AMKBY vs. IWM

In the year-to-date period, AMKBY achieves a 26.02% return, which is significantly higher than IWM's -7.83% return. Over the past 10 years, AMKBY has outperformed IWM with an annualized return of 9.02%, while IWM has yielded a comparatively lower 6.42% annualized return.

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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.

The current AMKBY Sharpe Ratio is 0.57, which is higher than the IWM Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of AMKBY and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AMKBY's dividend yield for the trailing twelve months is around 11.74%, more than IWM's 1.21% yield.

The maximum AMKBY drawdown since its inception was -62.69%, 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. For additional features, visit the drawdowns tool.

AP Moeller-Maersk AS (AMKBY) has a higher volatility of 13.98% compared to iShares Russell 2000 ETF (IWM) at 6.23%. 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.