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AKAM vs. USMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AKAM vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Akamai Technologies, Inc. (AKAM) and iShares MSCI USA Minimum Volatility Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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AKAM vs. USMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AKAM
Akamai Technologies, Inc.
31.63%-8.78%-19.18%40.39%-27.97%11.48%21.54%41.42%-6.09%-2.46%
USMV
iShares MSCI USA Minimum Volatility Factor ETF
-1.10%7.65%15.74%10.33%-9.43%20.85%5.64%27.69%1.33%18.91%

Returns By Period

In the year-to-date period, AKAM achieves a 31.63% return, which is significantly higher than USMV's -1.10% return. Over the past 10 years, AKAM has underperformed USMV with an annualized return of 7.60%, while USMV has yielded a comparatively higher 9.65% annualized return.


AKAM

1D
4.20%
1M
16.73%
YTD
31.63%
6M
51.60%
1Y
42.67%
3Y*
13.62%
5Y*
2.24%
10Y*
7.60%

USMV

1D
1.15%
1M
-4.79%
YTD
-1.10%
6M
-1.72%
1Y
0.57%
3Y*
10.28%
5Y*
7.61%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AKAM vs. USMV — Risk / Return Rank

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

AKAM
AKAM Risk / Return Rank: 7676
Overall Rank
AKAM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AKAM Sortino Ratio Rank: 7272
Sortino Ratio Rank
AKAM Omega Ratio Rank: 7373
Omega Ratio Rank
AKAM Calmar Ratio Rank: 8383
Calmar Ratio Rank
AKAM Martin Ratio Rank: 7878
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1515
Overall Rank
USMV Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1212
Sortino Ratio Rank
USMV Omega Ratio Rank: 1313
Omega Ratio Rank
USMV Calmar Ratio Rank: 1717
Calmar Ratio Rank
USMV Martin Ratio Rank: 1919
Martin Ratio Rank
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.

AKAM vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Akamai Technologies, Inc. (AKAM) and iShares MSCI USA Minimum Volatility Factor 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.


AKAMUSMVDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.05

+0.97

Sortino ratio

Return per unit of downside risk

1.62

0.15

+1.47

Omega ratio

Gain probability vs. loss probability

1.23

1.02

+0.21

Calmar ratio

Return relative to maximum drawdown

2.49

0.18

+2.31

Martin ratio

Return relative to average drawdown

5.11

0.79

+4.33

AKAM vs. USMV - Sharpe Ratio Comparison

The current AKAM Sharpe Ratio is 1.02, which is higher than the USMV Sharpe Ratio of 0.05. 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.


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Sharpe Ratios by Period


AKAMUSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.05

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.62

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.67

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.85

-0.87

Correlation

The correlation between AKAM and USMV is 0.53, 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.


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 1.58%.


TTM20252024202320222021202020192018201720162015
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 MSCI USA Minimum Volatility Factor ETF
1.58%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

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.


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Drawdown Indicators


AKAMUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-33.10%

-66.70%

Max Drawdown (1Y)

Largest decline over 1 year

-17.45%

-8.91%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-46.84%

-17.93%

-28.91%

Max Drawdown (10Y)

Largest decline over 10 years

-46.84%

-33.10%

-13.74%

Current Drawdown

Current decline from peak

-64.94%

-4.79%

-60.15%

Average Drawdown

Average peak-to-trough decline

-82.76%

-2.88%

-79.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.51%

2.00%

+6.51%

Volatility

AKAM vs. USMV - Volatility Comparison

Akamai Technologies, Inc. (AKAM) has a higher volatility of 10.91% compared to iShares MSCI USA Minimum Volatility Factor ETF (USMV) at 3.03%. 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.


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Volatility by Period


AKAMUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.91%

3.03%

+7.88%

Volatility (6M)

Calculated over the trailing 6-month period

33.04%

6.08%

+26.96%

Volatility (1Y)

Calculated over the trailing 1-year period

42.09%

12.54%

+29.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.97%

12.39%

+19.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.29%

14.51%

+17.78%