ACN vs. IWRD.L

In the year-to-date period, ACN achieves a -15.83% return, which is significantly lower than IWRD.L's -8.74% return. Over the past 10 years, ACN has outperformed IWRD.L with an annualized return of 13.99%, while IWRD.L has yielded a comparatively lower 10.51% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and iShares MSCI World UCITS (IWRD.L). 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.

The current ACN Sharpe Ratio is -0.22, which is lower than the IWRD.L Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ACN and IWRD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ACN's dividend yield for the trailing twelve months is around 1.95%, more than IWRD.L's 1.47% yield.

The maximum ACN drawdown since its inception was -59.20%, which is greater than IWRD.L's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for ACN and IWRD.L. For additional features, visit the drawdowns tool.

Accenture plc (ACN) and iShares MSCI World UCITS (IWRD.L) have volatilities of 12.12% and 11.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.