ACA vs. ^GSPC
Compare and contrast key facts about Arcosa, Inc. (ACA) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACA or ^GSPC.
Key characteristics
| ACA | ^GSPC | |
|---|---|---|
| YTD Return | 25.63% | 25.45% |
| 1Y Return | 47.73% | 35.64% |
| 3Y Return (Ann) | 23.68% | 8.55% |
| 5Y Return (Ann) | 22.53% | 14.13% |
| Sharpe Ratio | 1.57 | 2.90 |
| Sortino Ratio | 2.09 | 3.87 |
| Omega Ratio | 1.29 | 1.54 |
| Calmar Ratio | 2.78 | 4.19 |
| Martin Ratio | 9.30 | 18.72 |
| Ulcer Index | 5.35% | 1.90% |
| Daily Std Dev | 31.79% | 12.27% |
| Max Drawdown | -36.79% | -56.78% |
| Current Drawdown | -2.50% | -0.29% |
Correlation
The correlation between ACA and ^GSPC 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. ^GSPC - Performance Comparison
The year-to-date returns for both stocks are quite close, with ACA having a 25.63% return and ^GSPC slightly lower at 25.45%. 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. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arcosa, Inc. (ACA) and S&P 500 (^GSPC). 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.
Drawdowns
ACA vs. ^GSPC - Drawdown Comparison
The maximum ACA drawdown since its inception was -36.79%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ACA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
ACA vs. ^GSPC - Volatility Comparison
Arcosa, Inc. (ACA) has a higher volatility of 7.97% compared to S&P 500 (^GSPC) at 3.86%. This indicates that ACA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.