AMC vs. IWC
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 -37.13%/yr vs 11.98%/yr for IWC. At a 0.40 correlation, their price movements are largely independent.
Performance
AMC vs. IWC - Performance Comparison
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Returns By Period
In the year-to-date period, AMC achieves a 28.21% return, which is significantly higher than IWC's 22.37% return. Over the past 10 years, AMC has underperformed IWC with an annualized return of -37.13%, while IWC has yielded a comparatively higher 11.98% annualized return.
AMC
- 1D
- -3.85%
- 1M
- 32.45%
- YTD
- 28.21%
- 6M
- 19.05%
- 1Y
- -33.33%
- 3Y*
- -63.19%
- 5Y*
- -67.37%
- 10Y*
- -37.13%
IWC
- 1D
- -0.01%
- 1M
- 3.18%
- YTD
- 22.37%
- 6M
- 18.91%
- 1Y
- 53.48%
- 3Y*
- 22.77%
- 5Y*
- 5.53%
- 10Y*
- 11.98%
AMC vs. IWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMC AMC Entertainment Holdings, Inc. | 28.21% | -60.80% | -34.97% | -84.96% | -85.03% | 1,183.02% | -70.54% | -36.60% | -7.75% | -53.09% |
IWC iShares Micro-Cap ETF | 22.37% | 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 | 0.36 |
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 18, 2013 | 0.40 |
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Return for Risk
AMC vs. IWC — Risk / Return Rank
AMC
IWC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMC | IWC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.35 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 4.32 | -4.78 |
| Martin ratioReturn relative to average drawdown | -0.74 | 14.07 | -14.82 |
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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.
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Drawdown Indicators
| AMC | IWC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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% | -40.61% | -59.23% |
Max Drawdown (10Y)Largest decline over 10 years | -99.85% | -47.21% | -52.64% |
Current DrawdownCurrent decline from peak | -99.68% | -0.80% | -98.88% |
Average DrawdownAverage peak-to-trough decline | -58.67% | -15.24% | -43.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.81% | 3.81% | +41.00% |
Volatility
AMC vs. IWC - Volatility Comparison
AMC Entertainment Holdings, Inc. (AMC) has a higher volatility of 45.32% compared to iShares Micro-Cap ETF (IWC) at 8.49%. 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.
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Volatility by Period
| AMC | IWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 45.32% | 8.49% | +36.83% |
Volatility (6M)Calculated over the trailing 6-month period | 64.25% | 18.14% | +46.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.09% | 24.34% | +48.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 102.90% | 24.57% | +78.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 141.52% | 24.50% | +117.02% |
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 0.98%.
| 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 | 0.98% | 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
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.
AMC has higher volatility (45.32%) compared to IWC (8.49%). In terms of maximum drawdown, AMC dropped -99.85% vs IWC's -64.61%.
IWC currently has the higher Sharpe Ratio (2.21 vs -0.46), 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.
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