PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACN vs. ETN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACNETN
YTD Return-2.49%30.96%
1Y Return25.89%92.97%
3Y Return (Ann)8.20%33.94%
5Y Return (Ann)15.87%34.59%
10Y Return (Ann)17.89%18.94%
Sharpe Ratio1.233.77
Daily Std Dev21.46%25.23%
Max Drawdown-59.20%-68.95%
Current Drawdown-15.18%-0.69%

Fundamentals


ACNETN
Market Cap$212.20B$126.60B
EPS$11.04$8.01
PE Ratio30.5739.52
PEG Ratio2.283.00
Revenue (TTM)$64.57B$23.20B
Gross Profit (TTM)$20.73B$6.89B
EBITDA (TTM)$11.28B$4.86B

Correlation

0.46
-1.001.00

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.


2,000.00%2,500.00%3,000.00%3,500.00%OctoberNovemberDecember2024FebruaryMarch
3,031.37%
3,089.87%
ACN
ETN

Compare stocks, funds, or ETFs


Accenture plc

Eaton Corporation plc

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACN
Accenture plc
1.23
ETN
Eaton Corporation plc
3.77

ACN vs. ETN - Sharpe Ratio Comparison

The current ACN Sharpe Ratio is 1.23, which is lower than the ETN Sharpe Ratio of 3.77. The chart below compares the 12-month rolling Sharpe Ratio of ACN and ETN.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
1.23
3.77
ACN
ETN

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.


TTM20232022202120202019201820172016201520142013
ACN
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%
ETN
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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-15.18%
-0.69%
ACN
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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
11.42%
5.46%
ACN
ETN