ACIC vs. ITOT
Compare and contrast key facts about American Coastal Insurance Corp (ACIC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACIC or ITOT.
Key characteristics
| ACIC | ITOT | |
|---|---|---|
| YTD Return | 42.39% | 26.18% |
| 1Y Return | 96.64% | 38.45% |
| 3Y Return (Ann) | 40.58% | 8.73% |
| 5Y Return (Ann) | 2.87% | 15.29% |
| 10Y Return (Ann) | -1.58% | 12.97% |
| Sharpe Ratio | 1.20 | 3.04 |
| Sortino Ratio | 2.23 | 4.05 |
| Omega Ratio | 1.30 | 1.57 |
| Calmar Ratio | 1.17 | 4.52 |
| Martin Ratio | 4.67 | 19.70 |
| Ulcer Index | 17.84% | 1.95% |
| Daily Std Dev | 69.50% | 12.63% |
| Max Drawdown | -98.73% | -55.21% |
| Current Drawdown | -43.18% | -0.45% |
Correlation
The correlation between ACIC and ITOT is 0.26, 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.
Performance
ACIC vs. ITOT - Performance Comparison
In the year-to-date period, ACIC achieves a 42.39% return, which is significantly higher than ITOT's 26.18% return. Over the past 10 years, ACIC has underperformed ITOT with an annualized return of -1.58%, while ITOT has yielded a comparatively higher 12.97% annualized 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
ACIC vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Coastal Insurance Corp (ACIC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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
ACIC vs. ITOT - Dividend Comparison
ACIC has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACIC American Coastal Insurance Corp | 0.00% | 0.00% | 5.66% | 5.53% | 4.20% | 1.90% | 1.44% | 1.39% | 1.52% | 1.17% | 0.73% | 0.85% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
ACIC vs. ITOT - Drawdown Comparison
The maximum ACIC drawdown since its inception was -98.73%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for ACIC and ITOT. For additional features, visit the drawdowns tool.
Volatility
ACIC vs. ITOT - Volatility Comparison
American Coastal Insurance Corp (ACIC) has a higher volatility of 24.02% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.03%. This indicates that ACIC's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.