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AC.PA vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AC.PA vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Accor S. A. (AC.PA) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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AC.PA vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AC.PA
Accor S. A.
-13.07%5.35%40.09%53.08%-17.93%-3.89%-29.10%15.89%-11.74%24.48%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-2.39%3.22%31.37%22.72%-14.53%35.12%11.01%33.74%-0.73%6.27%
Different Trading Currencies

AC.PA is traded in EUR, while VTSAX is traded in USD. To make them comparable, the VTSAX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AC.PA achieves a -13.07% return, which is significantly lower than VTSAX's -2.39% return. Over the past 10 years, AC.PA has underperformed VTSAX with an annualized return of 3.27%, while VTSAX has yielded a comparatively higher 13.44% annualized return.


AC.PA

1D
3.20%
1M
-6.60%
YTD
-13.07%
6M
4.02%
1Y
2.38%
3Y*
15.24%
5Y*
7.01%
10Y*
3.27%

VTSAX

1D
2.13%
1M
-3.99%
YTD
-2.39%
6M
-0.47%
1Y
9.94%
3Y*
15.36%
5Y*
10.90%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AC.PA vs. VTSAX — Risk / Return Rank

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

AC.PA
AC.PA Risk / Return Rank: 4646
Overall Rank
AC.PA Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AC.PA Sortino Ratio Rank: 3737
Sortino Ratio Rank
AC.PA Omega Ratio Rank: 3737
Omega Ratio Rank
AC.PA Calmar Ratio Rank: 5656
Calmar Ratio Rank
AC.PA Martin Ratio Rank: 5555
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 5959
Overall Rank
VTSAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 5656
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AC.PA vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Accor S. A. (AC.PA) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


AC.PAVTSAXDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.51

-0.43

Sortino ratio

Return per unit of downside risk

0.31

0.83

-0.52

Omega ratio

Gain probability vs. loss probability

1.04

1.13

-0.09

Calmar ratio

Return relative to maximum drawdown

0.68

0.78

-0.11

Martin ratio

Return relative to average drawdown

1.39

3.28

-1.89

AC.PA vs. VTSAX - Sharpe Ratio Comparison

The current AC.PA Sharpe Ratio is 0.08, which is lower than the VTSAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AC.PA and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AC.PAVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.51

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.64

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.71

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.54

-0.35

Correlation

The correlation between AC.PA and VTSAX is 0.34, 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.


Dividends

AC.PA vs. VTSAX - Dividend Comparison

AC.PA's dividend yield for the trailing twelve months is around 3.01%, more than VTSAX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
AC.PA
Accor S. A.
3.01%2.61%2.51%3.03%0.00%0.00%0.00%2.51%2.83%2.44%2.82%2.37%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.16%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

AC.PA vs. VTSAX - Drawdown Comparison

The maximum AC.PA drawdown since its inception was -64.83%, which is greater than VTSAX's maximum drawdown of -51.35%. Use the drawdown chart below to compare losses from any high point for AC.PA and VTSAX.


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Drawdown Indicators


AC.PAVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-64.83%

-55.33%

-9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-20.65%

-12.41%

-8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-40.74%

-25.36%

-15.38%

Max Drawdown (10Y)

Largest decline over 10 years

-56.12%

-34.97%

-21.15%

Current Drawdown

Current decline from peak

-15.79%

-6.22%

-9.57%

Average Drawdown

Average peak-to-trough decline

-21.94%

-9.06%

-12.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.02%

2.59%

+7.43%

Volatility

AC.PA vs. VTSAX - Volatility Comparison

Accor S. A. (AC.PA) has a higher volatility of 11.27% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.47%. This indicates that AC.PA's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AC.PAVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.27%

4.47%

+6.80%

Volatility (6M)

Calculated over the trailing 6-month period

20.39%

10.11%

+10.28%

Volatility (1Y)

Calculated over the trailing 1-year period

30.81%

20.94%

+9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.15%

17.17%

+11.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.47%

18.92%

+12.55%