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

Key characteristics


ACNVOO
YTD Return-9.02%4.52%
1Y Return16.77%22.10%
3Y Return (Ann)4.65%7.95%
5Y Return (Ann)13.73%13.18%
10Y Return (Ann)16.81%12.27%
Sharpe Ratio0.691.82
Daily Std Dev21.78%11.77%
Max Drawdown-59.20%-33.99%
Current Drawdown-20.86%-5.45%

Correlation

-0.50.00.51.00.7

The correlation between ACN and VOO is 0.72, 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. VOO - Performance Comparison

In the year-to-date period, ACN achieves a -9.02% return, which is significantly lower than VOO's 4.52% return. Over the past 10 years, ACN has outperformed VOO with an annualized return of 16.81%, while VOO has yielded a comparatively lower 12.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2024FebruaryMarchApril
973.67%
483.04%
ACN
VOO

Compare stocks, funds, or ETFs

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


Accenture plc

Vanguard S&P 500 ETF

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.


ACN
Sharpe ratio
The chart of Sharpe ratio for ACN, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.003.000.69
Sortino ratio
The chart of Sortino ratio for ACN, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.99
Omega ratio
The chart of Omega ratio for ACN, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for ACN, currently valued at 0.42, compared to the broader market0.001.002.003.004.005.000.42
Martin ratio
The chart of Martin ratio for ACN, currently valued at 2.71, compared to the broader market0.0010.0020.0030.002.71
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.82, compared to the broader market-2.00-1.000.001.002.003.001.82
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.65, compared to the broader market-4.00-2.000.002.004.002.65
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.32, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.57, compared to the broader market0.001.002.003.004.005.001.57
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.57, compared to the broader market0.0010.0020.0030.007.57

ACN vs. VOO - Sharpe Ratio Comparison

The current ACN Sharpe Ratio is 0.69, which is lower than the VOO Sharpe Ratio of 1.82. The chart below compares the 12-month rolling Sharpe Ratio of ACN and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
0.69
1.82
ACN
VOO

Dividends

ACN vs. VOO - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 1.57%, more than VOO's 1.41% yield.


TTM20232022202120202019201820172016201520142013
ACN
Accenture plc
1.57%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
1.41%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-20.86%
-5.45%
ACN
VOO

Volatility

ACN vs. VOO - Volatility Comparison

Accenture plc (ACN) has a higher volatility of 11.10% compared to Vanguard S&P 500 ETF (VOO) at 3.10%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
11.10%
3.10%
ACN
VOO