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IRM vs. ^W2DOW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

IRM vs. ^W2DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iron Mountain Incorporated (IRM) and Dow Jones Global ex-U.S. Index (^W2DOW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
11.26%
-0.60%
IRM
^W2DOW

Key characteristics

Sharpe Ratio

IRM:

2.66

^W2DOW:

0.62

Sortino Ratio

IRM:

3.09

^W2DOW:

0.90

Omega Ratio

IRM:

1.44

^W2DOW:

1.12

Calmar Ratio

IRM:

3.49

^W2DOW:

0.47

Martin Ratio

IRM:

11.38

^W2DOW:

1.63

Ulcer Index

IRM:

6.41%

^W2DOW:

4.09%

Daily Std Dev

IRM:

27.48%

^W2DOW:

10.65%

Max Drawdown

IRM:

-55.71%

^W2DOW:

-93.05%

Current Drawdown

IRM:

-12.89%

^W2DOW:

-7.94%

Returns By Period

In the year-to-date period, IRM achieves a 5.52% return, which is significantly higher than ^W2DOW's 1.87% return. Over the past 10 years, IRM has outperformed ^W2DOW with an annualized return of 17.27%, while ^W2DOW has yielded a comparatively lower 2.22% annualized return.


IRM

YTD

5.52%

1M

5.53%

6M

11.26%

1Y

69.98%

5Y*

35.37%

10Y*

17.27%

^W2DOW

YTD

1.87%

1M

2.71%

6M

-0.59%

1Y

8.06%

5Y*

1.89%

10Y*

2.22%

*Annualized

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Risk-Adjusted Performance

IRM vs. ^W2DOW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IRM
The Risk-Adjusted Performance Rank of IRM is 9494
Overall Rank
The Sharpe Ratio Rank of IRM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IRM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IRM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IRM is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IRM is 9393
Martin Ratio Rank

^W2DOW
The Risk-Adjusted Performance Rank of ^W2DOW is 3131
Overall Rank
The Sharpe Ratio Rank of ^W2DOW is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W2DOW is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ^W2DOW is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ^W2DOW is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^W2DOW is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for IRM, currently valued at 2.40, compared to the broader market-2.000.002.004.002.400.62
The chart of Sortino ratio for IRM, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.006.002.850.90
The chart of Omega ratio for IRM, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.12
The chart of Calmar ratio for IRM, currently valued at 3.11, compared to the broader market0.002.004.006.003.110.47
The chart of Martin ratio for IRM, currently valued at 9.61, compared to the broader market0.0010.0020.0030.009.611.63
IRM
^W2DOW

The current IRM Sharpe Ratio is 2.66, which is higher than the ^W2DOW Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IRM and ^W2DOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.40
0.62
IRM
^W2DOW

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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.89%
-7.94%
IRM
^W2DOW

Volatility

IRM vs. ^W2DOW - Volatility Comparison

Iron Mountain Incorporated (IRM) has a higher volatility of 7.13% compared to Dow Jones Global ex-U.S. Index (^W2DOW) at 2.76%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.13%
2.76%
IRM
^W2DOW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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