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ACI vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACI and VTI is 0.22, 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.


-0.50.00.51.00.2

Performance

ACI vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Albertsons Companies, Inc. (ACI) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.90%
8.78%
ACI
VTI

Key characteristics

Sharpe Ratio

ACI:

-0.83

VTI:

1.92

Sortino Ratio

ACI:

-1.14

VTI:

2.56

Omega Ratio

ACI:

0.87

VTI:

1.35

Calmar Ratio

ACI:

-0.48

VTI:

2.88

Martin Ratio

ACI:

-1.20

VTI:

12.48

Ulcer Index

ACI:

12.52%

VTI:

1.98%

Daily Std Dev

ACI:

18.07%

VTI:

12.86%

Max Drawdown

ACI:

-32.80%

VTI:

-55.45%

Current Drawdown

ACI:

-26.85%

VTI:

-3.99%

Returns By Period

In the year-to-date period, ACI achieves a -15.61% return, which is significantly lower than VTI's 23.66% return.


ACI

YTD

-15.61%

1M

-0.32%

6M

-3.73%

1Y

-14.19%

5Y*

N/A

10Y*

N/A

VTI

YTD

23.66%

1M

-0.38%

6M

8.51%

1Y

23.75%

5Y*

13.89%

10Y*

12.48%

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Risk-Adjusted Performance

ACI vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Albertsons Companies, Inc. (ACI) and Vanguard Total Stock Market ETF (VTI). 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 ACI, currently valued at -0.83, compared to the broader market-4.00-2.000.002.00-0.831.92
The chart of Sortino ratio for ACI, currently valued at -1.14, compared to the broader market-4.00-2.000.002.004.00-1.142.56
The chart of Omega ratio for ACI, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.35
The chart of Calmar ratio for ACI, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.482.88
The chart of Martin ratio for ACI, currently valued at -1.20, compared to the broader market0.0010.0020.00-1.2012.48
ACI
VTI

The current ACI Sharpe Ratio is -0.83, which is lower than the VTI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ACI and VTI, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.83
1.92
ACI
VTI

Dividends

ACI vs. VTI - Dividend Comparison

ACI's dividend yield for the trailing twelve months is around 2.53%, more than VTI's 1.29% yield.


TTM20232022202120202019201820172016201520142013
ACI
Albertsons Companies, Inc.
2.53%2.09%35.34%1.39%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.29%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

ACI vs. VTI - Drawdown Comparison

The maximum ACI drawdown since its inception was -32.80%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ACI and VTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.85%
-3.99%
ACI
VTI

Volatility

ACI vs. VTI - Volatility Comparison

Albertsons Companies, Inc. (ACI) has a higher volatility of 8.08% compared to Vanguard Total Stock Market ETF (VTI) at 3.85%. This indicates that ACI's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.08%
3.85%
ACI
VTI
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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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