CHKP vs. ACWI
CHKP (Check Point Software Technologies Ltd.) is a stock, while ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index. Over the past 10 years, CHKP returned 5.41%/yr vs 12.53%/yr for ACWI. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
CHKP vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, CHKP achieves a -31.49% return, which is significantly lower than ACWI's 11.28% return. Over the past 10 years, CHKP has underperformed ACWI with an annualized return of 5.41%, while ACWI has yielded a comparatively higher 12.53% annualized return.
CHKP
- 1D
- -0.86%
- 1M
- -6.92%
- 6M
- -29.18%
- YTD
- -31.49%
- 1Y
- -32.59%
- 3Y*
- -1.32%
- 5Y*
- 0.00%
- 10Y*
- 5.41%
- ALL TIME*
- 13.01%
ACWI
- 1D
- 0.49%
- 1M
- 0.18%
- 6M
- 8.21%
- YTD
- 11.28%
- 1Y
- 23.78%
- 3Y*
- 18.53%
- 5Y*
- 10.82%
- 10Y*
- 12.53%
- ALL TIME*
- 8.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $420.02M | $465.87M | $510.46M | |
| $203.25M | $183.53M | $192.28M |
CHKP vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHKP Check Point Software Technologies Ltd. | -31.49% | -0.61% | 22.19% | 21.11% | 8.24% | -12.30% | 19.78% | 8.10% | -0.94% | 22.69% |
ACWI iShares MSCI ACWI ETF | 11.28% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between CHKP and ACWI is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2008 | 0.47 |
Over the past year, the correlation between CHKP and ACWI has dropped to 0.05 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
CHKP vs. ACWI — Risk / Return Rank
CHKP
ACWI
CHKP vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Check Point Software Technologies Ltd. (CHKP) and iShares MSCI ACWI ETF (ACWI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHKP | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.29 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.29 | -2.99 |
| Martin ratioReturn relative to average drawdown | -1.33 | 9.58 | -10.91 |
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Drawdowns
CHKP vs. ACWI - Drawdown Comparison
The maximum CHKP drawdown since its inception was -89.31%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for CHKP and ACWI.
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Drawdown Indicators
| CHKP | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.31% | -56.00% | -33.31% |
Max Drawdown (1Y)Largest decline over 1 year | -45.64% | -9.73% | -35.91% |
Max Drawdown (3Y)Largest decline over 3 years | -51.83% | -16.55% | -35.28% |
Max Drawdown (5Y)Largest decline over 5 years | -51.83% | -26.42% | -25.41% |
Max Drawdown (10Y)Largest decline over 10 years | -51.83% | -33.53% | -18.30% |
Current DrawdownCurrent decline from peak | -45.55% | -1.58% | -43.97% |
Average DrawdownAverage peak-to-trough decline | -41.58% | -8.55% | -33.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.84% | 2.33% | +21.51% |
Volatility
CHKP vs. ACWI - Volatility Comparison
Check Point Software Technologies Ltd. (CHKP) has a higher volatility of 13.99% compared to iShares MSCI ACWI ETF (ACWI) at 4.03%. This indicates that CHKP's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHKP | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.99% | 4.03% | +9.96% |
Volatility (6M)Calculated over the trailing 6-month period | 35.08% | 11.71% | +23.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.58% | 14.01% | +23.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.33% | 16.23% | +12.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.39% | 17.06% | +9.33% |
Dividends
CHKP vs. ACWI - Dividend Comparison
CHKP has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.44% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
CHKP Check Point Software Technologies Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CHKP and ACWI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHKP has higher volatility (13.99%) compared to ACWI (4.03%). In terms of maximum drawdown, CHKP dropped -89.31% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (1.59 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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