ACIW vs. SPYG

In the year-to-date period, ACIW achieves a -5.86% return, which is significantly lower than SPYG's 2.57% return. Over the past 10 years, ACIW has underperformed SPYG with an annualized return of 7.33%, while SPYG has yielded a comparatively higher 14.93% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ACI Worldwide, Inc. (ACIW) and 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.

The current ACIW Sharpe Ratio is 0.90, which is comparable to the SPYG Sharpe Ratio of 0.85. 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.

ACIW has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.60%.

The maximum ACIW drawdown since its inception was -90.10%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for ACIW and SPYG. For additional features, visit the drawdowns tool.

ACI Worldwide, Inc. (ACIW) has a higher volatility of 15.05% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.68%. 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.