PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
211.35%
31.96%
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

4.34%

1M

-3.76%

6M

-3.01%

1Y

6.27%

5Y*

1.91%

10Y*

3.67%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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 2.11, compared to the broader market-4.00-2.000.002.002.110.46
The chart of Sortino ratio for AYX, currently valued at 4.18, compared to the broader market-4.00-2.000.002.004.004.180.74
The chart of Omega ratio for AYX, currently valued at 2.05, compared to the broader market0.501.001.502.002.051.09
The chart of Calmar ratio for AYX, currently valued at 0.03, compared to the broader market0.002.004.006.000.030.28
The chart of Martin ratio for AYX, currently valued at 24.82, compared to the broader market0.0010.0020.0024.821.90
AYX
IEMG


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.11
0.46
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 2.84%.


TTM20232022202120202019201820172016201520142013
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
0.97%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%1.76%

Drawdowns

AYX vs. IEMG - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-73.48%
-17.36%
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 4.41%. 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%JulyAugustSeptemberOctoberNovemberDecember0
4.41%
AYX
IEMG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab