PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AC.PA vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AC.PA and VTSAX is 0.36, 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.


-0.50.00.51.00.4

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.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
40.66%
16.52%
AC.PA
VTSAX

Key characteristics

Sharpe Ratio

AC.PA:

1.70

VTSAX:

1.87

Sortino Ratio

AC.PA:

2.41

VTSAX:

2.51

Omega Ratio

AC.PA:

1.30

VTSAX:

1.34

Calmar Ratio

AC.PA:

1.38

VTSAX:

2.87

Martin Ratio

AC.PA:

4.99

VTSAX:

11.32

Ulcer Index

AC.PA:

7.41%

VTSAX:

2.17%

Daily Std Dev

AC.PA:

21.60%

VTSAX:

13.10%

Max Drawdown

AC.PA:

-64.73%

VTSAX:

-55.34%

Current Drawdown

AC.PA:

-0.82%

VTSAX:

-1.19%

Returns By Period

In the year-to-date period, AC.PA achieves a 4.91% return, which is significantly higher than VTSAX's 3.04% return. Over the past 10 years, AC.PA has underperformed VTSAX with an annualized return of 2.71%, while VTSAX has yielded a comparatively higher 12.84% annualized return.


AC.PA

YTD

4.91%

1M

7.31%

6M

50.05%

1Y

38.87%

5Y*

6.21%

10Y*

2.71%

VTSAX

YTD

3.04%

1M

1.86%

6M

16.52%

1Y

23.92%

5Y*

13.75%

10Y*

12.84%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 8585
Overall Rank
The Sharpe Ratio Rank of AC.PA is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AC.PA is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AC.PA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AC.PA is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AC.PA is 8181
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 8888
Overall Rank
The Sharpe Ratio Rank of VTSAX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 9090
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.


Sharpe ratio
The chart of Sharpe ratio for AC.PA, currently valued at 1.35, compared to the broader market-2.000.002.004.001.351.81
The chart of Sortino ratio for AC.PA, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.006.002.012.45
The chart of Omega ratio for AC.PA, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.34
The chart of Calmar ratio for AC.PA, currently valued at 0.97, compared to the broader market0.002.004.006.000.972.73
The chart of Martin ratio for AC.PA, currently valued at 4.39, compared to the broader market-10.000.0010.0020.0030.004.3910.74
AC.PA
VTSAX

The current AC.PA Sharpe Ratio is 1.70, which is comparable to the VTSAX Sharpe Ratio of 1.87. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.35
1.81
AC.PA
VTSAX

Dividends

AC.PA vs. VTSAX - Dividend Comparison

AC.PA's dividend yield for the trailing twelve months is around 2.39%, more than VTSAX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
AC.PA
Accor S. A.
2.39%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
1.22%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%2.29%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.90%
-1.19%
AC.PA
VTSAX

Volatility

AC.PA vs. VTSAX - Volatility Comparison

Accor S. A. (AC.PA) has a higher volatility of 4.79% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.85%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.79%
3.85%
AC.PA
VTSAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab