ACA vs. SPY
Compare and contrast key facts about Arcosa, Inc. (ACA) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACA or SPY.
Key characteristics
| ACA | SPY | |
|---|---|---|
| YTD Return | 25.15% | 26.83% |
| 1Y Return | 39.68% | 34.88% |
| 3Y Return (Ann) | 23.48% | 10.16% |
| 5Y Return (Ann) | 22.48% | 15.71% |
| Sharpe Ratio | 1.48 | 3.08 |
| Sortino Ratio | 2.00 | 4.10 |
| Omega Ratio | 1.28 | 1.58 |
| Calmar Ratio | 2.63 | 4.46 |
| Martin Ratio | 8.80 | 20.22 |
| Ulcer Index | 5.36% | 1.85% |
| Daily Std Dev | 31.77% | 12.18% |
| Max Drawdown | -36.79% | -55.19% |
| Current Drawdown | -2.88% | -0.26% |
Correlation
The correlation between ACA and SPY 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.
Performance
ACA vs. SPY - Performance Comparison
In the year-to-date period, ACA achieves a 25.15% return, which is significantly lower than SPY's 26.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ACA vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arcosa, Inc. (ACA) and SPDR S&P 500 ETF (SPY). 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.
Dividends
ACA vs. SPY - Dividend Comparison
ACA's dividend yield for the trailing twelve months is around 0.19%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACA Arcosa, Inc. | 0.19% | 0.24% | 0.37% | 0.38% | 0.36% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ACA vs. SPY - Drawdown Comparison
The maximum ACA drawdown since its inception was -36.79%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ACA and SPY. For additional features, visit the drawdowns tool.
Volatility
ACA vs. SPY - Volatility Comparison
Arcosa, Inc. (ACA) has a higher volatility of 7.92% compared to SPDR S&P 500 ETF (SPY) at 3.77%. This indicates that ACA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.