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ACIW vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACIW and SPYG is 0.51, 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.


-0.50.00.51.00.5

Performance

ACIW vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACI Worldwide, Inc. (ACIW) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
879.19%
379.83%
ACIW
SPYG

Key characteristics

Sharpe Ratio

ACIW:

2.67

SPYG:

2.25

Sortino Ratio

ACIW:

3.68

SPYG:

2.89

Omega Ratio

ACIW:

1.43

SPYG:

1.41

Calmar Ratio

ACIW:

2.39

SPYG:

3.08

Martin Ratio

ACIW:

19.55

SPYG:

12.14

Ulcer Index

ACIW:

4.02%

SPYG:

3.24%

Daily Std Dev

ACIW:

29.42%

SPYG:

17.49%

Max Drawdown

ACIW:

-90.10%

SPYG:

-67.79%

Current Drawdown

ACIW:

-10.41%

SPYG:

-2.45%

Returns By Period

In the year-to-date period, ACIW achieves a 73.33% return, which is significantly higher than SPYG's 37.65% return. Over the past 10 years, ACIW has underperformed SPYG with an annualized return of 9.92%, while SPYG has yielded a comparatively higher 15.23% annualized return.


ACIW

YTD

73.33%

1M

-3.09%

6M

42.81%

1Y

76.27%

5Y*

6.99%

10Y*

9.92%

SPYG

YTD

37.65%

1M

3.29%

6M

11.66%

1Y

37.77%

5Y*

17.47%

10Y*

15.23%

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Risk-Adjusted Performance

ACIW vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACI Worldwide, Inc. (ACIW) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 ACIW, currently valued at 2.67, compared to the broader market-4.00-2.000.002.002.672.25
The chart of Sortino ratio for ACIW, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.003.682.89
The chart of Omega ratio for ACIW, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.41
The chart of Calmar ratio for ACIW, currently valued at 2.39, compared to the broader market0.002.004.006.002.393.08
The chart of Martin ratio for ACIW, currently valued at 19.55, compared to the broader market-5.000.005.0010.0015.0020.0025.0019.5512.14
ACIW
SPYG

The current ACIW Sharpe Ratio is 2.67, which is comparable to the SPYG Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ACIW and SPYG, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.67
2.25
ACIW
SPYG

Dividends

ACIW vs. SPYG - Dividend Comparison

ACIW has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.40%.


TTM20232022202120202019201820172016201520142013
ACIW
ACI Worldwide, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.40%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%1.42%

Drawdowns

ACIW vs. SPYG - Drawdown Comparison

The maximum ACIW drawdown since its inception was -90.10%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for ACIW and SPYG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.41%
-2.45%
ACIW
SPYG

Volatility

ACIW vs. SPYG - Volatility Comparison

ACI Worldwide, Inc. (ACIW) has a higher volatility of 10.37% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 4.80%. This indicates that ACIW's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
10.37%
4.80%
ACIW
SPYG
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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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