IWC vs. AMC
IWC (iShares Micro-Cap ETF) is Small Cap Blend Equities fund tracking the Russell Microcap Index, while AMC (AMC Entertainment Holdings, Inc.) is a stock. Over the past 10 years, IWC returned 11.98%/yr vs -36.88%/yr for AMC. At a 0.40 correlation, their price movements are largely independent.
Performance
IWC vs. AMC - Performance Comparison
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Returns By Period
In the year-to-date period, IWC achieves a 22.38% return, which is significantly lower than AMC's 33.33% return. Over the past 10 years, IWC has outperformed AMC with an annualized return of 11.98%, while AMC has yielded a comparatively lower -36.88% annualized return.
IWC
- 1D
- -0.79%
- 1M
- 3.18%
- YTD
- 22.38%
- 6M
- 19.49%
- 1Y
- 56.41%
- 3Y*
- 22.77%
- 5Y*
- 5.48%
- 10Y*
- 11.98%
AMC
- 1D
- -24.64%
- 1M
- 37.75%
- YTD
- 33.33%
- 6M
- 23.81%
- 1Y
- -30.43%
- 3Y*
- -62.71%
- 5Y*
- -67.42%
- 10Y*
- -36.88%
IWC vs. AMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWC iShares Micro-Cap ETF | 22.38% | 22.45% | 13.63% | 8.99% | -21.93% | 18.67% | 20.88% | 22.20% | -13.13% | 12.79% |
AMC AMC Entertainment Holdings, Inc. | 33.33% | -60.80% | -34.97% | -84.96% | -85.03% | 1,183.02% | -70.54% | -36.60% | -7.75% | -53.09% |
Correlation
The correlation between IWC and AMC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | 0.40 |
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Return for Risk
IWC vs. AMC — Risk / Return Rank
IWC
AMC
IWC vs. AMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Micro-Cap ETF (IWC) and AMC Entertainment Holdings, Inc. (AMC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWC | AMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.75 | ||
| Sortino ratioReturn per unit of downside risk | +3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.98 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.56 | -0.42 | +4.98 |
| Martin ratioReturn relative to average drawdown | 14.85 | -0.68 | +15.53 |
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Drawdowns
IWC vs. AMC - Drawdown Comparison
The maximum IWC drawdown since its inception was -64.61%, smaller than the maximum AMC drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for IWC and AMC.
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Drawdown Indicators
| IWC | AMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.61% | -99.85% | +35.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -73.21% | +60.78% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -98.38% | +68.92% |
Max Drawdown (5Y)Largest decline over 5 years | -40.61% | -99.84% | +59.23% |
Max Drawdown (10Y)Largest decline over 10 years | -47.21% | -99.85% | +52.64% |
Current DrawdownCurrent decline from peak | -0.79% | -99.67% | +98.88% |
Average DrawdownAverage peak-to-trough decline | -15.24% | -58.66% | +43.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 44.73% | -40.92% |
Volatility
IWC vs. AMC - Volatility Comparison
The current volatility for iShares Micro-Cap ETF (IWC) is 8.51%, while AMC Entertainment Holdings, Inc. (AMC) has a volatility of 45.24%. This indicates that IWC experiences smaller price fluctuations and is considered to be less risky than AMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWC | AMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 45.24% | -36.73% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 64.15% | -45.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.36% | 73.00% | -48.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.58% | 102.90% | -78.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.50% | 141.54% | -117.04% |
Dividends
IWC vs. AMC - Dividend Comparison
IWC's dividend yield for the trailing twelve months is around 0.98%, while AMC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMC AMC Entertainment Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.00% | 1.42% | 11.05% | 19.14% | 5.30% | 2.38% | 3.33% |
IWC iShares Micro-Cap ETF | 0.98% | 1.10% | 1.06% | 1.17% | 1.18% | 0.78% | 0.98% | 1.19% | 1.01% | 1.09% | 1.16% | 1.49% |
Frequently Asked Questions
IWC and AMC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMC has higher volatility (45.24%) compared to IWC (8.51%). In terms of maximum drawdown, IWC dropped -64.61% vs AMC's -99.85%.
IWC currently has the higher Sharpe Ratio (2.33 vs -0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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