HRL vs. ACWI
HRL (Hormel Foods Corporation) 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, HRL returned -1.41%/yr vs 12.82%/yr for ACWI. At a 0.34 correlation, their price movements are largely independent.
Performance
HRL vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, HRL achieves a 0.24% return, which is significantly lower than ACWI's 12.47% return. Over the past 10 years, HRL has underperformed ACWI with an annualized return of -1.41%, while ACWI has yielded a comparatively higher 12.82% annualized return.
HRL
- 1D
- -0.94%
- 1M
- 11.96%
- YTD
- 0.24%
- 6M
- 2.10%
- 1Y
- -21.28%
- 3Y*
- -13.87%
- 5Y*
- -11.23%
- 10Y*
- -1.41%
ACWI
- 1D
- 0.30%
- 1M
- 4.45%
- YTD
- 12.47%
- 6M
- 13.07%
- 1Y
- 29.24%
- 3Y*
- 21.38%
- 5Y*
- 11.35%
- 10Y*
- 12.82%
HRL vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRL Hormel Foods Corporation | 0.24% | -21.27% | 1.21% | -27.49% | -4.67% | 6.99% | 5.38% | 7.85% | 19.68% | 6.72% |
ACWI iShares MSCI ACWI ETF | 12.47% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between HRL and ACWI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2008 | 0.34 |
Over the past year, the correlation between HRL and ACWI has dropped to 0.11 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
HRL vs. ACWI — Risk / Return Rank
HRL
ACWI
HRL vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hormel Foods Corporation (HRL) 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.
| HRL | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.07 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.42 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 3.02 | -3.64 |
| Martin ratioReturn relative to average drawdown | -0.98 | 13.55 | -14.54 |
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
| HRL | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.72 | 2.30 | -3.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.47 | 0.71 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.75 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.43 | -0.06 |
Drawdowns
HRL vs. ACWI - Drawdown Comparison
The maximum HRL drawdown since its inception was -58.46%, roughly equal to the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for HRL and ACWI.
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Drawdown Indicators
| HRL | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.46% | -56.00% | -2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -34.29% | -9.73% | -24.56% |
Max Drawdown (3Y)Largest decline over 3 years | -46.94% | -16.55% | -30.39% |
Max Drawdown (5Y)Largest decline over 5 years | -58.46% | -26.42% | -32.04% |
Max Drawdown (10Y)Largest decline over 10 years | -58.46% | -33.53% | -24.93% |
Current DrawdownCurrent decline from peak | -51.33% | -0.53% | -50.80% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -8.61% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.65% | 2.16% | +19.49% |
Volatility
HRL vs. ACWI - Volatility Comparison
Hormel Foods Corporation (HRL) has a higher volatility of 13.25% compared to iShares MSCI ACWI ETF (ACWI) at 3.83%. This indicates that HRL'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
| HRL | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.25% | 3.83% | +9.42% |
Volatility (6M)Calculated over the trailing 6-month period | 21.03% | 10.30% | +10.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.49% | 12.79% | +16.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.07% | 16.05% | +8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.32% | 17.11% | +6.21% |
Dividends
HRL vs. ACWI - Dividend Comparison
HRL's dividend yield for the trailing twelve months is around 5.04%, more than ACWI's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.38% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
HRL Hormel Foods Corporation | 5.04% | 4.89% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% |
Frequently Asked Questions
HRL and ACWI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HRL has higher volatility (13.25%) compared to ACWI (3.83%). In terms of maximum drawdown, HRL dropped -58.46% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (2.30 vs -0.72), 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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