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IRM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IRM and SPY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

IRM vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iron Mountain Incorporated (IRM) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
7,352.21%
1,337.95%
IRM
SPY

Key characteristics

Sharpe Ratio

IRM:

0.54

SPY:

0.51

Sortino Ratio

IRM:

0.88

SPY:

0.86

Omega Ratio

IRM:

1.12

SPY:

1.13

Calmar Ratio

IRM:

0.46

SPY:

0.55

Martin Ratio

IRM:

1.12

SPY:

2.26

Ulcer Index

IRM:

16.02%

SPY:

4.55%

Daily Std Dev

IRM:

32.96%

SPY:

20.08%

Max Drawdown

IRM:

-55.71%

SPY:

-55.19%

Current Drawdown

IRM:

-30.47%

SPY:

-9.89%

Returns By Period

In the year-to-date period, IRM achieves a -15.78% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, IRM has outperformed SPY with an annualized return of 15.63%, while SPY has yielded a comparatively lower 11.99% annualized return.


IRM

YTD

-15.78%

1M

0.79%

6M

-30.23%

1Y

16.89%

5Y*

37.07%

10Y*

15.63%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

IRM vs. SPY — 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 6767
Overall Rank
The Sharpe Ratio Rank of IRM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IRM is 6363
Sortino Ratio Rank
The Omega Ratio Rank of IRM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IRM is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IRM is 6666
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iron Mountain Incorporated (IRM) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for IRM, currently valued at 0.54, compared to the broader market-2.00-1.000.001.002.003.00
IRM: 0.54
SPY: 0.51
The chart of Sortino ratio for IRM, currently valued at 0.88, compared to the broader market-6.00-4.00-2.000.002.004.00
IRM: 0.88
SPY: 0.86
The chart of Omega ratio for IRM, currently valued at 1.12, compared to the broader market0.501.001.502.00
IRM: 1.12
SPY: 1.13
The chart of Calmar ratio for IRM, currently valued at 0.46, compared to the broader market0.001.002.003.004.005.00
IRM: 0.46
SPY: 0.55
The chart of Martin ratio for IRM, currently valued at 1.12, compared to the broader market-5.000.005.0010.0015.0020.00
IRM: 1.12
SPY: 2.26

The current IRM Sharpe Ratio is 0.54, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IRM and SPY, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.54
0.51
IRM
SPY

Dividends

IRM vs. SPY - Dividend Comparison

IRM's dividend yield for the trailing twelve months is around 3.27%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
IRM
Iron Mountain Incorporated
3.27%3.34%3.63%4.96%4.73%8.39%7.69%7.32%5.93%6.17%7.07%6.05%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

IRM vs. SPY - Drawdown Comparison

The maximum IRM drawdown since its inception was -55.71%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IRM and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.47%
-9.89%
IRM
SPY

Volatility

IRM vs. SPY - Volatility Comparison

Iron Mountain Incorporated (IRM) and SPDR S&P 500 ETF (SPY) have volatilities of 15.63% and 15.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.63%
15.12%
IRM
SPY