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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHKP or ACWI.
Key characteristics
| CHKP | ACWI | |
|---|---|---|
| YTD Return | -1.04% | 5.51% |
| 1Y Return | 18.06% | 18.97% |
| 3Y Return (Ann) | 8.35% | 4.37% |
| 5Y Return (Ann) | 4.80% | 9.69% |
| 10Y Return (Ann) | 9.15% | 8.45% |
| Sharpe Ratio | 1.03 | 1.82 |
| Daily Std Dev | 19.38% | 11.53% |
| Max Drawdown | -89.31% | -56.00% |
| Current Drawdown | -9.18% | -2.51% |
Correlation
The correlation between CHKP and ACWI is 0.51, 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.
Performance
CHKP vs. ACWI - Performance Comparison
In the year-to-date period, CHKP achieves a -1.04% return, which is significantly lower than ACWI's 5.51% return. Over the past 10 years, CHKP has outperformed ACWI with an annualized return of 9.15%, while ACWI has yielded a comparatively lower 8.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHKP vs. ACWI - Risk-Adjusted Performance 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.
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 1.78%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.78% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
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. For additional features, visit the drawdowns tool.
Volatility
CHKP vs. ACWI - Volatility Comparison
Check Point Software Technologies Ltd. (CHKP) has a higher volatility of 6.28% compared to iShares MSCI ACWI ETF (ACWI) at 3.38%. 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.