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

Key characteristics


AC.PAVTSAX
YTD Return19.39%4.88%
1Y Return33.49%23.62%
3Y Return (Ann)8.27%6.12%
5Y Return (Ann)3.08%12.28%
10Y Return (Ann)3.18%11.75%
Sharpe Ratio1.721.81
Daily Std Dev18.93%12.17%
Max Drawdown-64.73%-55.34%
Current Drawdown-9.62%-4.66%

Correlation

-0.50.00.51.00.4

The correlation between AC.PA and VTSAX is 0.37, 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

In the year-to-date period, AC.PA achieves a 19.39% return, which is significantly higher than VTSAX's 4.88% return. Over the past 10 years, AC.PA has underperformed VTSAX with an annualized return of 3.18%, while VTSAX has yielded a comparatively higher 11.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
203.29%
514.38%
AC.PA
VTSAX

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Accor S. A.

Vanguard Total Stock Market Index Fund Admiral Shares

Risk-Adjusted Performance

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.


AC.PA
Sharpe ratio
The chart of Sharpe ratio for AC.PA, currently valued at 1.41, compared to the broader market-2.00-1.000.001.002.003.004.001.41
Sortino ratio
The chart of Sortino ratio for AC.PA, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.006.002.05
Omega ratio
The chart of Omega ratio for AC.PA, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for AC.PA, currently valued at 0.68, compared to the broader market0.002.004.006.000.68
Martin ratio
The chart of Martin ratio for AC.PA, currently valued at 4.24, compared to the broader market-10.000.0010.0020.0030.004.24
VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.006.002.76
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 7.16, compared to the broader market-10.000.0010.0020.0030.007.16

AC.PA vs. VTSAX - Sharpe Ratio Comparison

The current AC.PA Sharpe Ratio is 1.72, which roughly equals the VTSAX Sharpe Ratio of 1.81. The chart below compares the 12-month rolling Sharpe Ratio of AC.PA and VTSAX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.41
1.92
AC.PA
VTSAX

Dividends

AC.PA vs. VTSAX - Dividend Comparison

AC.PA's dividend yield for the trailing twelve months is around 2.54%, more than VTSAX's 1.42% yield.


TTM20232022202120202019201820172016201520142013
AC.PA
Accor S. A.
2.54%3.03%0.00%0.00%0.00%2.51%2.83%2.44%2.82%2.37%2.14%2.22%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.42%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-18.75%
-4.66%
AC.PA
VTSAX

Volatility

AC.PA vs. VTSAX - Volatility Comparison

Accor S. A. (AC.PA) has a higher volatility of 7.10% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.97%. 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%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
7.10%
3.97%
AC.PA
VTSAX