ADYEN.AS vs. ACIW

Last updated Apr 2, 2026

Compare and contrast key facts about Adyen N.V. (ADYEN.AS) and ACI Worldwide, Inc. (ACIW).

Performance

ADYEN.AS vs. ACIW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Adyen N.V. (ADYEN.AS) and ACI Worldwide, Inc. (ACIW). The values are adjusted to include any dividend payments, if applicable.

ADYEN.AS vs. ACIW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ADYEN.AS Adyen N.V.	-37.19%	-4.31%	23.18%	-9.45%	-44.26%	21.34%	160.60%	53.88%	4.41%
ACIW ACI Worldwide, Inc.	-13.01%	-18.83%	80.84%	29.05%	-29.61%	-2.95%	-6.93%	40.03%	10.92%

Different Trading Currencies

ADYEN.AS is traded in EUR, while ACIW is traded in USD. To make them comparable, the ACIW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ADYEN.AS achieves a -37.19% return, which is significantly lower than ACIW's -13.01% return.

ADYEN.AS

• 1D: 1.54%
• 1M: -10.56%
• YTD: -37.19%
• 6M: -36.86%
• 1Y: -38.97%
• 3Y*: -16.04%
• 5Y*: -15.31%
• 10Y*: —

ACIW

• 1D: -0.23%
• 1M: 2.58%
• YTD: -13.01%
• 6M: -21.23%
• 1Y: -32.60%
• 3Y*: 12.48%
• 5Y*: 1.45%
• 10Y*: 6.85%

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

Return for Risk

ADYEN.AS vs. ACIW — Risk / Return Rank

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

ADYEN.AS

ADYEN.AS Risk / Return Rank: 11
ADYEN.AS Sharpe Ratio Rank: 5
ADYEN.AS Sortino Ratio Rank: 8
ADYEN.AS Omega Ratio Rank: 8
ADYEN.AS Calmar Ratio Rank: 20
ADYEN.AS Martin Ratio Rank: 14

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

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.

ADYEN.AS vs. ACIW - Risk-Adjusted Trends Comparison

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

	ADYEN.AS	ACIW	Difference
Sharpe ratio Return per unit of total volatility	-0.93	-0.90	-0.03
Sortino ratio Return per unit of downside risk	-1.19	-1.16	-0.03
Omega ratio Gain probability vs. loss probability	0.83	0.84	-0.01
Calmar ratio Return relative to maximum drawdown	-0.61	-0.79	+0.17
Martin ratio Return relative to average drawdown	-1.33	-1.22	-0.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADYEN.AS vs. ACIW - Sharpe Ratio Comparison

The current ADYEN.AS Sharpe Ratio is -0.93, which is comparable to the ACIW Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of ADYEN.AS and ACIW, 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

	ADYEN.AS	ACIW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.93	-0.90	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.04	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.20	-0.03

Correlation

The correlation between ADYEN.AS and ACIW is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ADYEN.AS vs. ACIW - Dividend Comparison

Neither ADYEN.AS nor ACIW has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ADYEN.AS vs. ACIW - Drawdown Comparison

The maximum ADYEN.AS drawdown since its inception was -77.19%, which is greater than ACIW's maximum drawdown of -72.80%. Use the drawdown chart below to compare losses from any high point for ADYEN.AS and ACIW.

Drawdown Indicators

	ADYEN.AS	ACIW	Difference
Max Drawdown Largest peak-to-trough decline	-77.19%	-90.10%	+12.91%
Max Drawdown (1Y) Largest decline over 1 year	-51.25%	-32.71%	-18.54%
Max Drawdown (5Y) Largest decline over 5 years	-77.19%	-51.45%	-25.74%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.18%	—
Current Drawdown Current decline from peak	-68.77%	-30.81%	-37.96%
Average Drawdown Average peak-to-trough decline	-31.37%	-33.91%	+2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.68%	19.48%	+4.20%

Volatility

ADYEN.AS vs. ACIW - Volatility Comparison

Adyen N.V. (ADYEN.AS) has a higher volatility of 8.04% compared to ACI Worldwide, Inc. (ACIW) at 7.15%. This indicates that ADYEN.AS's price experiences larger fluctuations and is considered to be riskier than ACIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADYEN.AS	ACIW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	7.15%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	34.82%	23.60%	+11.22%
Volatility (1Y) Calculated over the trailing 1-year period	41.53%	36.54%	+4.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.42%	34.28%	+16.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.28%	35.61%	+11.67%

Financials