^W2DOW vs. IRM
Compare and contrast key facts about Dow Jones Global ex-U.S. Index (^W2DOW) and Iron Mountain Incorporated (IRM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W2DOW or IRM.
Key characteristics
| ^W2DOW | IRM | |
|---|---|---|
| YTD Return | 8.82% | 80.22% |
| 1Y Return | 23.07% | 115.02% |
| 3Y Return (Ann) | -0.72% | 45.14% |
| 5Y Return (Ann) | 3.72% | 36.63% |
| 10Y Return (Ann) | 2.52% | 20.30% |
| Sharpe Ratio | 1.91 | 4.73 |
| Sortino Ratio | 2.63 | 5.54 |
| Omega Ratio | 1.36 | 1.73 |
| Calmar Ratio | 1.02 | 12.89 |
| Martin Ratio | 10.47 | 40.70 |
| Ulcer Index | 2.00% | 2.78% |
| Daily Std Dev | 11.01% | 23.91% |
| Max Drawdown | -93.05% | -55.71% |
| Current Drawdown | -4.65% | -1.87% |
Correlation
The correlation between ^W2DOW and IRM is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^W2DOW vs. IRM - Performance Comparison
In the year-to-date period, ^W2DOW achieves a 8.82% return, which is significantly lower than IRM's 80.22% return. Over the past 10 years, ^W2DOW has underperformed IRM with an annualized return of 2.52%, while IRM has yielded a comparatively higher 20.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^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.
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.
Volatility
^W2DOW vs. IRM - Volatility Comparison
The current volatility for Dow Jones Global ex-U.S. Index (^W2DOW) is 3.17%, while Iron Mountain Incorporated (IRM) has a volatility of 5.64%. 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.