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ACN vs. VIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACN vs. VIS - Performance Comparison

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

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Returns By Period

In the year-to-date period, ACN achieves a -35.62% return, which is significantly lower than VIS's 15.65% return. Over the past 10 years, ACN has underperformed VIS with an annualized return of 5.50%, while VIS has yielded a comparatively higher 14.22% annualized return.


ACN

1D
1.65%
1M
3.84%
YTD
-35.62%
6M
-36.39%
1Y
-43.95%
3Y*
-16.94%
5Y*
-8.24%
10Y*
5.50%

VIS

1D
0.51%
1M
0.80%
YTD
15.65%
6M
14.50%
1Y
28.67%
3Y*
21.45%
5Y*
13.11%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACN vs. VIS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACN
Accenture plc
-35.62%-22.14%1.86%33.60%-34.75%60.67%26.04%51.21%-6.23%33.34%
VIS
Vanguard Industrials ETF
15.65%18.57%16.85%22.50%-8.57%20.80%12.34%30.09%-14.01%21.47%

Correlation

The correlation between ACN and VIS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2004

0.57

Over the past year, the correlation between ACN and VIS has dropped to 0.14 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

ACN vs. VIS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACN
ACN Risk / Return Rank: 33
Overall Rank
ACN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 33
Sortino Ratio Rank
ACN Omega Ratio Rank: 44
Omega Ratio Rank
ACN Calmar Ratio Rank: 55
Calmar Ratio Rank
ACN Martin Ratio Rank: 33
Martin Ratio Rank

VIS
VIS Risk / Return Rank: 5454
Overall Rank
VIS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VIS Sortino Ratio Rank: 5454
Sortino Ratio Rank
VIS Omega Ratio Rank: 5050
Omega Ratio Rank
VIS Calmar Ratio Rank: 5151
Calmar Ratio Rank
VIS Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACN vs. VIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and Vanguard Industrials ETF (VIS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACNVISDifference
Sharpe ratioReturn per unit of total volatility

-2.86

Sortino ratioReturn per unit of downside risk

-4.23

Omega ratioGain probability vs. loss probability

0.77

1.27

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.94

2.24

-3.19

Martin ratioReturn relative to average drawdown

-1.72

9.28

-11.01

ACN vs. VIS - Sharpe Ratio Comparison

The current ACN Sharpe Ratio is -1.26, which is lower than the VIS Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of ACN and VIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACN vs. VIS - Drawdown Comparison

The maximum ACN drawdown since its inception was -59.20%, smaller than the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for ACN and VIS.


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Drawdown Indicators


ACNVISDifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

-63.51%

+4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-47.89%

-12.29%

-35.60%

Max Drawdown (3Y)

Largest decline over 3 years

-58.67%

-20.80%

-37.87%

Max Drawdown (5Y)

Largest decline over 5 years

-58.67%

-22.96%

-35.71%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

-42.42%

-16.25%

Current Drawdown

Current decline from peak

-55.91%

-0.34%

-55.57%

Average Drawdown

Average peak-to-trough decline

-12.89%

-8.37%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.93%

2.97%

+23.96%

Volatility

ACN vs. VIS - Volatility Comparison

Accenture plc (ACN) has a higher volatility of 12.95% compared to Vanguard Industrials ETF (VIS) at 6.71%. This indicates that ACN's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACNVISDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.95%

6.71%

+6.24%

Volatility (6M)

Calculated over the trailing 6-month period

29.81%

14.28%

+15.53%

Volatility (1Y)

Calculated over the trailing 1-year period

36.02%

17.20%

+18.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.60%

18.48%

+10.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.87%

20.48%

+6.39%

Dividends

ACN vs. VIS - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 3.74%, more than VIS's 0.88% yield.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
3.74%2.26%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%
VIS
Vanguard Industrials ETF
0.88%1.01%1.23%1.36%1.52%1.11%1.38%1.68%1.90%1.60%1.81%1.94%

Frequently Asked Questions


ACN and VIS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACN has higher volatility (12.95%) compared to VIS (6.71%). In terms of maximum drawdown, ACN dropped -59.20% vs VIS's -63.51%.

VIS currently has the higher Sharpe Ratio (1.60 vs -1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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