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

Correlation

The correlation between ACN and VTI is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ACN vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Accenture plc (ACN) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACN:

0.08

VTI:

0.47

Sortino Ratio

ACN:

0.23

VTI:

0.83

Omega Ratio

ACN:

1.03

VTI:

1.12

Calmar Ratio

ACN:

0.03

VTI:

0.51

Martin Ratio

ACN:

0.08

VTI:

1.94

Ulcer Index

ACN:

10.99%

VTI:

5.07%

Daily Std Dev

ACN:

26.72%

VTI:

19.98%

Max Drawdown

ACN:

-59.20%

VTI:

-55.45%

Current Drawdown

ACN:

-22.30%

VTI:

-7.97%

Returns By Period

In the year-to-date period, ACN achieves a -11.67% return, which is significantly lower than VTI's -3.75% return. Over the past 10 years, ACN has outperformed VTI with an annualized return of 14.30%, while VTI has yielded a comparatively lower 11.77% annualized return.


ACN

YTD

-11.67%

1M

7.95%

6M

-12.60%

1Y

2.30%

5Y*

12.09%

10Y*

14.30%

VTI

YTD

-3.75%

1M

7.98%

6M

-5.68%

1Y

9.17%

5Y*

15.27%

10Y*

11.77%

*Annualized

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Risk-Adjusted Performance

ACN vs. VTI — Risk-Adjusted Performance Rank

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

ACN
The Risk-Adjusted Performance Rank of ACN is 5050
Overall Rank
The Sharpe Ratio Rank of ACN is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ACN is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ACN is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ACN is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ACN is 5252
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6060
Overall Rank
The Sharpe Ratio Rank of VTI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACN vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and Vanguard Total Stock Market ETF (VTI). 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.


The current ACN Sharpe Ratio is 0.08, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ACN and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ACN vs. VTI - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 1.86%, more than VTI's 1.35% yield.


TTM20242023202220212020201920182017201620152014
ACN
Accenture plc
1.86%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

ACN vs. VTI - Drawdown Comparison

The maximum ACN drawdown since its inception was -59.20%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ACN and VTI. For additional features, visit the drawdowns tool.


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Volatility

ACN vs. VTI - Volatility Comparison

The current volatility for Accenture plc (ACN) is 6.80%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 7.23%. This indicates that ACN experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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