AKAM vs. USMV
Compare and contrast key facts about Akamai Technologies, Inc. (AKAM) and iShares Edge MSCI Min Vol USA ETF (USMV).
USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AKAM or USMV.
Key characteristics
| AKAM | USMV | |
|---|---|---|
| YTD Return | -13.00% | 18.16% |
| 1Y Return | 0.38% | 30.14% |
| 3Y Return (Ann) | -0.80% | 7.34% |
| 5Y Return (Ann) | 3.56% | 9.27% |
| 10Y Return (Ann) | 5.51% | 10.88% |
| Sharpe Ratio | 0.04 | 3.77 |
| Sortino Ratio | 0.22 | 5.25 |
| Omega Ratio | 1.03 | 1.72 |
| Calmar Ratio | 0.01 | 3.33 |
| Martin Ratio | 0.05 | 25.70 |
| Ulcer Index | 19.16% | 1.22% |
| Daily Std Dev | 24.77% | 8.32% |
| Max Drawdown | -99.80% | -33.10% |
| Current Drawdown | -68.57% | -1.95% |
Correlation
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.
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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.
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%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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.