ACN vs. VTES
ACN (Accenture plc) is a stock, while VTES (Vanguard Short-Term Tax-Exempt Bond ETF) is Municipal Bonds fund tracking the S&P 0-7 Year National AMT-Free Municipal Bond Index. Over the past 3 years, ACN returned -23.30%/yr vs 3.09%/yr for VTES. At a correlation of -0.01, they often move in opposite directions.
Performance
ACN vs. VTES - Performance Comparison
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Returns By Period
In the year-to-date period, ACN achieves a -51.98% return, which is significantly lower than VTES's 0.76% return.
ACN
- 1D
- 1.75%
- 1M
- -29.14%
- YTD
- -51.98%
- 6M
- -52.42%
- 1Y
- -55.82%
- 3Y*
- -23.30%
- 5Y*
- -13.84%
- 10Y*
- 3.04%
VTES
- 1D
- 0.01%
- 1M
- 0.58%
- YTD
- 0.76%
- 6M
- 0.87%
- 1Y
- 3.26%
- 3Y*
- 3.09%
- 5Y*
- —
- 10Y*
- —
ACN vs. VTES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ACN Accenture plc | -51.98% | -22.14% | 1.86% | 34.66% |
VTES Vanguard Short-Term Tax-Exempt Bond ETF | 0.76% | 4.19% | 1.85% | 3.32% |
Correlation
The correlation between ACN and VTES is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | -0.01 |
The correlation between ACN and VTES shifts across timeframes, from -0.09 (1 year) to 0.03 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ACN vs. VTES — Risk / Return Rank
ACN
VTES
ACN vs. VTES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and Vanguard Short-Term Tax-Exempt Bond ETF (VTES). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACN | VTES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.04 | ||
| Sortino ratioReturn per unit of downside risk | -6.04 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.61 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 2.23 | -3.19 |
| Martin ratioReturn relative to average drawdown | -2.19 | 6.38 | -8.57 |
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Drawdowns
ACN vs. VTES - Drawdown Comparison
The maximum ACN drawdown since its inception was -67.68%, which is greater than VTES's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for ACN and VTES.
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Drawdown Indicators
| ACN | VTES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -2.42% | -65.26% |
Max Drawdown (1Y)Largest decline over 1 year | -57.97% | -1.47% | -56.50% |
Max Drawdown (3Y)Largest decline over 3 years | -67.68% | -1.80% | -65.88% |
Max Drawdown (5Y)Largest decline over 5 years | -67.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.68% | — | — |
Current DrawdownCurrent decline from peak | -67.11% | -0.52% | -66.59% |
Average DrawdownAverage peak-to-trough decline | -12.94% | -0.50% | -12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.52% | 0.51% | +25.01% |
Volatility
ACN vs. VTES - Volatility Comparison
Accenture plc (ACN) has a higher volatility of 23.12% compared to Vanguard Short-Term Tax-Exempt Bond ETF (VTES) at 0.27%. This indicates that ACN's price experiences larger fluctuations and is considered to be riskier than VTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACN | VTES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.12% | 0.27% | +22.85% |
Volatility (6M)Calculated over the trailing 6-month period | 36.12% | 0.98% | +35.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.11% | 1.24% | +38.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.88% | 1.71% | +28.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.50% | 1.71% | +25.79% |
Dividends
ACN vs. VTES - Dividend Comparison
ACN's dividend yield for the trailing twelve months is around 5.02%, more than VTES's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACN Accenture plc | 5.02% | 2.26% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% |
VTES Vanguard Short-Term Tax-Exempt Bond ETF | 2.75% | 2.77% | 2.99% | 2.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ACN and VTES have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACN has higher volatility (23.12%) compared to VTES (0.27%). In terms of maximum drawdown, ACN dropped -67.68% vs VTES's -2.42%.
VTES currently has the higher Sharpe Ratio (2.64 vs -1.40), 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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