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AMKBY vs. IWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMKBY and IWM is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

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.

140.00%160.00%180.00%200.00%220.00%240.00%December2025FebruaryMarchAprilMay
225.08%
190.53%
AMKBY
IWM

Key characteristics

Sharpe Ratio

AMKBY:

0.87

IWM:

0.15

Sortino Ratio

AMKBY:

1.38

IWM:

0.38

Omega Ratio

AMKBY:

1.17

IWM:

1.05

Calmar Ratio

AMKBY:

0.93

IWM:

0.13

Martin Ratio

AMKBY:

2.63

IWM:

0.39

Ulcer Index

AMKBY:

14.61%

IWM:

9.06%

Daily Std Dev

AMKBY:

44.47%

IWM:

24.06%

Max Drawdown

AMKBY:

-62.69%

IWM:

-59.05%

Current Drawdown

AMKBY:

-14.09%

IWM:

-16.86%

Returns By Period

In the year-to-date period, AMKBY achieves a 18.71% return, which is significantly higher than IWM's -9.07% return. Over the past 10 years, AMKBY has outperformed IWM with an annualized return of 8.09%, while IWM has yielded a comparatively lower 6.53% annualized return.


AMKBY

YTD

18.71%

1M

27.57%

6M

20.32%

1Y

46.48%

5Y*

29.98%

10Y*

8.09%

IWM

YTD

-9.07%

1M

10.65%

6M

-7.97%

1Y

0.44%

5Y*

11.05%

10Y*

6.53%

*Annualized

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Risk-Adjusted Performance

AMKBY vs. IWM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMKBY
The Risk-Adjusted Performance Rank of AMKBY is 7676
Overall Rank
The Sharpe Ratio Rank of AMKBY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AMKBY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of AMKBY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AMKBY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AMKBY is 7676
Martin Ratio Rank

IWM
The Risk-Adjusted Performance Rank of IWM is 2424
Overall Rank
The Sharpe Ratio Rank of IWM is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 2525
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 2525
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for AMKBY, currently valued at 0.87, compared to the broader market-2.00-1.000.001.002.003.00
AMKBY: 0.87
IWM: 0.15
The chart of Sortino ratio for AMKBY, currently valued at 1.38, compared to the broader market-6.00-4.00-2.000.002.004.00
AMKBY: 1.38
IWM: 0.38
The chart of Omega ratio for AMKBY, currently valued at 1.17, compared to the broader market0.501.001.502.00
AMKBY: 1.17
IWM: 1.05
The chart of Calmar ratio for AMKBY, currently valued at 0.93, compared to the broader market0.001.002.003.004.005.00
AMKBY: 0.93
IWM: 0.13
The chart of Martin ratio for AMKBY, currently valued at 2.63, compared to the broader market-10.000.0010.0020.00
AMKBY: 2.63
IWM: 0.39

The current AMKBY Sharpe Ratio is 0.87, which is higher than the IWM Sharpe Ratio of 0.15. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.87
0.15
AMKBY
IWM

Dividends

AMKBY vs. IWM - Dividend Comparison

AMKBY's dividend yield for the trailing twelve months is around 12.46%, more than IWM's 1.23% yield.


TTM20242023202220212020201920182017201620152014
AMKBY
AP Moeller-Maersk AS
12.46%8.58%34.37%17.16%1.46%0.98%12.56%1.98%1.23%2.84%18.43%2.55%
IWM
iShares Russell 2000 ETF
1.23%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%

Drawdowns

AMKBY vs. IWM - Drawdown Comparison

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-14.09%
-16.86%
AMKBY
IWM

Volatility

AMKBY vs. IWM - Volatility Comparison

AP Moeller-Maersk AS (AMKBY) has a higher volatility of 19.15% compared to iShares Russell 2000 ETF (IWM) at 13.97%. 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
19.15%
13.97%
AMKBY
IWM