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AC.PA vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AC.PA and VTSAX is 0.33, 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

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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Key characteristics

Sharpe Ratio

AC.PA:

0.62

VTSAX:

0.48

Sortino Ratio

AC.PA:

0.96

VTSAX:

0.83

Omega Ratio

AC.PA:

1.13

VTSAX:

1.12

Calmar Ratio

AC.PA:

0.54

VTSAX:

0.51

Martin Ratio

AC.PA:

1.76

VTSAX:

1.95

Ulcer Index

AC.PA:

8.72%

VTSAX:

5.08%

Daily Std Dev

AC.PA:

25.92%

VTSAX:

19.66%

Max Drawdown

AC.PA:

-64.73%

VTSAX:

-55.34%

Current Drawdown

AC.PA:

-7.23%

VTSAX:

-7.91%

Returns By Period

In the year-to-date period, AC.PA achieves a -0.49% return, which is significantly higher than VTSAX's -3.66% return. Over the past 10 years, AC.PA has underperformed VTSAX with an annualized return of 1.13%, while VTSAX has yielded a comparatively higher 11.65% annualized return.


AC.PA

YTD

-0.49%

1M

23.74%

6M

6.31%

1Y

16.37%

5Y*

18.22%

10Y*

1.13%

VTSAX

YTD

-3.66%

1M

6.20%

6M

-5.86%

1Y

9.22%

5Y*

16.28%

10Y*

11.65%

*Annualized

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Risk-Adjusted Performance

AC.PA vs. VTSAX — Risk-Adjusted Performance Rank

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

AC.PA
The Risk-Adjusted Performance Rank of AC.PA is 6969
Overall Rank
The Sharpe Ratio Rank of AC.PA is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AC.PA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of AC.PA is 6363
Omega Ratio Rank
The Calmar Ratio Rank of AC.PA is 7373
Calmar Ratio Rank
The Martin Ratio Rank of AC.PA is 7070
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5454
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AC.PA vs. VTSAX - Risk-Adjusted Performance 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.


The current AC.PA Sharpe Ratio is 0.62, which is higher than the VTSAX Sharpe Ratio of 0.48. 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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Dividends

AC.PA vs. VTSAX - Dividend Comparison

AC.PA's dividend yield for the trailing twelve months is around 2.52%, more than VTSAX's 1.34% yield.


TTM20242023202220212020201920182017201620152014
AC.PA
Accor S. A.
2.52%2.51%3.03%0.00%0.00%0.00%2.51%2.83%2.44%2.82%2.37%2.14%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.34%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

AC.PA vs. VTSAX - Drawdown Comparison

The maximum AC.PA drawdown since its inception was -64.73%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for AC.PA and VTSAX. For additional features, visit the drawdowns tool.


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Volatility

AC.PA vs. VTSAX - Volatility Comparison

Accor S. A. (AC.PA) has a higher volatility of 9.98% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 6.90%. 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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