PortfoliosLab logoPortfoliosLab logo
ACIC vs. ITOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACIC vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Coastal Insurance Corp (ACIC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ACIC vs. ITOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACIC
American Coastal Insurance Corp
-7.49%-2.55%42.28%792.45%-75.13%-20.43%-53.07%-22.77%-2.50%15.64%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
-3.31%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%

Returns By Period

In the year-to-date period, ACIC achieves a -7.49% return, which is significantly lower than ITOT's -3.31% return. Over the past 10 years, ACIC has underperformed ITOT with an annualized return of -2.74%, while ITOT has yielded a comparatively higher 13.65% annualized return.


ACIC

1D
-2.31%
1M
-4.77%
YTD
-7.49%
6M
4.79%
1Y
1.33%
3Y*
62.65%
5Y*
11.04%
10Y*
-2.74%

ITOT

1D
0.72%
1M
-4.34%
YTD
-3.31%
6M
-1.32%
1Y
18.51%
3Y*
18.11%
5Y*
10.62%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ACIC vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACIC
ACIC Risk / Return Rank: 3939
Overall Rank
ACIC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ACIC Sortino Ratio Rank: 3535
Sortino Ratio Rank
ACIC Omega Ratio Rank: 3434
Omega Ratio Rank
ACIC Calmar Ratio Rank: 4242
Calmar Ratio Rank
ACIC Martin Ratio Rank: 4242
Martin Ratio Rank

ITOT
ITOT Risk / Return Rank: 5959
Overall Rank
ITOT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 5757
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6060
Omega Ratio Rank
ITOT Calmar Ratio Rank: 5858
Calmar Ratio Rank
ITOT Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACIC vs. ITOT - Risk-Adjusted Trends 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.


ACICITOTDifference

Sharpe ratio

Return per unit of total volatility

0.04

1.00

-0.95

Sortino ratio

Return per unit of downside risk

0.28

1.52

-1.24

Omega ratio

Gain probability vs. loss probability

1.03

1.23

-0.20

Calmar ratio

Return relative to maximum drawdown

0.06

1.53

-1.47

Martin ratio

Return relative to average drawdown

0.13

7.25

-7.12

ACIC vs. ITOT - Sharpe Ratio Comparison

The current ACIC Sharpe Ratio is 0.04, which is lower than the ITOT Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ACIC and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ACICITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

1.00

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.61

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.75

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.54

-0.47

Correlation

The correlation between ACIC and ITOT is 0.21, 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.


Dividends

ACIC vs. ITOT - Dividend Comparison

ACIC's dividend yield for the trailing twelve months is around 6.82%, more than ITOT's 1.12% yield.


TTM20252024202320222021202020192018201720162015
ACIC
American Coastal Insurance Corp
6.82%3.96%0.00%0.00%5.66%5.53%4.20%1.90%1.44%1.39%1.52%1.17%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.12%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%

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 -55.20%. Use the drawdown chart below to compare losses from any high point for ACIC and ITOT.


Loading graphics...

Drawdown Indicators


ACICITOTDifference

Max Drawdown

Largest peak-to-trough decline

-98.73%

-55.20%

-43.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-12.34%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-95.83%

-25.36%

-70.47%

Max Drawdown (10Y)

Largest decline over 10 years

-98.49%

-35.00%

-63.49%

Current Drawdown

Current decline from peak

-48.82%

-5.51%

-43.31%

Average Drawdown

Average peak-to-trough decline

-45.67%

-7.02%

-38.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.65%

2.61%

+5.04%

Volatility

ACIC vs. ITOT - Volatility Comparison

American Coastal Insurance Corp (ACIC) has a higher volatility of 7.33% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. 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.


Loading graphics...

Volatility by Period


ACICITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

5.49%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

18.64%

9.78%

+8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

29.83%

18.68%

+11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.90%

17.36%

+73.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.88%

18.25%

+53.63%