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

Correlation

The correlation between ^W2DOW and IRM 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

^W2DOW vs. IRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Global ex-U.S. Index (^W2DOW) and Iron Mountain Incorporated (IRM). 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
127.74%
2,604.32%
^W2DOW
IRM

Key characteristics

Sharpe Ratio

^W2DOW:

0.33

IRM:

0.54

Sortino Ratio

^W2DOW:

0.52

IRM:

0.88

Omega Ratio

^W2DOW:

1.08

IRM:

1.12

Calmar Ratio

^W2DOW:

0.31

IRM:

0.46

Martin Ratio

^W2DOW:

0.99

IRM:

1.12

Ulcer Index

^W2DOW:

4.90%

IRM:

16.02%

Daily Std Dev

^W2DOW:

14.55%

IRM:

32.96%

Max Drawdown

^W2DOW:

-93.05%

IRM:

-55.71%

Current Drawdown

^W2DOW:

-4.63%

IRM:

-30.47%

Returns By Period

In the year-to-date period, ^W2DOW achieves a 5.53% return, which is significantly higher than IRM's -15.78% return. Over the past 10 years, ^W2DOW has underperformed IRM with an annualized return of 1.85%, while IRM has yielded a comparatively higher 16.24% annualized return.


^W2DOW

YTD

5.53%

1M

-1.03%

6M

1.39%

1Y

7.16%

5Y*

7.06%

10Y*

1.85%

IRM

YTD

-15.78%

1M

2.58%

6M

-30.23%

1Y

16.49%

5Y*

36.08%

10Y*

16.24%

*Annualized

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Risk-Adjusted Performance

^W2DOW vs. IRM — Risk-Adjusted Performance Rank

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

^W2DOW
The Risk-Adjusted Performance Rank of ^W2DOW is 4747
Overall Rank
The Sharpe Ratio Rank of ^W2DOW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W2DOW is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ^W2DOW is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ^W2DOW is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ^W2DOW is 4747
Martin Ratio Rank

IRM
The Risk-Adjusted Performance Rank of IRM is 6868
Overall Rank
The Sharpe Ratio Rank of IRM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IRM is 6464
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
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.

^W2DOW vs. IRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global ex-U.S. Index (^W2DOW) and Iron Mountain Incorporated (IRM). 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 ^W2DOW, currently valued at 0.33, compared to the broader market-0.500.000.501.001.50
^W2DOW: 0.33
IRM: 0.48
The chart of Sortino ratio for ^W2DOW, currently valued at 0.52, compared to the broader market-1.00-0.500.000.501.001.502.00
^W2DOW: 0.52
IRM: 0.81
The chart of Omega ratio for ^W2DOW, currently valued at 1.08, compared to the broader market0.901.001.101.201.30
^W2DOW: 1.08
IRM: 1.12
The chart of Calmar ratio for ^W2DOW, currently valued at 0.31, compared to the broader market-0.500.000.501.00
^W2DOW: 0.31
IRM: 0.40
The chart of Martin ratio for ^W2DOW, currently valued at 0.99, compared to the broader market0.002.004.006.00
^W2DOW: 0.99
IRM: 0.96

The current ^W2DOW Sharpe Ratio is 0.33, which is lower than the IRM Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ^W2DOW and IRM, 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
0.33
0.48
^W2DOW
IRM

Drawdowns

^W2DOW vs. IRM - Drawdown Comparison

The maximum ^W2DOW drawdown since its inception was -93.05%, which is greater than IRM's maximum drawdown of -55.71%. Use the drawdown chart below to compare losses from any high point for ^W2DOW and IRM. For additional features, visit the drawdowns tool.


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

Volatility

^W2DOW vs. IRM - Volatility Comparison

The current volatility for Dow Jones Global ex-U.S. Index (^W2DOW) is 10.18%, while Iron Mountain Incorporated (IRM) has a volatility of 15.52%. This indicates that ^W2DOW experiences smaller price fluctuations and is considered to be less risky than IRM 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
10.18%
15.52%
^W2DOW
IRM