IRM vs. ^W2DOW

In the year-to-date period, IRM achieves a -3.41% return, which is significantly lower than ^W2DOW's 10.51% return. Over the past 10 years, IRM has outperformed ^W2DOW with an annualized return of 17.13%, while ^W2DOW has yielded a comparatively lower 2.29% annualized return.

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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 current IRM Sharpe Ratio is 0.80, which is higher than the ^W2DOW Sharpe Ratio of 0.48. 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.

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.

Iron Mountain Incorporated (IRM) has a higher volatility of 7.01% compared to Dow Jones Global ex-U.S. Index (^W2DOW) at 2.22%. 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.