AMKBY vs. IWM
Compare and contrast key facts about AP Moeller-Maersk AS (AMKBY) and iShares Russell 2000 ETF (IWM).
IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMKBY or IWM.
Performance
AMKBY vs. IWM - Performance Comparison
Returns By Period
In the year-to-date period, AMKBY achieves a 3.82% return, which is significantly lower than IWM's 15.06% return. Over the past 10 years, AMKBY has underperformed IWM with an annualized return of 7.20%, while IWM has yielded a comparatively higher 8.45% annualized return.
AMKBY
3.82%
11.83%
3.85%
24.07%
16.73%
7.20%
IWM
15.06%
1.45%
10.46%
30.00%
9.07%
8.45%
Key characteristics
| AMKBY | IWM | |
|---|---|---|
| Sharpe Ratio | 0.56 | 1.51 |
| Sortino Ratio | 1.02 | 2.20 |
| Omega Ratio | 1.13 | 1.26 |
| Calmar Ratio | 0.54 | 1.28 |
| Martin Ratio | 1.26 | 8.37 |
| Ulcer Index | 19.49% | 3.80% |
| Daily Std Dev | 43.89% | 21.00% |
| Max Drawdown | -62.68% | -59.05% |
| Current Drawdown | -24.99% | -5.28% |
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Correlation
The correlation between AMKBY and IWM is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AMKBY vs. IWM - Risk-Adjusted Performance 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.
Dividends
AMKBY vs. IWM - Dividend Comparison
AMKBY's dividend yield for the trailing twelve months is around 8.28%, more than IWM's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMKBY AP Moeller-Maersk AS | 8.28% | 34.37% | 17.16% | 1.48% | 0.98% | 12.57% | 1.96% | 1.24% | 2.84% | 18.43% | 2.56% | 1.92% |
IWM iShares Russell 2000 ETF | 1.12% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
AMKBY vs. IWM - Drawdown Comparison
The maximum AMKBY drawdown since its inception was -62.68%, 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.
Volatility
AMKBY vs. IWM - Volatility Comparison
AP Moeller-Maersk AS (AMKBY) has a higher volatility of 15.78% compared to iShares Russell 2000 ETF (IWM) at 7.67%. 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.