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

Correlation

The correlation between ACA and NVDA is 0.31, 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.


-0.50.00.51.00.3

Performance

ACA vs. NVDA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.29%
3.26%
ACA
NVDA

Key characteristics

Sharpe Ratio

ACA:

0.70

NVDA:

3.12

Sortino Ratio

ACA:

1.12

NVDA:

3.43

Omega Ratio

ACA:

1.15

NVDA:

1.43

Calmar Ratio

ACA:

1.26

NVDA:

6.05

Martin Ratio

ACA:

4.09

NVDA:

18.75

Ulcer Index

ACA:

5.50%

NVDA:

8.72%

Daily Std Dev

ACA:

32.19%

NVDA:

52.34%

Max Drawdown

ACA:

-36.79%

NVDA:

-89.73%

Current Drawdown

ACA:

-11.19%

NVDA:

-12.22%

Fundamentals

Market Cap

ACA:

$5.21B

NVDA:

$3.19T

EPS

ACA:

$2.63

NVDA:

$2.53

PE Ratio

ACA:

40.60

NVDA:

51.54

PEG Ratio

ACA:

6.72

NVDA:

0.81

Total Revenue (TTM)

ACA:

$2.49B

NVDA:

$113.27B

Gross Profit (TTM)

ACA:

$493.30M

NVDA:

$85.93B

EBITDA (TTM)

ACA:

$374.10M

NVDA:

$74.87B

Returns By Period

In the year-to-date period, ACA achieves a 20.18% return, which is significantly lower than NVDA's 163.96% return.


ACA

YTD

20.18%

1M

-5.59%

6M

18.90%

1Y

22.62%

5Y*

17.44%

10Y*

N/A

NVDA

YTD

163.96%

1M

-11.10%

6M

-0.06%

1Y

171.70%

5Y*

85.71%

10Y*

74.71%

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Risk-Adjusted Performance

ACA vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcosa, Inc. (ACA) and NVIDIA Corporation (NVDA). 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-4.00-2.000.002.000.703.12
The chart of Sortino ratio for ACA, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.123.43
The chart of Omega ratio for ACA, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.43
The chart of Calmar ratio for ACA, currently valued at 1.26, compared to the broader market0.002.004.006.001.266.05
The chart of Martin ratio for ACA, currently valued at 4.09, compared to the broader market0.0010.0020.004.0918.75
ACA
NVDA

The current ACA Sharpe Ratio is 0.70, which is lower than the NVDA Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of ACA and NVDA, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.70
3.12
ACA
NVDA

Dividends

ACA vs. NVDA - Dividend Comparison

ACA's dividend yield for the trailing twelve months is around 0.20%, more than NVDA's 0.03% 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%
NVDA
NVIDIA Corporation
0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

ACA vs. NVDA - Drawdown Comparison

The maximum ACA drawdown since its inception was -36.79%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ACA and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.19%
-12.22%
ACA
NVDA

Volatility

ACA vs. NVDA - Volatility Comparison

The current volatility for Arcosa, Inc. (ACA) is 8.22%, while NVIDIA Corporation (NVDA) has a volatility of 9.41%. This indicates that ACA experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.22%
9.41%
ACA
NVDA

Financials

ACA vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Arcosa, Inc. and NVIDIA Corporation. 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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