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ACN vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACN and VONG is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

ACN vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Accenture plc (ACN) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ACN:

16.17%

VONG:

11.64%

Max Drawdown

ACN:

-1.27%

VONG:

-0.96%

Current Drawdown

ACN:

-0.32%

VONG:

-0.08%

Returns By Period


ACN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VONG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ACN vs. VONG — Risk-Adjusted Performance Rank

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

ACN
The Risk-Adjusted Performance Rank of ACN is 5050
Overall Rank
The Sharpe Ratio Rank of ACN is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ACN is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ACN is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ACN is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ACN is 5252
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6060
Overall Rank
The Sharpe Ratio Rank of VONG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACN vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and Vanguard Russell 1000 Growth ETF (VONG). 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.



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Dividends

ACN vs. VONG - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 1.86%, more than VONG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
ACN
Accenture plc
1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.58%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. VONG - Drawdown Comparison

The maximum ACN drawdown since its inception was -1.27%, which is greater than VONG's maximum drawdown of -0.96%. Use the drawdown chart below to compare losses from any high point for ACN and VONG. For additional features, visit the drawdowns tool.


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Volatility

ACN vs. VONG - Volatility Comparison


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