PortfoliosLab logo
ACMR vs. IWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACMR and IWDA.L is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ACMR vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACM Research, Inc. (ACMR) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
935.35%
98.97%
ACMR
IWDA.L

Key characteristics

Sharpe Ratio

ACMR:

-0.25

IWDA.L:

0.64

Sortino Ratio

ACMR:

0.14

IWDA.L:

0.95

Omega Ratio

ACMR:

1.02

IWDA.L:

1.14

Calmar Ratio

ACMR:

-0.27

IWDA.L:

0.62

Martin Ratio

ACMR:

-0.63

IWDA.L:

2.81

Ulcer Index

ACMR:

30.15%

IWDA.L:

3.74%

Daily Std Dev

ACMR:

75.07%

IWDA.L:

16.50%

Max Drawdown

ACMR:

-87.23%

IWDA.L:

-34.11%

Current Drawdown

ACMR:

-55.25%

IWDA.L:

-8.07%

Returns By Period

In the year-to-date period, ACMR achieves a 38.28% return, which is significantly higher than IWDA.L's -3.59% return.


ACMR

YTD

38.28%

1M

-26.88%

6M

8.52%

1Y

-25.83%

5Y*

11.45%

10Y*

N/A

IWDA.L

YTD

-3.59%

1M

-4.21%

6M

-2.67%

1Y

9.38%

5Y*

14.51%

10Y*

9.00%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACMR vs. IWDA.L — Risk-Adjusted Performance Rank

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

ACMR
The Risk-Adjusted Performance Rank of ACMR is 3939
Overall Rank
The Sharpe Ratio Rank of ACMR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMR is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ACMR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ACMR is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ACMR is 3939
Martin Ratio Rank

IWDA.L
The Risk-Adjusted Performance Rank of IWDA.L is 6969
Overall Rank
The Sharpe Ratio Rank of IWDA.L is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IWDA.L is 6565
Sortino Ratio Rank
The Omega Ratio Rank of IWDA.L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IWDA.L is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IWDA.L is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACMR vs. IWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACM Research, Inc. (ACMR) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). 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 ACMR, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.00
ACMR: -0.22
IWDA.L: 0.63
The chart of Sortino ratio for ACMR, currently valued at 0.20, compared to the broader market-6.00-4.00-2.000.002.004.00
ACMR: 0.20
IWDA.L: 0.93
The chart of Omega ratio for ACMR, currently valued at 1.02, compared to the broader market0.501.001.502.00
ACMR: 1.02
IWDA.L: 1.14
The chart of Calmar ratio for ACMR, currently valued at -0.23, compared to the broader market0.001.002.003.004.005.00
ACMR: -0.23
IWDA.L: 0.61
The chart of Martin ratio for ACMR, currently valued at -0.55, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ACMR: -0.55
IWDA.L: 2.71

The current ACMR Sharpe Ratio is -0.25, which is lower than the IWDA.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ACMR and IWDA.L, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.22
0.63
ACMR
IWDA.L

Dividends

ACMR vs. IWDA.L - Dividend Comparison

Neither ACMR nor IWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACMR vs. IWDA.L - Drawdown Comparison

The maximum ACMR drawdown since its inception was -87.23%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for ACMR and IWDA.L. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-55.25%
-8.07%
ACMR
IWDA.L

Volatility

ACMR vs. IWDA.L - Volatility Comparison

ACM Research, Inc. (ACMR) has a higher volatility of 24.92% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 11.37%. This indicates that ACMR's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
24.92%
11.37%
ACMR
IWDA.L