ACM vs. IVV
Compare and contrast key facts about AECOM (ACM) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACM or IVV.
Key characteristics
| ACM | IVV | |
|---|---|---|
| YTD Return | 1.00% | 5.62% |
| 1Y Return | 13.23% | 23.68% |
| 3Y Return (Ann) | 12.66% | 7.89% |
| 5Y Return (Ann) | 23.14% | 13.12% |
| 10Y Return (Ann) | 11.26% | 12.35% |
| Sharpe Ratio | 0.59 | 1.91 |
| Daily Std Dev | 20.55% | 11.67% |
| Max Drawdown | -59.97% | -55.25% |
| Current Drawdown | -5.35% | -4.35% |
Correlation
The correlation between ACM and IVV is 0.62, 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.
Performance
ACM vs. IVV - Performance Comparison
In the year-to-date period, ACM achieves a 1.00% return, which is significantly lower than IVV's 5.62% return. Over the past 10 years, ACM has underperformed IVV with an annualized return of 11.26%, while IVV has yielded a comparatively higher 12.35% 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
ACM vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and iShares Core S&P 500 ETF (IVV). 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
ACM vs. IVV - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 0.86%, less than IVV's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | 0.86% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.38% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
ACM vs. IVV - Drawdown Comparison
The maximum ACM drawdown since its inception was -59.97%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ACM and IVV. For additional features, visit the drawdowns tool.
Volatility
ACM vs. IVV - Volatility Comparison
AECOM (ACM) has a higher volatility of 4.44% compared to iShares Core S&P 500 ETF (IVV) at 3.89%. This indicates that ACM's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.