COO vs. IWFM.L
Compare and contrast key facts about The Cooper Companies, Inc. (COO) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L).
IWFM.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Oct 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COO or IWFM.L.
Performance
COO vs. IWFM.L - Performance Comparison
Returns By Period
In the year-to-date period, COO achieves a 5.60% return, which is significantly lower than IWFM.L's 32.60% return. Over the past 10 years, COO has underperformed IWFM.L with an annualized return of 9.01%, while IWFM.L has yielded a comparatively higher 15.36% annualized return.
COO
5.60%
-5.59%
5.79%
17.87%
5.39%
9.01%
IWFM.L
32.60%
3.18%
8.21%
35.23%
13.26%
15.36%
Key characteristics
| COO | IWFM.L | |
|---|---|---|
| Sharpe Ratio | 0.73 | 2.22 |
| Sortino Ratio | 1.48 | 2.92 |
| Omega Ratio | 1.16 | 1.42 |
| Calmar Ratio | 0.68 | 2.77 |
| Martin Ratio | 2.53 | 10.46 |
| Ulcer Index | 7.28% | 3.39% |
| Daily Std Dev | 25.18% | 15.94% |
| Max Drawdown | -98.75% | -22.58% |
| Current Drawdown | -12.31% | 0.00% |
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Correlation
The correlation between COO and IWFM.L is 0.28, 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.
Risk-Adjusted Performance
COO vs. IWFM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cooper Companies, Inc. (COO) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L). 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
COO vs. IWFM.L - Dividend Comparison
Neither COO nor IWFM.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COO The Cooper Companies, Inc. | 0.00% | 0.02% | 0.02% | 0.01% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.04% | 0.05% |
IWFM.L iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COO vs. IWFM.L - Drawdown Comparison
The maximum COO drawdown since its inception was -98.75%, which is greater than IWFM.L's maximum drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for COO and IWFM.L. For additional features, visit the drawdowns tool.
Volatility
COO vs. IWFM.L - Volatility Comparison
The Cooper Companies, Inc. (COO) has a higher volatility of 4.62% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) at 2.90%. This indicates that COO's price experiences larger fluctuations and is considered to be riskier than IWFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.