^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.
Performance
^W2DOW vs. IRM - Performance Comparison
Returns By Period
In the year-to-date period, ^W2DOW achieves a 4.06% return, which is significantly lower than IRM's 73.38% return. Over the past 10 years, ^W2DOW has underperformed IRM with an annualized return of 1.89%, while IRM has yielded a comparatively higher 19.05% annualized return.
^W2DOW
4.06%
-3.73%
-1.37%
10.22%
2.56%
1.89%
IRM
73.38%
-4.15%
51.80%
93.56%
35.95%
19.05%
Key characteristics
| ^W2DOW | IRM | |
|---|---|---|
| Sharpe Ratio | 0.88 | 3.69 |
| Sortino Ratio | 1.27 | 4.07 |
| Omega Ratio | 1.17 | 1.59 |
| Calmar Ratio | 0.58 | 8.05 |
| Martin Ratio | 3.56 | 27.44 |
| Ulcer Index | 2.69% | 3.44% |
| Daily Std Dev | 10.69% | 25.56% |
| Max Drawdown | -93.05% | -55.71% |
| Current Drawdown | -8.82% | -7.34% |
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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.
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 2.72%, while Iron Mountain Incorporated (IRM) has a volatility of 12.45%. 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.