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

Correlation

The correlation between ACA and CSCO 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.


-0.50.00.51.00.4

Performance

ACA vs. CSCO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
391.30%
55.06%
ACA
CSCO

Key characteristics

Sharpe Ratio

ACA:

0.81

CSCO:

1.02

Sortino Ratio

ACA:

1.24

CSCO:

1.57

Omega Ratio

ACA:

1.17

CSCO:

1.21

Calmar Ratio

ACA:

1.45

CSCO:

0.77

Martin Ratio

ACA:

4.77

CSCO:

2.96

Ulcer Index

ACA:

5.46%

CSCO:

6.17%

Daily Std Dev

ACA:

32.16%

CSCO:

17.90%

Max Drawdown

ACA:

-36.79%

CSCO:

-89.26%

Current Drawdown

ACA:

-9.68%

CSCO:

-4.15%

Fundamentals

Market Cap

ACA:

$5.21B

CSCO:

$233.07B

EPS

ACA:

$2.63

CSCO:

$2.33

PE Ratio

ACA:

40.60

CSCO:

25.12

PEG Ratio

ACA:

6.72

CSCO:

2.63

Total Revenue (TTM)

ACA:

$2.49B

CSCO:

$52.98B

Gross Profit (TTM)

ACA:

$493.30M

CSCO:

$34.39B

EBITDA (TTM)

ACA:

$374.10M

CSCO:

$14.09B

Returns By Period

In the year-to-date period, ACA achieves a 22.23% return, which is significantly higher than CSCO's 17.58% return.


ACA

YTD

22.23%

1M

-2.78%

6M

19.37%

1Y

24.59%

5Y*

17.85%

10Y*

N/A

CSCO

YTD

17.58%

1M

0.38%

6M

27.18%

1Y

18.38%

5Y*

7.24%

10Y*

11.00%

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Risk-Adjusted Performance

ACA vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcosa, Inc. (ACA) and Cisco Systems, Inc. (CSCO). 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-4.00-2.000.002.000.811.02
The chart of Sortino ratio for ACA, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.57
The chart of Omega ratio for ACA, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.21
The chart of Calmar ratio for ACA, currently valued at 1.45, compared to the broader market0.002.004.006.001.450.77
The chart of Martin ratio for ACA, currently valued at 4.77, compared to the broader market0.0010.0020.004.772.96
ACA
CSCO

The current ACA Sharpe Ratio is 0.81, which is comparable to the CSCO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ACA and CSCO, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.81
1.02
ACA
CSCO

Dividends

ACA vs. CSCO - Dividend Comparison

ACA's dividend yield for the trailing twelve months is around 0.20%, less than CSCO's 2.76% yield.


TTM20232022202120202019201820172016201520142013
ACA
Arcosa, Inc.
0.20%0.24%0.37%0.38%0.36%0.45%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
Cisco Systems, Inc.
2.76%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

ACA vs. CSCO - Drawdown Comparison

The maximum ACA drawdown since its inception was -36.79%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for ACA and CSCO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.68%
-4.15%
ACA
CSCO

Volatility

ACA vs. CSCO - Volatility Comparison

Arcosa, Inc. (ACA) has a higher volatility of 8.21% compared to Cisco Systems, Inc. (CSCO) at 3.74%. This indicates that ACA's price experiences larger fluctuations and is considered to be riskier than CSCO 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%
3.74%
ACA
CSCO

Financials

ACA vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Arcosa, Inc. and Cisco Systems, 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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