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ACN vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Accenture plc (ACN) and Vanguard S&P 500 ETF (VOO). 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 -29.60% return, which is significantly lower than VOO's 11.69% return. Over the past 10 years, ACN has underperformed VOO with an annualized return of 6.37%, while VOO has yielded a comparatively higher 15.65% annualized return.


ACN

1D
-5.27%
1M
3.55%
YTD
-29.60%
6M
-27.63%
1Y
-39.24%
3Y*
-14.09%
5Y*
-6.21%
10Y*
6.37%

VOO

1D
0.14%
1M
5.39%
YTD
11.69%
6M
12.11%
1Y
29.68%
3Y*
22.73%
5Y*
14.26%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACN vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACN
Accenture plc
-29.60%-22.14%1.86%33.60%-34.75%60.67%26.04%51.21%-6.23%33.34%
VOO
Vanguard S&P 500 ETF
11.69%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between ACN and VOO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.40

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

0.59

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

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.66

Over the past year, the correlation between ACN and VOO has dropped to 0.22 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

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Return for Risk

ACN vs. VOO — Risk / Return Rank

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

ACN
ACN Risk / Return Rank: 55
Overall Rank
ACN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 44
Sortino Ratio Rank
ACN Omega Ratio Rank: 55
Omega Ratio Rank
ACN Calmar Ratio Rank: 99
Calmar Ratio Rank
ACN Martin Ratio Rank: 55
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7575
Overall Rank
VOO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VOO Omega Ratio Rank: 7676
Omega Ratio Rank
VOO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VOO Martin Ratio Rank: 8080
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. VOO - Risk-Adjusted Trends 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.


ACNVOODifference

Sharpe ratio

Return per unit of total volatility

-1.10

2.53

-3.64

Sortino ratio

Return per unit of downside risk

-1.61

3.43

-5.04

Omega ratio

Gain probability vs. loss probability

0.81

1.46

-0.65

Calmar ratio

Return relative to maximum drawdown

-0.81

3.42

-4.23

Martin ratio

Return relative to average drawdown

-1.51

15.95

-17.45

ACN vs. VOO - Sharpe Ratio Comparison

The current ACN Sharpe Ratio is -1.10, which is lower than the VOO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of ACN and VOO, 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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Sharpe Ratios by Period


ACNVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

2.53

-3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.85

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.87

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.89

-0.48

Drawdowns

ACN vs. VOO - Drawdown Comparison

The maximum ACN drawdown since its inception was -59.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACN and VOO.


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Drawdown Indicators


ACNVOODifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

-33.99%

-25.21%

Max Drawdown (1Y)

Largest decline over 1 year

-48.96%

-8.90%

-40.06%

Max Drawdown (3Y)

Largest decline over 3 years

-58.67%

-18.69%

-39.98%

Max Drawdown (5Y)

Largest decline over 5 years

-58.67%

-24.52%

-34.15%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

-33.99%

-24.68%

Current Drawdown

Current decline from peak

-51.78%

0.00%

-51.78%

Average Drawdown

Average peak-to-trough decline

-12.84%

-3.69%

-9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.32%

1.91%

+24.41%

Volatility

ACN vs. VOO - Volatility Comparison

Accenture plc (ACN) has a higher volatility of 14.53% compared to Vanguard S&P 500 ETF (VOO) at 2.74%. 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.


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Volatility by Period


ACNVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.53%

2.74%

+11.79%

Volatility (6M)

Calculated over the trailing 6-month period

29.93%

8.88%

+21.05%

Volatility (1Y)

Calculated over the trailing 1-year period

35.63%

11.78%

+23.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.49%

16.81%

+11.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.82%

18.01%

+8.81%

Dividends

ACN vs. VOO - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 3.42%, more than VOO's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
3.42%2.26%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%
VOO
Vanguard S&P 500 ETF
1.02%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


ACN and VOO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACN has higher volatility (14.53%) compared to VOO (2.74%). In terms of maximum drawdown, ACN dropped -59.20% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.53 vs -1.10), 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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