PRM vs. ACWI

In the year-to-date period, PRM achieves a -7.51% return, which is significantly lower than ACWI's 5.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Perimeter Solutions, SA (PRM) and iShares MSCI ACWI ETF (ACWI). 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 PRM Sharpe Ratio is 1.03, which is higher than the ACWI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRM and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRM has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.61%.

The maximum PRM drawdown since its inception was -79.51%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for PRM and ACWI. For additional features, visit the drawdowns tool.

Perimeter Solutions, SA (PRM) has a higher volatility of 15.75% compared to iShares MSCI ACWI ETF (ACWI) at 4.26%. This indicates that PRM's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.