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

Correlation

The correlation between ACN and VONG is 0.68, 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.


-0.50.00.51.00.7

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.50%
10.79%
ACN
VONG

Key characteristics

Sharpe Ratio

ACN:

0.14

VONG:

1.99

Sortino Ratio

ACN:

0.35

VONG:

2.59

Omega Ratio

ACN:

1.05

VONG:

1.36

Calmar Ratio

ACN:

0.11

VONG:

2.61

Martin Ratio

ACN:

0.25

VONG:

10.24

Ulcer Index

ACN:

13.35%

VONG:

3.34%

Daily Std Dev

ACN:

23.79%

VONG:

17.20%

Max Drawdown

ACN:

-59.20%

VONG:

-32.72%

Current Drawdown

ACN:

-12.45%

VONG:

-3.74%

Returns By Period

In the year-to-date period, ACN achieves a 0.65% return, which is significantly lower than VONG's 33.66% return. Both investments have delivered pretty close results over the past 10 years, with ACN having a 16.34% annualized return and VONG not far ahead at 16.68%.


ACN

YTD

0.65%

1M

-1.47%

6M

22.85%

1Y

3.42%

5Y*

12.17%

10Y*

16.34%

VONG

YTD

33.66%

1M

3.67%

6M

10.06%

1Y

33.57%

5Y*

19.14%

10Y*

16.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ACN, currently valued at 0.14, compared to the broader market-4.00-2.000.002.000.141.99
The chart of Sortino ratio for ACN, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.000.352.59
The chart of Omega ratio for ACN, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.36
The chart of Calmar ratio for ACN, currently valued at 0.11, compared to the broader market0.002.004.006.000.112.61
The chart of Martin ratio for ACN, currently valued at 0.25, compared to the broader market0.0010.0020.000.2510.24
ACN
VONG

The current ACN Sharpe Ratio is 0.14, which is lower than the VONG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of ACN and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.14
1.99
ACN
VONG

Dividends

ACN vs. VONG - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 1.54%, more than VONG's 0.42% yield.


TTM20232022202120202019201820172016201520142013
ACN
Accenture plc
1.54%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
VONG
Vanguard Russell 1000 Growth ETF
0.42%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

ACN vs. VONG - Drawdown Comparison

The maximum ACN drawdown since its inception was -59.20%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ACN and VONG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.45%
-3.74%
ACN
VONG

Volatility

ACN vs. VONG - Volatility Comparison

Accenture plc (ACN) has a higher volatility of 5.28% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.95%. This indicates that ACN's price experiences larger fluctuations and is considered to be riskier than VONG 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%JulyAugustSeptemberOctoberNovemberDecember
5.28%
4.95%
ACN
VONG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab