Performance

AMCR+7.11%ECL+3.36%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
AMCR	+1.50%	-0.40%	+7.11%	-6.88%	-27.46%	0.23
ECL	+1.29%	+7.25%	+3.36%	+5.06%	-20.31%	0.06

Summary

AMCR vs ECL

Over the past year, AMCR returned +7.11% against +3.36% for ECL. Over five years, ECL averaged +5.06% a year, compared with -6.88% for AMCR. AMCR had the higher Sharpe ratio over the past year (0.23 vs 0.06), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.31% for ECL and -27.46% for AMCR.

Current Drawdown

AMCR-17.20%ECL-8.65%

Rolling Volatility

AMCR+1.08%ECL+1.03%

METRICS

Correlation Matrix

	AMCR	ECL
AMCR	1.00	0.60
ECL	0.60	1.00

Metrics

Risk Indicators

AMCRECL

Alpha

-1.21%

-3.92%

Beta

0.80x

0.48x

Sharpe

0.23

0.06

Sortino

0.36

0.08

Omega

1.04

1.01

Calmar

0.26

0.17

Martin

0.53

0.12

Comparisons

More AMCR comparisons

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

More ECL comparisons

ECL vs XLB
ECL vs SPY
ECL vs PPG
ECL vs SHW
ECL vs AVY

AMCR vs ECL: returns, Sharpe ratio and drawdown

AMCR vs ECL

More AMCR comparisons

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