IRM vs. ^W2DOW
Compare and contrast key facts about Iron Mountain Incorporated (IRM) and Dow Jones Global ex-U.S. Index (^W2DOW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRM or ^W2DOW.
Performance
IRM vs. ^W2DOW - Performance Comparison
Returns By Period
In the year-to-date period, IRM achieves a 73.38% return, which is significantly higher than ^W2DOW's 4.06% return. Over the past 10 years, IRM has outperformed ^W2DOW with an annualized return of 19.05%, while ^W2DOW has yielded a comparatively lower 1.89% annualized return.
IRM
73.38%
-4.15%
51.80%
93.56%
35.95%
19.05%
^W2DOW
4.06%
-3.73%
-1.37%
10.22%
2.56%
1.89%
Key characteristics
| IRM | ^W2DOW | |
|---|---|---|
| Sharpe Ratio | 3.69 | 0.88 |
| Sortino Ratio | 4.07 | 1.27 |
| Omega Ratio | 1.59 | 1.17 |
| Calmar Ratio | 8.05 | 0.58 |
| Martin Ratio | 27.44 | 3.56 |
| Ulcer Index | 3.44% | 2.69% |
| Daily Std Dev | 25.56% | 10.69% |
| Max Drawdown | -55.71% | -93.05% |
| Current Drawdown | -7.34% | -8.82% |
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Correlation
The correlation between IRM and ^W2DOW is 0.27, 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
IRM vs. ^W2DOW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Iron Mountain Incorporated (IRM) and Dow Jones Global ex-U.S. Index (^W2DOW). 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.
Drawdowns
IRM vs. ^W2DOW - Drawdown Comparison
The maximum IRM drawdown since its inception was -55.71%, smaller than the maximum ^W2DOW drawdown of -93.05%. Use the drawdown chart below to compare losses from any high point for IRM and ^W2DOW. For additional features, visit the drawdowns tool.
Volatility
IRM vs. ^W2DOW - Volatility Comparison
Iron Mountain Incorporated (IRM) has a higher volatility of 12.45% compared to Dow Jones Global ex-U.S. Index (^W2DOW) at 2.72%. This indicates that IRM's price experiences larger fluctuations and is considered to be riskier than ^W2DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.