PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACN vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ACN vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Accenture plc (ACN) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.25%
10.78%
ACN
AMZN

Returns By Period

In the year-to-date period, ACN achieves a 3.39% return, which is significantly lower than AMZN's 33.53% return. Over the past 10 years, ACN has underperformed AMZN with an annualized return of 17.52%, while AMZN has yielded a comparatively higher 28.48% annualized return.


ACN

YTD

3.39%

1M

-5.04%

6M

17.25%

1Y

9.86%

5Y (annualized)

14.39%

10Y (annualized)

17.52%

AMZN

YTD

33.53%

1M

7.30%

6M

10.78%

1Y

40.99%

5Y (annualized)

18.44%

10Y (annualized)

28.48%

Fundamentals


ACNAMZN
Market Cap$223.12B$2.15T
EPS$11.43$4.65
PE Ratio31.2443.63
PEG Ratio2.211.69
Total Revenue (TTM)$64.90B$620.13B
Gross Profit (TTM)$21.17B$300.18B
EBITDA (TTM)$11.55B$111.68B

Key characteristics


ACNAMZN
Sharpe Ratio0.411.43
Sortino Ratio0.712.03
Omega Ratio1.101.26
Calmar Ratio0.331.70
Martin Ratio0.736.57
Ulcer Index13.24%5.91%
Daily Std Dev23.38%27.21%
Max Drawdown-59.20%-94.40%
Current Drawdown-10.07%-5.24%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between ACN and AMZN is 0.40, 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.

Risk-Adjusted Performance

ACN vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and Amazon.com, Inc. (AMZN). 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 ACN, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.411.43
The chart of Sortino ratio for ACN, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.712.03
The chart of Omega ratio for ACN, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.26
The chart of Calmar ratio for ACN, currently valued at 0.33, compared to the broader market0.002.004.006.000.331.70
The chart of Martin ratio for ACN, currently valued at 0.73, compared to the broader market-10.000.0010.0020.0030.000.736.57
ACN
AMZN

The current ACN Sharpe Ratio is 0.41, which is lower than the AMZN Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ACN and AMZN, 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.41
1.43
ACN
AMZN

Dividends

ACN vs. AMZN - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 1.50%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ACN
Accenture plc
1.50%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
AMZN
Amazon.com, 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%

Drawdowns

ACN vs. AMZN - Drawdown Comparison

The maximum ACN drawdown since its inception was -59.20%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ACN and AMZN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.07%
-5.24%
ACN
AMZN

Volatility

ACN vs. AMZN - Volatility Comparison

The current volatility for Accenture plc (ACN) is 7.82%, while Amazon.com, Inc. (AMZN) has a volatility of 10.65%. This indicates that ACN experiences smaller price fluctuations and is considered to be less risky than AMZN 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%JuneJulyAugustSeptemberOctoberNovember
7.82%
10.65%
ACN
AMZN

Financials

ACN vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Accenture plc and Amazon.com, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items