ACN vs. ETN
Compare and contrast key facts about Accenture plc (ACN) and Eaton Corporation plc (ETN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACN or ETN.
Key characteristics
ACN | ETN | |
---|---|---|
YTD Return | -2.49% | 30.96% |
1Y Return | 25.89% | 92.97% |
3Y Return (Ann) | 8.20% | 33.94% |
5Y Return (Ann) | 15.87% | 34.59% |
10Y Return (Ann) | 17.89% | 18.94% |
Sharpe Ratio | 1.23 | 3.77 |
Daily Std Dev | 21.46% | 25.23% |
Max Drawdown | -59.20% | -68.95% |
Current Drawdown | -15.18% | -0.69% |
Fundamentals
ACN | ETN | |
---|---|---|
Market Cap | $212.20B | $126.60B |
EPS | $11.04 | $8.01 |
PE Ratio | 30.57 | 39.52 |
PEG Ratio | 2.28 | 3.00 |
Revenue (TTM) | $64.57B | $23.20B |
Gross Profit (TTM) | $20.73B | $6.89B |
EBITDA (TTM) | $11.28B | $4.86B |
Correlation
The correlation between ACN and ETN is 0.46, 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
ACN vs. ETN - Performance Comparison
In the year-to-date period, ACN achieves a -2.49% return, which is significantly lower than ETN's 30.96% return. Over the past 10 years, ACN has underperformed ETN with an annualized return of 17.89%, while ETN has yielded a comparatively higher 18.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
ACN vs. ETN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and Eaton Corporation plc (ETN). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Accenture plc | 1.23 | ||||
Eaton Corporation plc | 3.77 |
Dividends
ACN vs. ETN - Dividend Comparison
ACN's dividend yield for the trailing twelve months is around 1.41%, more than ETN's 1.12% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Accenture plc | 1.41% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
Eaton Corporation plc | 1.12% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% | 2.21% |
Drawdowns
ACN vs. ETN - Drawdown Comparison
The maximum ACN drawdown since its inception was -59.20%, smaller than the maximum ETN drawdown of -68.95%. The drawdown chart below compares losses from any high point along the way for ACN and ETN
Volatility
ACN vs. ETN - Volatility Comparison
Accenture plc (ACN) has a higher volatility of 11.42% compared to Eaton Corporation plc (ETN) at 5.46%. This indicates that ACN's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.