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

Correlation

The correlation between IRM and ^W2DOW 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. ^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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,604.32%
127.74%
IRM
^W2DOW

Key characteristics

Sharpe Ratio

IRM:

0.54

^W2DOW:

0.33

Sortino Ratio

IRM:

0.88

^W2DOW:

0.52

Omega Ratio

IRM:

1.12

^W2DOW:

1.08

Calmar Ratio

IRM:

0.46

^W2DOW:

0.31

Martin Ratio

IRM:

1.12

^W2DOW:

0.99

Ulcer Index

IRM:

16.02%

^W2DOW:

4.90%

Daily Std Dev

IRM:

32.96%

^W2DOW:

14.55%

Max Drawdown

IRM:

-55.71%

^W2DOW:

-93.05%

Current Drawdown

IRM:

-30.47%

^W2DOW:

-4.63%

Returns By Period

In the year-to-date period, IRM achieves a -15.78% return, which is significantly lower than ^W2DOW's 5.53% return. Over the past 10 years, IRM has outperformed ^W2DOW with an annualized return of 15.63%, while ^W2DOW has yielded a comparatively lower 1.81% annualized return.


IRM

YTD

-15.78%

1M

0.79%

6M

-30.23%

1Y

16.89%

5Y*

37.07%

10Y*

15.63%

^W2DOW

YTD

5.53%

1M

-1.21%

6M

1.39%

1Y

7.79%

5Y*

7.44%

10Y*

1.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 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

^W2DOW
The Risk-Adjusted Performance Rank of ^W2DOW is 4949
Overall Rank
The Sharpe Ratio Rank of ^W2DOW is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W2DOW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ^W2DOW is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^W2DOW is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ^W2DOW is 4949
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.


The chart of Sharpe ratio for IRM, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.00
IRM: 0.48
^W2DOW: 0.33
The chart of Sortino ratio for IRM, currently valued at 0.81, compared to the broader market-6.00-4.00-2.000.002.004.00
IRM: 0.81
^W2DOW: 0.52
The chart of Omega ratio for IRM, currently valued at 1.12, compared to the broader market0.501.001.502.00
IRM: 1.12
^W2DOW: 1.08
The chart of Calmar ratio for IRM, currently valued at 0.40, compared to the broader market0.001.002.003.004.005.00
IRM: 0.40
^W2DOW: 0.31
The chart of Martin ratio for IRM, currently valued at 0.96, compared to the broader market-5.000.005.0010.0015.0020.00
IRM: 0.96
^W2DOW: 0.99

The current IRM Sharpe Ratio is 0.54, which is higher than the ^W2DOW Sharpe Ratio of 0.33. 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.48
0.33
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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.47%
-4.63%
IRM
^W2DOW

Volatility

IRM vs. ^W2DOW - Volatility Comparison

Iron Mountain Incorporated (IRM) has a higher volatility of 15.52% compared to Dow Jones Global ex-U.S. Index (^W2DOW) at 10.18%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.52%
10.18%
IRM
^W2DOW