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ACA vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ACA and ^GSPC is 0.54, 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.

ACA vs. ^GSPC

Last updated May 30, 2025

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.

Performance

ACA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arcosa, Inc. (ACA) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACA:

-0.00

^GSPC:

0.62

Sortino Ratio

ACA:

0.22

^GSPC:

0.94

Omega Ratio

ACA:

1.03

^GSPC:

1.14

Calmar Ratio

ACA:

-0.03

^GSPC:

0.61

Martin Ratio

ACA:

-0.06

^GSPC:

2.29

Ulcer Index

ACA:

15.19%

^GSPC:

5.01%

Daily Std Dev

ACA:

36.89%

^GSPC:

19.79%

Max Drawdown

ACA:

-36.79%

^GSPC:

-56.78%

Current Drawdown

ACA:

-22.63%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, ACA achieves a -10.77% return, which is significantly lower than ^GSPC's 0.52% return.

ACA

YTD

-10.77%

1M

7.61%

6M

-19.60%

1Y

-0.09%

3Y*

16.87%

5Y*

18.08%

10Y*

N/A

^GSPC

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

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Arcosa, Inc.

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ACA vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ACA
The Risk-Adjusted Performance Rank of ACA is 4646
Overall Rank
The Sharpe Ratio Rank of ACA is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ACA is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ACA is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ACA is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ACA is 4949
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6666
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current ACA Sharpe Ratio is -0.00, which is lower than the ^GSPC Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ACA and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ACA vs. ^GSPC - Volatility Comparison

Arcosa, Inc. (ACA) has a higher volatility of 10.92% compared to S&P 500 (^GSPC) at 4.76%. 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.

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