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AMCR vs. IP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMCR and IP is 0.58, 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.


-0.50.00.51.00.6

Performance

AMCR vs. IP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amcor plc (AMCR) and International Paper Company (IP). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
7.61%
82.84%
AMCR
IP

Key characteristics

Sharpe Ratio

AMCR:

0.12

IP:

1.77

Sortino Ratio

AMCR:

0.34

IP:

2.69

Omega Ratio

AMCR:

1.04

IP:

1.34

Calmar Ratio

AMCR:

0.09

IP:

1.61

Martin Ratio

AMCR:

0.51

IP:

9.79

Ulcer Index

AMCR:

5.35%

IP:

5.64%

Daily Std Dev

AMCR:

22.29%

IP:

31.19%

Max Drawdown

AMCR:

-47.21%

IP:

-93.18%

Current Drawdown

AMCR:

-21.45%

IP:

-8.59%

Fundamentals

Market Cap

AMCR:

$14.22B

IP:

$19.19B

EPS

AMCR:

$0.53

IP:

$1.17

PE Ratio

AMCR:

18.36

IP:

47.21

PEG Ratio

AMCR:

1.90

IP:

0.49

Total Revenue (TTM)

AMCR:

$13.55B

IP:

$18.64B

Gross Profit (TTM)

AMCR:

$2.73B

IP:

$4.02B

EBITDA (TTM)

AMCR:

$1.89B

IP:

$1.99B

Returns By Period

In the year-to-date period, AMCR achieves a 2.50% return, which is significantly lower than IP's 57.10% return.


AMCR

YTD

2.50%

1M

-7.95%

6M

-3.27%

1Y

1.76%

5Y*

1.76%

10Y*

N/A

IP

YTD

57.10%

1M

-7.46%

6M

20.33%

1Y

55.25%

5Y*

11.76%

10Y*

3.96%

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Risk-Adjusted Performance

AMCR vs. IP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amcor plc (AMCR) and International Paper Company (IP). 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.


Sharpe ratio
The chart of Sharpe ratio for AMCR, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.121.77
The chart of Sortino ratio for AMCR, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.342.69
The chart of Omega ratio for AMCR, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.34
The chart of Calmar ratio for AMCR, currently valued at 0.09, compared to the broader market0.002.004.006.000.091.61
The chart of Martin ratio for AMCR, currently valued at 0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.000.519.79
AMCR
IP

The current AMCR Sharpe Ratio is 0.12, which is lower than the IP Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AMCR and IP, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.12
1.77
AMCR
IP

Dividends

AMCR vs. IP - Dividend Comparison

AMCR's dividend yield for the trailing twelve months is around 5.35%, more than IP's 3.38% yield.


TTM20232022202120202019201820172016201520142013
AMCR
Amcor plc
5.35%5.12%4.06%3.95%3.93%2.17%0.00%0.00%0.00%0.00%0.00%0.00%
IP
International Paper Company
3.38%5.09%5.31%10.22%3.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMCR vs. IP - Drawdown Comparison

The maximum AMCR drawdown since its inception was -47.21%, smaller than the maximum IP drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for AMCR and IP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.45%
-8.59%
AMCR
IP

Volatility

AMCR vs. IP - Volatility Comparison

Amcor plc (AMCR) and International Paper Company (IP) have volatilities of 5.29% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JulyAugustSeptemberOctoberNovemberDecember
5.29%
5.32%
AMCR
IP

Financials

AMCR vs. IP - Financials Comparison

This section allows you to compare key financial metrics between Amcor plc and International Paper Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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