AMC vs. IWC

Last updated Jun 5, 2026

AMC (AMC Entertainment Holdings, Inc.) is a stock, while IWC (iShares Micro-Cap ETF) is Small Cap Blend Equities fund tracking the Russell Microcap Index. Over the past 10 years, AMC returned -37.54%/yr vs 11.44%/yr for IWC. At a 0.40 correlation, their price movements are largely independent.

Performance

AMC vs. IWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMC Entertainment Holdings, Inc. (AMC) and iShares Micro-Cap ETF (IWC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMC achieves a 25.64% return, which is significantly higher than IWC's 21.41% return. Over the past 10 years, AMC has underperformed IWC with an annualized return of -37.54%, while IWC has yielded a comparatively higher 11.44% annualized return.

AMC

• 1D: 7.10%
• 1M: 23.27%
• YTD: 25.64%
• 6M: -15.88%
• 1Y: -42.35%
• 3Y*: -65.15%
• 5Y*: -66.70%
• 10Y*: -37.54%

IWC

• 1D: 2.06%
• 1M: 2.80%
• YTD: 21.41%
• 6M: 19.33%
• 1Y: 58.00%
• 3Y*: 22.83%
• 5Y*: 5.88%
• 10Y*: 11.44%

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

AMC vs. IWC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AMC AMC Entertainment Holdings, Inc.	25.64%	-60.80%	-34.97%	-84.96%	-85.03%	1,183.02%	-70.54%	-36.60%	-7.75%	-53.09%
IWC iShares Micro-Cap ETF	21.41%	22.45%	13.63%	8.99%	-21.93%	18.67%	20.88%	22.20%	-13.13%	12.79%

Correlation

The correlation between AMC and IWC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Dec 19, 2013	0.40

Return for Risk

AMC vs. IWC — Risk / Return Rank

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

AMC

AMC Risk / Return Rank: 18
AMC Sharpe Ratio Rank: 14
AMC Sortino Ratio Rank: 14
AMC Omega Ratio Rank: 16
AMC Calmar Ratio Rank: 21
AMC Martin Ratio Rank: 23

IWC

IWC Risk / Return Rank: 76
IWC Sharpe Ratio Rank: 77
IWC Sortino Ratio Rank: 72
IWC Omega Ratio Rank: 64
IWC Calmar Ratio Rank: 86
IWC Martin Ratio Rank: 80

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.

AMC vs. IWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMC Entertainment Holdings, Inc. (AMC) and iShares Micro-Cap ETF (IWC). 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.

	AMC	IWC	Difference
Sharpe ratio: Return per unit of total volatility	-0.65	2.47	-3.12
Sortino ratio: Return per unit of downside risk	-0.85	3.22	-4.06
Omega ratio: Gain probability vs. loss probability	0.91	1.38	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.58	4.69	-5.27
Martin ratio: Return relative to average drawdown	-0.96	15.50	-16.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMC vs. IWC - Sharpe Ratio Comparison

The current AMC Sharpe Ratio is -0.65, which is lower than the IWC Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of AMC and IWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AMC	IWC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.65	2.47	-3.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.65	0.24	-0.89
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.27	0.47	-0.74
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.32	-0.55

Drawdowns

AMC vs. IWC - Drawdown Comparison

The maximum AMC drawdown since its inception was -99.85%, which is greater than IWC's maximum drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for AMC and IWC.

Drawdown Indicators

	AMC	IWC	Difference
Max Drawdown Largest peak-to-trough decline	-99.85%	-64.61%	-35.24%
Max Drawdown (1Y) Largest decline over 1 year	-73.21%	-12.43%	-60.78%
Max Drawdown (3Y) Largest decline over 3 years	-98.38%	-29.46%	-68.92%
Max Drawdown (5Y) Largest decline over 5 years	-99.84%	-40.68%	-59.16%
Max Drawdown (10Y) Largest decline over 10 years	-99.85%	-47.21%	-52.64%
Current Drawdown Current decline from peak	-99.69%	-0.91%	-98.78%
Average Drawdown Average peak-to-trough decline	-58.52%	-15.27%	-43.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.11%	3.75%	+40.36%

Volatility

AMC vs. IWC - Volatility Comparison

AMC Entertainment Holdings, Inc. (AMC) has a higher volatility of 33.04% compared to iShares Micro-Cap ETF (IWC) at 7.26%. This indicates that AMC's price experiences larger fluctuations and is considered to be riskier than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMC	IWC	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.04%	7.26%	+25.78%
Volatility (6M) Calculated over the trailing 6-month period	54.69%	17.35%	+37.34%
Volatility (1Y) Calculated over the trailing 1-year period	65.52%	23.63%	+41.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	102.98%	24.44%	+78.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	141.08%	24.42%	+116.66%

Dividends

AMC vs. IWC - Dividend Comparison

AMC has not paid dividends to shareholders, while IWC's dividend yield for the trailing twelve months is around 0.89%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMC AMC Entertainment Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.25%	0.00%	1.42%	11.05%	19.14%	5.30%	2.38%	3.33%
IWC iShares Micro-Cap ETF	0.89%	1.10%	1.06%	1.17%	1.18%	0.78%	0.98%	1.19%	1.01%	1.09%	1.16%	1.49%

Frequently Asked Questions

Can I hold both AMC and IWC in my portfolio?

AMC and IWC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMC or IWC?

AMC has higher volatility (33.04%) compared to IWC (7.26%). In terms of maximum drawdown, AMC dropped -99.85% vs IWC's -64.61%.

Which has better risk-adjusted returns?

IWC currently has the higher Sharpe Ratio (2.47 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.