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ACA vs. CACI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACA and CACI 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

ACA vs. CACI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arcosa, Inc. (ACA) and CACI International Inc (CACI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
391.30%
131.20%
ACA
CACI

Key characteristics

Sharpe Ratio

ACA:

0.81

CACI:

1.11

Sortino Ratio

ACA:

1.24

CACI:

1.50

Omega Ratio

ACA:

1.17

CACI:

1.24

Calmar Ratio

ACA:

1.45

CACI:

0.89

Martin Ratio

ACA:

4.77

CACI:

3.76

Ulcer Index

ACA:

5.46%

CACI:

6.95%

Daily Std Dev

ACA:

32.16%

CACI:

23.54%

Max Drawdown

ACA:

-36.79%

CACI:

-90.90%

Current Drawdown

ACA:

-9.68%

CACI:

-29.54%

Fundamentals

Market Cap

ACA:

$5.21B

CACI:

$9.30B

EPS

ACA:

$2.63

CACI:

$20.18

PE Ratio

ACA:

40.60

CACI:

20.57

PEG Ratio

ACA:

6.72

CACI:

3.38

Total Revenue (TTM)

ACA:

$2.49B

CACI:

$7.87B

Gross Profit (TTM)

ACA:

$493.30M

CACI:

$1.60B

EBITDA (TTM)

ACA:

$374.10M

CACI:

$833.78M

Returns By Period

In the year-to-date period, ACA achieves a 22.23% return, which is significantly lower than CACI's 24.54% return.


ACA

YTD

22.23%

1M

-2.78%

6M

19.37%

1Y

24.59%

5Y*

17.85%

10Y*

N/A

CACI

YTD

24.54%

1M

-9.97%

6M

-6.61%

1Y

26.74%

5Y*

10.03%

10Y*

16.74%

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Risk-Adjusted Performance

ACA vs. CACI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcosa, Inc. (ACA) and CACI International Inc (CACI). 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 ACA, currently valued at 0.81, compared to the broader market-4.00-2.000.002.000.811.11
The chart of Sortino ratio for ACA, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.50
The chart of Omega ratio for ACA, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.24
The chart of Calmar ratio for ACA, currently valued at 1.45, compared to the broader market0.002.004.006.001.450.89
The chart of Martin ratio for ACA, currently valued at 4.77, compared to the broader market0.0010.0020.004.773.76
ACA
CACI

The current ACA Sharpe Ratio is 0.81, which is comparable to the CACI Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of ACA and CACI, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.81
1.11
ACA
CACI

Dividends

ACA vs. CACI - Dividend Comparison

ACA's dividend yield for the trailing twelve months is around 0.20%, while CACI has not paid dividends to shareholders.


TTM20232022202120202019
ACA
Arcosa, Inc.
0.20%0.24%0.37%0.38%0.36%0.45%
CACI
CACI International Inc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACA vs. CACI - Drawdown Comparison

The maximum ACA drawdown since its inception was -36.79%, smaller than the maximum CACI drawdown of -90.90%. Use the drawdown chart below to compare losses from any high point for ACA and CACI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.68%
-29.54%
ACA
CACI

Volatility

ACA vs. CACI - Volatility Comparison

The current volatility for Arcosa, Inc. (ACA) is 8.21%, while CACI International Inc (CACI) has a volatility of 9.75%. This indicates that ACA experiences smaller price fluctuations and is considered to be less risky than CACI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.21%
9.75%
ACA
CACI

Financials

ACA vs. CACI - Financials Comparison

This section allows you to compare key financial metrics between Arcosa, Inc. and CACI International Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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