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AKAM vs. USMV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AKAMUSMV
YTD Return-13.00%18.16%
1Y Return0.38%30.14%
3Y Return (Ann)-0.80%7.34%
5Y Return (Ann)3.56%9.27%
10Y Return (Ann)5.51%10.88%
Sharpe Ratio0.043.77
Sortino Ratio0.225.25
Omega Ratio1.031.72
Calmar Ratio0.013.33
Martin Ratio0.0525.70
Ulcer Index19.16%1.22%
Daily Std Dev24.77%8.32%
Max Drawdown-99.80%-33.10%
Current Drawdown-68.57%-1.95%

Correlation

-0.50.00.51.00.5

The correlation between AKAM and USMV is 0.54, 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.

Performance

AKAM vs. USMV - Performance Comparison

In the year-to-date period, AKAM achieves a -13.00% return, which is significantly lower than USMV's 18.16% return. Over the past 10 years, AKAM has underperformed USMV with an annualized return of 5.51%, while USMV has yielded a comparatively higher 10.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
2.01%
14.11%
AKAM
USMV

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Risk-Adjusted Performance

AKAM vs. USMV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Akamai Technologies, Inc. (AKAM) and iShares Edge MSCI Min Vol USA ETF (USMV). 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.


AKAM
Sharpe ratio
The chart of Sharpe ratio for AKAM, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.04
Sortino ratio
The chart of Sortino ratio for AKAM, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.006.000.22
Omega ratio
The chart of Omega ratio for AKAM, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for AKAM, currently valued at 0.03, compared to the broader market0.002.004.006.000.03
Martin ratio
The chart of Martin ratio for AKAM, currently valued at 0.05, compared to the broader market-10.000.0010.0020.0030.000.05
USMV
Sharpe ratio
The chart of Sharpe ratio for USMV, currently valued at 3.77, compared to the broader market-4.00-2.000.002.004.003.77
Sortino ratio
The chart of Sortino ratio for USMV, currently valued at 5.25, compared to the broader market-4.00-2.000.002.004.006.005.25
Omega ratio
The chart of Omega ratio for USMV, currently valued at 1.72, compared to the broader market0.501.001.502.001.72
Calmar ratio
The chart of Calmar ratio for USMV, currently valued at 3.33, compared to the broader market0.002.004.006.003.33
Martin ratio
The chart of Martin ratio for USMV, currently valued at 25.70, compared to the broader market-10.000.0010.0020.0030.0025.70

AKAM vs. USMV - Sharpe Ratio Comparison

The current AKAM Sharpe Ratio is 0.04, which is lower than the USMV Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of AKAM and USMV, 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 Ratio0.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
0.04
3.77
AKAM
USMV

Dividends

AKAM vs. USMV - Dividend Comparison

AKAM has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.65%.


TTM20232022202120202019201820172016201520142013
AKAM
Akamai Technologies, 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%
USMV
iShares Edge MSCI Min Vol USA ETF
1.65%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%2.18%

Drawdowns

AKAM vs. USMV - Drawdown Comparison

The maximum AKAM drawdown since its inception was -99.80%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for AKAM and USMV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-19.76%
-1.95%
AKAM
USMV

Volatility

AKAM vs. USMV - Volatility Comparison

Akamai Technologies, Inc. (AKAM) has a higher volatility of 4.71% compared to iShares Edge MSCI Min Vol USA ETF (USMV) at 2.39%. This indicates that AKAM's price experiences larger fluctuations and is considered to be riskier than USMV 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%MayJuneJulyAugustSeptemberOctober
4.71%
2.39%
AKAM
USMV