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AMKBY vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AMKBY vs. IWM

Last updated Jun 24, 2026

AMKBY (AP Moeller-Maersk AS) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, AMKBY returned 15.49%/yr vs 11.58%/yr for IWM. At a 0.33 correlation, their price movements are largely independent.

Performance

AMKBY vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AP Moeller-Maersk AS (AMKBY) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMKBY achieves a 9.61% return, which is significantly lower than IWM's 20.47% return. Over the past 10 years, AMKBY has outperformed IWM with an annualized return of 15.49%, while IWM has yielded a comparatively lower 11.58% annualized return.

AMKBY

1D
0.99%
1M
3.30%
YTD
9.61%
6M
9.42%
1Y
35.57%
3Y*
20.38%
5Y*
9.41%
10Y*
15.49%

IWM

1D
-0.96%
1M
3.82%
YTD
20.47%
6M
17.64%
1Y
40.90%
3Y*
19.22%
5Y*
6.27%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMKBY vs. IWM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AMKBY
AP Moeller-Maersk AS		9.61%52.08%0.43%8.33%-29.56%65.23%58.84%29.61%-27.45%9.54%
IWM
iShares Russell 2000 ETF		20.47%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Correlation

The correlation between AMKBY and IWM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.33

The correlation between AMKBY and IWM shifts across timeframes, from 0.18 (3 years) to 0.34 (10 years), reflecting how their relationship changes across market environments.

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AP Moeller-Maersk AS

iShares Russell 2000 ETF

Often compared with AMKBY:
AMKBY vs. SBLKAMKBY vs. VOW3.DEAMKBY vs. SIE.DEAMKBY vs. QYLDAMKBY vs. SPYAMKBY vs. VOOAMKBY vs. EQQQ.L
Often compared with IWM:
IWM vs. SPYIWM vs. VTWOIWM vs. IJRIWM vs. AVUVIWM vs. IWNIWM vs. VOOIWM vs. TNA

Return for Risk

AMKBY vs. IWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AMKBY
AMKBY Risk / Return Rank: 6969
Overall Rank
AMKBY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
AMKBY Sortino Ratio Rank: 6767
Sortino Ratio Rank
AMKBY Omega Ratio Rank: 6565
Omega Ratio Rank
AMKBY Calmar Ratio Rank: 7272
Calmar Ratio Rank
AMKBY Martin Ratio Rank: 7171
Martin Ratio Rank
IWM
IWM Risk / Return Rank: 6767
Overall Rank
IWM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWM Omega Ratio Rank: 5757
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7373
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.

AMKBY vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AP Moeller-Maersk AS (AMKBY) and iShares Russell 2000 ETF (IWM). 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.

AMKBYIWMDifference
Sharpe ratioReturn per unit of total volatility
0.95
2.08

-1.14

Sortino ratioReturn per unit of downside risk
1.49
2.86

-1.37

Omega ratioGain probability vs. loss probability

1.19

1.34

-0.16

Calmar ratioReturn relative to maximum drawdown

1.71

3.73

-2.01

Martin ratioReturn relative to average drawdown

3.65

13.18

-9.53

AMKBY vs. IWM - Sharpe Ratio Comparison

The current AMKBY Sharpe Ratio is 0.95, which is lower than the IWM Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of AMKBY and IWM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AMKBY vs. IWM - Drawdown Comparison

The maximum AMKBY drawdown since its inception was -83.58%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for AMKBY and IWM.

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Drawdown Indicators

AMKBYIWMDifference

Max Drawdown

Largest peak-to-trough decline

-83.58%

-59.05%

-24.53%

Max Drawdown (1Y)

Largest decline over 1 year

-20.86%

-11.03%

-9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-36.21%

-27.50%

-8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-48.62%

-31.91%

-16.71%

Max Drawdown (10Y)

Largest decline over 10 years

-62.49%

-41.13%

-21.36%

Current Drawdown

Current decline from peak

-14.46%

-0.96%

-13.50%

Average Drawdown

Average peak-to-trough decline

-44.90%

-10.75%

-34.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

3.11%

+6.67%

Volatility

AMKBY vs. IWM - Volatility Comparison

AP Moeller-Maersk AS (AMKBY) has a higher volatility of 16.08% compared to iShares Russell 2000 ETF (IWM) at 6.56%. This indicates that AMKBY's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AMKBYIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.08%

6.56%

+9.52%

Volatility (6M)

Calculated over the trailing 6-month period

29.17%

14.31%

+14.86%

Volatility (1Y)

Calculated over the trailing 1-year period

37.76%

19.74%

+18.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.28%

22.61%

+18.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.41%

23.06%

+16.35%

Dividends

AMKBY vs. IWM - Dividend Comparison

AMKBY's dividend yield for the trailing twelve months is around 3.02%, more than IWM's 0.90% yield.

PositionTTM20252024202320222021202020192018201720162015
AMKBY
AP Moeller-Maersk AS		3.02%6.85%8.11%34.67%17.14%1.48%0.63%12.17%1.28%0.80%4.83%19.05%
IWM
iShares Russell 2000 ETF		0.90%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Frequently Asked Questions

AMKBY and IWM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMKBY has higher volatility (16.08%) compared to IWM (6.56%). In terms of maximum drawdown, AMKBY dropped -83.58% vs IWM's -59.05%.

IWM currently has the higher Sharpe Ratio (2.08 vs 0.95), 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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