CHKP vs. ACWI
Compare and contrast key facts about Check Point Software Technologies Ltd. (CHKP) and iShares MSCI ACWI ETF (ACWI).
ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Performance
CHKP vs. ACWI - Performance Comparison
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CHKP vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHKP Check Point Software Technologies Ltd. | -23.02% | -0.61% | 22.19% | 21.11% | 8.24% | -12.30% | 19.78% | 8.10% | -0.94% | 22.69% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Returns By Period
In the year-to-date period, CHKP achieves a -23.02% return, which is significantly lower than ACWI's -2.21% return. Over the past 10 years, CHKP has underperformed ACWI with an annualized return of 5.11%, while ACWI has yielded a comparatively higher 11.58% annualized return.
CHKP
- 1D
- 1.17%
- 1M
- -6.06%
- YTD
- -23.02%
- 6M
- -30.96%
- 1Y
- -37.32%
- 3Y*
- 3.19%
- 5Y*
- 4.69%
- 10Y*
- 5.11%
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
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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.
| CHKP | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.20 | 1.20 | -2.40 |
Sortino ratioReturn per unit of downside risk | -1.65 | 1.77 | -3.42 |
Omega ratioGain probability vs. loss probability | 0.79 | 1.27 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | -0.92 | 1.79 | -2.71 |
Martin ratioReturn relative to average drawdown | -2.01 | 8.26 | -10.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHKP | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.20 | 1.20 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.59 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.68 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.39 | -0.13 |
Correlation
The correlation between CHKP and ACWI is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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 1.59%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
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 | -40.53% | -11.76% | -28.77% |
Max Drawdown (5Y)Largest decline over 5 years | -40.53% | -26.42% | -14.11% |
Max Drawdown (10Y)Largest decline over 10 years | -40.53% | -33.53% | -7.00% |
Current DrawdownCurrent decline from peak | -38.81% | -6.92% | -31.89% |
Average DrawdownAverage peak-to-trough decline | -41.56% | -8.69% | -32.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.59% | 2.54% | +16.05% |
Volatility
CHKP vs. ACWI - Volatility Comparison
Check Point Software Technologies Ltd. (CHKP) has a higher volatility of 9.28% compared to iShares MSCI ACWI ETF (ACWI) at 6.38%. 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 | 9.28% | 6.38% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 20.82% | 10.05% | +10.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.26% | 17.48% | +13.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.32% | 15.97% | +9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.93% | 17.08% | +7.85% |