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^AW03 vs. PG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^AW03 and PG is 0.40, 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.


-0.50.00.51.00.4

Performance

^AW03 vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTSE All World ex UK Index (^AW03) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.57%
3.07%
^AW03
PG

Key characteristics

Sharpe Ratio

^AW03:

1.51

PG:

0.76

Sortino Ratio

^AW03:

2.03

PG:

1.10

Omega Ratio

^AW03:

1.28

PG:

1.15

Calmar Ratio

^AW03:

1.88

PG:

0.98

Martin Ratio

^AW03:

7.76

PG:

2.93

Ulcer Index

^AW03:

2.03%

PG:

3.94%

Daily Std Dev

^AW03:

10.44%

PG:

15.30%

Max Drawdown

^AW03:

-58.89%

PG:

-54.23%

Current Drawdown

^AW03:

0.00%

PG:

-4.25%

Returns By Period

In the year-to-date period, ^AW03 achieves a 4.72% return, which is significantly higher than PG's 2.63% return. Over the past 10 years, ^AW03 has underperformed PG with an annualized return of 7.60%, while PG has yielded a comparatively higher 10.19% annualized return.


^AW03

YTD

4.72%

1M

5.60%

6M

8.57%

1Y

18.20%

5Y*

8.61%

10Y*

7.60%

PG

YTD

2.63%

1M

7.71%

6M

3.07%

1Y

12.60%

5Y*

8.97%

10Y*

10.19%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^AW03 vs. PG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^AW03
The Risk-Adjusted Performance Rank of ^AW03 is 7272
Overall Rank
The Sharpe Ratio Rank of ^AW03 is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW03 is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^AW03 is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^AW03 is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ^AW03 is 7575
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 6969
Overall Rank
The Sharpe Ratio Rank of PG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of PG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PG is 7272
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.

^AW03 vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex UK Index (^AW03) and The Procter & Gamble Company (PG). 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.


Sharpe ratio
The chart of Sharpe ratio for ^AW03, currently valued at 1.51, compared to the broader market0.000.501.001.502.002.501.510.66
The chart of Sortino ratio for ^AW03, currently valued at 2.03, compared to the broader market0.001.002.003.002.030.98
The chart of Omega ratio for ^AW03, currently valued at 1.28, compared to the broader market1.001.101.201.301.401.501.601.281.13
The chart of Calmar ratio for ^AW03, currently valued at 1.88, compared to the broader market0.001.002.003.004.001.880.85
The chart of Martin ratio for ^AW03, currently valued at 7.76, compared to the broader market0.005.0010.0015.0020.007.762.45
^AW03
PG

The current ^AW03 Sharpe Ratio is 1.51, which is higher than the PG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of ^AW03 and PG, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.51
0.66
^AW03
PG

Drawdowns

^AW03 vs. PG - Drawdown Comparison

The maximum ^AW03 drawdown since its inception was -58.89%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for ^AW03 and PG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-4.25%
^AW03
PG

Volatility

^AW03 vs. PG - Volatility Comparison

The current volatility for FTSE All World ex UK Index (^AW03) is 2.75%, while The Procter & Gamble Company (PG) has a volatility of 5.07%. This indicates that ^AW03 experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
2.75%
5.07%
^AW03
PG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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