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

Correlation

The correlation between ACA and HUBB is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ACA vs. HUBB - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.90%
12.60%
ACA
HUBB

Key characteristics

Sharpe Ratio

ACA:

0.70

HUBB:

1.10

Sortino Ratio

ACA:

1.12

HUBB:

1.55

Omega Ratio

ACA:

1.15

HUBB:

1.21

Calmar Ratio

ACA:

1.26

HUBB:

2.04

Martin Ratio

ACA:

4.09

HUBB:

4.73

Ulcer Index

ACA:

5.50%

HUBB:

6.87%

Daily Std Dev

ACA:

32.19%

HUBB:

29.54%

Max Drawdown

ACA:

-36.79%

HUBB:

-41.63%

Current Drawdown

ACA:

-11.19%

HUBB:

-9.63%

Fundamentals

Market Cap

ACA:

$5.21B

HUBB:

$23.59B

EPS

ACA:

$2.63

HUBB:

$13.89

PE Ratio

ACA:

40.60

HUBB:

31.64

PEG Ratio

ACA:

6.72

HUBB:

2.36

Total Revenue (TTM)

ACA:

$2.49B

HUBB:

$5.64B

Gross Profit (TTM)

ACA:

$493.30M

HUBB:

$1.92B

EBITDA (TTM)

ACA:

$374.10M

HUBB:

$1.25B

Returns By Period

In the year-to-date period, ACA achieves a 20.18% return, which is significantly lower than HUBB's 30.95% return.


ACA

YTD

20.18%

1M

-5.59%

6M

18.90%

1Y

22.62%

5Y*

17.44%

10Y*

N/A

HUBB

YTD

30.95%

1M

-4.11%

6M

10.37%

1Y

33.07%

5Y*

25.90%

10Y*

N/A

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Risk-Adjusted Performance

ACA vs. HUBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcosa, Inc. (ACA) and Hubbell Incorporated (HUBB). 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 0.70, compared to the broader market-4.00-2.000.002.000.701.12
The chart of Sortino ratio for ACA, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.121.57
The chart of Omega ratio for ACA, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.21
The chart of Calmar ratio for ACA, currently valued at 1.26, compared to the broader market0.002.004.006.001.262.07
The chart of Martin ratio for ACA, currently valued at 4.09, compared to the broader market0.0010.0020.004.094.80
ACA
HUBB

The current ACA Sharpe Ratio is 0.70, which is lower than the HUBB Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ACA and HUBB, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.70
1.12
ACA
HUBB

Dividends

ACA vs. HUBB - Dividend Comparison

ACA's dividend yield for the trailing twelve months is around 0.20%, less than HUBB's 1.17% yield.


TTM20232022202120202019201820172016
ACA
Arcosa, Inc.
0.20%0.24%0.37%0.38%0.36%0.45%0.00%0.00%0.00%
HUBB
Hubbell Incorporated
1.17%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%

Drawdowns

ACA vs. HUBB - Drawdown Comparison

The maximum ACA drawdown since its inception was -36.79%, smaller than the maximum HUBB drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for ACA and HUBB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.19%
-9.63%
ACA
HUBB

Volatility

ACA vs. HUBB - Volatility Comparison

Arcosa, Inc. (ACA) has a higher volatility of 8.22% compared to Hubbell Incorporated (HUBB) at 7.24%. This indicates that ACA's price experiences larger fluctuations and is considered to be riskier than HUBB 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
8.22%
7.24%
ACA
HUBB

Financials

ACA vs. HUBB - Financials Comparison

This section allows you to compare key financial metrics between Arcosa, Inc. and Hubbell Incorporated. 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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