
ACIW Martin Ratio Rank: 15

SPYG

SPYG Risk / Return Rank: 62
SPYG Sharpe Ratio Rank: 56
SPYG Sortino Ratio Rank: 61
SPYG Omega Ratio Rank: 60
SPYG Calmar Ratio Rank: 67
SPYG Martin Ratio Rank: 65

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. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ACI Worldwide, Inc. (ACIW) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.

	ACIW	SPYG	Difference
Sharpe ratio Return per unit of total volatility	-0.79	1.04	-1.83
Sortino ratio Return per unit of downside risk	-0.96	1.62	-2.58
Omega ratio Gain probability vs. loss probability	0.87	1.23	-0.36
Calmar ratio Return relative to maximum drawdown	-0.77	1.75	-2.52
Martin ratio Return relative to average drawdown	-1.29	6.81	-8.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACIW vs. SPYG - Sharpe Ratio Comparison

The current ACIW Sharpe Ratio is -0.79, which is lower than the SPYG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ACIW and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ACIW	SPYG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.79	1.04	-1.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.60	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	0.78	-0.58
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.32	-0.14

Correlation

The correlation between ACIW and SPYG is 0.51, 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. SPYG - Dividend Comparison

ACIW has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.57%.

	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%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.57%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%

Drawdowns

ACIW vs. SPYG - Drawdown Comparison

The maximum ACIW drawdown since its inception was -90.10%, which is greater than SPYG's maximum drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for ACIW and SPYG.

Drawdown Indicators

	ACIW	SPYG	Difference
Max Drawdown Largest peak-to-trough decline	-90.10%	-67.63%	-22.47%
Max Drawdown (1Y) Largest decline over 1 year	-32.71%	-13.76%	-18.95%
Max Drawdown (5Y) Largest decline over 5 years	-51.45%	-32.67%	-18.78%
Max Drawdown (10Y) Largest decline over 10 years	-54.18%	-32.67%	-21.51%
Current Drawdown Current decline from peak	-30.81%	-9.06%	-21.75%
Average Drawdown Average peak-to-trough decline	-33.91%	-24.48%	-9.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.48%	3.55%	+15.93%

Volatility

ACIW vs. SPYG - Volatility Comparison

ACI Worldwide, Inc. (ACIW) has a higher volatility of 7.99% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 7.32%. This indicates that ACIW's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACIW	SPYG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.99%	7.32%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	23.84%	12.90%	+10.94%
Volatility (1Y) Calculated over the trailing 1-year period	35.62%	22.42%	+13.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.59%	21.13%	+13.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.41%	20.57%	+14.84%