IRM vs. ^W2DOW

Last updated Apr 2, 2026

Compare and contrast key facts about Iron Mountain Incorporated (IRM) and Dow Jones Global ex-U.S. Index (^W2DOW).

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.

IRM vs. ^W2DOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IRM Iron Mountain Incorporated	22.69%	-18.24%	54.48%	46.52%	-0.08%	87.74%	0.98%	5.87%	-7.97%	23.56%
^W2DOW Dow Jones Global ex-U.S. Index	2.66%	28.20%	3.13%	12.35%	-18.59%	5.68%	9.26%	18.37%	-16.52%	24.67%

Returns By Period

In the year-to-date period, IRM achieves a 22.69% return, which is significantly higher than ^W2DOW's 2.66% return. Over the past 10 years, IRM has outperformed ^W2DOW with an annualized return of 18.28%, while ^W2DOW has yielded a comparatively lower 6.34% annualized return.

IRM

• 1D: -1.17%
• 1M: -7.76%
• YTD: 22.69%
• 6M: 0.57%
• 1Y: 20.25%
• 3Y*: 28.35%
• 5Y*: 27.05%
• 10Y*: 18.28%

^W2DOW

• 1D: 3.95%
• 1M: -5.93%
• YTD: 2.66%
• 6M: 6.60%
• 1Y: 25.72%
• 3Y*: 13.08%
• 5Y*: 4.74%
• 10Y*: 6.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IRM vs. ^W2DOW — Risk / Return Rank

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

IRM

IRM Risk / Return Rank: 59
IRM Sharpe Ratio Rank: 63
IRM Sortino Ratio Rank: 56
IRM Omega Ratio Rank: 55
IRM Calmar Ratio Rank: 60
IRM Martin Ratio Rank: 61

^W2DOW

^W2DOW Risk / Return Rank: 89
^W2DOW Sharpe Ratio Rank: 90
^W2DOW Sortino Ratio Rank: 89
^W2DOW Omega Ratio Rank: 93
^W2DOW Calmar Ratio Rank: 88
^W2DOW Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IRM vs. ^W2DOW - Risk-Adjusted Trends 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.

	IRM	^W2DOW	Difference
Sharpe ratio Return per unit of total volatility	0.62	1.66	-1.03
Sortino ratio Return per unit of downside risk	1.05	2.17	-1.12
Omega ratio Gain probability vs. loss probability	1.14	1.36	-0.22
Calmar ratio Return relative to maximum drawdown	0.85	2.66	-1.81
Martin ratio Return relative to average drawdown	2.05	11.16	-9.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IRM vs. ^W2DOW - Sharpe Ratio Comparison

The current IRM Sharpe Ratio is 0.62, which is lower than the ^W2DOW Sharpe Ratio of 1.66. 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.

Sharpe Ratios by Period

	IRM	^W2DOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	1.66	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.34	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.38	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.02	+0.46

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.

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.

Drawdown Indicators

	IRM	^W2DOW	Difference
Max Drawdown Largest peak-to-trough decline	-55.71%	-93.05%	+37.34%
Max Drawdown (1Y) Largest decline over 1 year	-25.15%	-11.18%	-13.97%
Max Drawdown (5Y) Largest decline over 5 years	-39.03%	-32.21%	-6.82%
Max Drawdown (10Y) Largest decline over 10 years	-39.03%	-43.58%	+4.55%
Current Drawdown Current decline from peak	-17.18%	-7.66%	-9.52%
Average Drawdown Average peak-to-trough decline	-13.21%	-19.45%	+6.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.48%	2.67%	+7.81%

Volatility

IRM vs. ^W2DOW - Volatility Comparison

Iron Mountain Incorporated (IRM) has a higher volatility of 8.83% compared to Dow Jones Global ex-U.S. Index (^W2DOW) at 6.90%. 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.

Volatility by Period

	IRM	^W2DOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.83%	6.90%	+1.93%
Volatility (6M) Calculated over the trailing 6-month period	23.35%	10.32%	+13.03%
Volatility (1Y) Calculated over the trailing 1-year period	32.71%	14.96%	+17.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.33%	13.35%	+15.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.30%	14.81%	+14.49%