ACN vs. VOO
Compare and contrast key facts about Accenture plc (ACN) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACN or VOO.
Key characteristics
| ACN | VOO | |
|---|---|---|
| YTD Return | 17.63% | 12.39% |
| 1Y Return | 3.19% | 4.30% |
| 5Y Return (Ann) | 16.06% | 11.31% |
| 10Y Return (Ann) | 16.48% | 12.23% |
| Sharpe Ratio | 0.20 | 0.30 |
| Daily Std Dev | 29.88% | 20.94% |
| Max Drawdown | -59.20% | -33.99% |
Correlation
The correlation between ACN and VOO is 0.73, 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.
ACN vs. VOO - Performance Comparison
In the year-to-date period, ACN achieves a 17.63% return, which is significantly higher than VOO's 12.39% return. Over the past 10 years, ACN has outperformed VOO with an annualized return of 16.48%, while VOO has yielded a comparatively lower 12.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ACN vs. VOO - Dividend Comparison
ACN's dividend yield for the trailing twelve months is around 2.01%, more than VOO's 1.89% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACN Accenture plc | 2.01% | 1.52% | 0.89% | 1.30% | 1.13% | 2.11% | 1.80% | 2.18% | 2.29% | 2.52% | 2.50% | 2.70% |
VOO Vanguard S&P 500 ETF | 1.89% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
ACN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and Vanguard S&P 500 ETF (VOO). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ACN Accenture plc | 0.20 | ||||
VOO Vanguard S&P 500 ETF | 0.30 |
ACN vs. VOO - Drawdown Comparison
The maximum ACN drawdown for the period was -39.69%, lower than the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for ACN and VOO
ACN vs. VOO - Volatility Comparison
Accenture plc (ACN) has a higher volatility of 5.79% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that ACN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.