ACIC vs. VRT

In the year-to-date period, ACIC achieves a -17.28% return, which is significantly lower than VRT's -6.31% return.

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This table presents a comparison of risk-adjusted performance metrics for American Coastal Insurance Corp (ACIC) and Vertiv Holdings Co. (VRT). 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 ACIC Sharpe Ratio is -0.33, which is lower than the VRT Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of ACIC and VRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ACIC's dividend yield for the trailing twelve months is around 4.66%, more than VRT's 0.12% yield.

The maximum ACIC drawdown since its inception was -98.73%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for ACIC and VRT. For additional features, visit the drawdowns tool.

The current volatility for American Coastal Insurance Corp (ACIC) is 9.91%, while Vertiv Holdings Co. (VRT) has a volatility of 19.20%. This indicates that ACIC experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between American Coastal Insurance Corp and Vertiv Holdings Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.