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AYX vs. IEMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AYX and IEMG is 0.33, 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.


-0.50.00.51.00.3

Performance

AYX vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alteryx, Inc. (AYX) and iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember20250
-0.25%
AYX
IEMG

Key characteristics

Returns By Period


AYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IEMG

YTD

0.31%

1M

-0.25%

6M

-0.25%

1Y

11.63%

5Y*

1.61%

10Y*

3.54%

*Annualized

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Risk-Adjusted Performance

AYX vs. IEMG — Risk-Adjusted Performance Rank

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

AYX
The Risk-Adjusted Performance Rank of AYX is 3838
Overall Rank
The Sharpe Ratio Rank of AYX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AYX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of AYX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of AYX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of AYX is 4141
Martin Ratio Rank

IEMG
The Risk-Adjusted Performance Rank of IEMG is 3232
Overall Rank
The Sharpe Ratio Rank of IEMG is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of IEMG is 3434
Sortino Ratio Rank
The Omega Ratio Rank of IEMG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of IEMG is 2626
Calmar Ratio Rank
The Martin Ratio Rank of IEMG is 3232
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.

AYX vs. IEMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alteryx, Inc. (AYX) and iShares Core MSCI Emerging Markets ETF (IEMG). 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 AYX, currently valued at 2.44, compared to the broader market-2.000.002.004.002.440.91
The chart of Sortino ratio for AYX, currently valued at 5.57, compared to the broader market-4.00-2.000.002.004.005.571.36
The chart of Omega ratio for AYX, currently valued at 2.77, compared to the broader market0.501.001.502.002.771.17
The chart of Calmar ratio for AYX, currently valued at 0.03, compared to the broader market0.002.004.006.000.030.54
The chart of Martin ratio for AYX, currently valued at 47.53, compared to the broader market-10.000.0010.0020.0030.0047.533.08
AYX
IEMG


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.44
0.91
AYX
IEMG

Dividends

AYX vs. IEMG - Dividend Comparison

AYX has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 3.19%.


TTM20242023202220212020201920182017201620152014
AYX
Alteryx, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
3.19%3.20%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%

Drawdowns

AYX vs. IEMG - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-73.48%
-15.40%
AYX
IEMG

Volatility

AYX vs. IEMG - Volatility Comparison

The current volatility for Alteryx, Inc. (AYX) is 0.00%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 4.05%. This indicates that AYX experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember20250
4.05%
AYX
IEMG
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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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