Performance

AMCR+7.11%AVY+4.23%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
AMCR	+1.50%	-0.40%	+7.11%	-6.88%	-27.46%	0.23
AVY	+0.39%	-8.12%	+4.23%	-4.40%	-22.51%	0.11

Summary

AMCR vs AVY

Over the past year, AMCR returned +7.11% against +4.23% for AVY. Over five years, AVY averaged -4.40% a year, compared with -6.88% for AMCR. AMCR had the higher Sharpe ratio over the past year (0.23 vs 0.11), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -22.51% for AVY and -27.46% for AMCR.

Current Drawdown

AMCR-17.20%AVY-15.11%

Rolling Volatility

AMCR+1.08%AVY+0.95%

METRICS

Correlation Matrix

	AMCR	AVY
AMCR	1.00	0.62
AVY	0.62	1.00

Metrics

Risk Indicators

AMCRAVY

Alpha

-1.21%

-1.89%

Beta

0.80x

0.45x

Sharpe

0.23

0.11

Sortino

0.36

0.19

Omega

1.04

1.02

Calmar

0.26

0.19

Martin

0.53

0.23

Comparisons

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AMCR vs SPY
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AMCR vs SW
AMCR vs SHW

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AVY vs XLB
AVY vs SPY
AVY vs SHW
AVY vs PPG
AVY vs SW

AMCR vs AVY: returns, Sharpe ratio and drawdown

AMCR vs AVY

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