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.
Performance
ACN vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ACN achieves a 3.39% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, ACN has outperformed VOO with an annualized return of 17.52%, while VOO has yielded a comparatively lower 13.15% annualized return.
ACN
3.39%
-5.04%
17.25%
9.86%
14.39%
17.52%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| ACN | VOO | |
|---|---|---|
| Sharpe Ratio | 0.41 | 2.62 |
| Sortino Ratio | 0.71 | 3.50 |
| Omega Ratio | 1.10 | 1.49 |
| Calmar Ratio | 0.33 | 3.78 |
| Martin Ratio | 0.73 | 17.12 |
| Ulcer Index | 13.24% | 1.86% |
| Daily Std Dev | 23.38% | 12.19% |
| Max Drawdown | -59.20% | -33.99% |
| Current Drawdown | -10.07% | -1.36% |
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Correlation
The correlation between ACN and VOO is 0.71, 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.
Risk-Adjusted Performance
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.
Dividends
ACN vs. VOO - Dividend Comparison
ACN's dividend yield for the trailing twelve months is around 1.50%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACN Accenture plc | 1.50% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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. For additional features, visit the drawdowns tool.
Volatility
ACN vs. VOO - Volatility Comparison
Accenture plc (ACN) has a higher volatility of 7.82% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.