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ACN vs. VUSXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACN vs. VUSXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Accenture plc (ACN) and Vanguard Treasury Money Market Fund (VUSXX). 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 -35.62% return, which is significantly lower than VUSXX's 1.51% return.


ACN

1D
1.65%
1M
3.84%
YTD
-35.62%
6M
-36.39%
1Y
-43.95%
3Y*
-16.94%
5Y*
-8.24%
10Y*
5.50%

VUSXX

1D
0.00%
1M
0.31%
YTD
1.51%
6M
1.84%
1Y
3.98%
3Y*
2.61%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACN vs. VUSXX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ACN
Accenture plc
-35.62%-22.14%1.86%33.60%-34.75%46.38%
VUSXX
Vanguard Treasury Money Market Fund
1.51%4.25%1.65%0.43%0.00%0.00%

Correlation

The correlation between ACN and VUSXX is 0.08, 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

0.08

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.04

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Return for Risk

ACN vs. VUSXX — Risk / Return Rank

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

ACN
ACN Risk / Return Rank: 33
Overall Rank
ACN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 33
Sortino Ratio Rank
ACN Omega Ratio Rank: 44
Omega Ratio Rank
ACN Calmar Ratio Rank: 55
Calmar Ratio Rank
ACN Martin Ratio Rank: 33
Martin Ratio Rank

VUSXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VUSXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) and Vanguard Treasury Money Market Fund (VUSXX). 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.


ACNVUSXXDifference
Sharpe ratioReturn per unit of total volatility

-4.93

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.77

Calmar ratioReturn relative to maximum drawdown

-0.94

Martin ratioReturn relative to average drawdown

-1.72

ACN vs. VUSXX - Sharpe Ratio Comparison

The current ACN Sharpe Ratio is -1.26, which is lower than the VUSXX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of ACN and VUSXX, 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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Drawdowns

ACN vs. VUSXX - Drawdown Comparison

The maximum ACN drawdown since its inception was -59.20%, which is greater than VUSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ACN and VUSXX.


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Drawdown Indicators


ACNVUSXXDifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

0.00%

-59.20%

Max Drawdown (1Y)

Largest decline over 1 year

-47.89%

0.00%

-47.89%

Max Drawdown (3Y)

Largest decline over 3 years

-58.67%

0.00%

-58.67%

Max Drawdown (5Y)

Largest decline over 5 years

-58.67%

0.00%

-58.67%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

Current Drawdown

Current decline from peak

-55.91%

0.00%

-55.91%

Average Drawdown

Average peak-to-trough decline

-12.89%

0.00%

-12.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.93%

0.00%

+26.93%

Volatility

ACN vs. VUSXX - Volatility Comparison

Accenture plc (ACN) has a higher volatility of 12.95% compared to Vanguard Treasury Money Market Fund (VUSXX) at 0.31%. This indicates that ACN's price experiences larger fluctuations and is considered to be riskier than VUSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACNVUSXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.95%

0.31%

+12.64%

Volatility (6M)

Calculated over the trailing 6-month period

29.81%

0.79%

+29.02%

Volatility (1Y)

Calculated over the trailing 1-year period

36.02%

1.12%

+34.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.60%

0.75%

+27.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.87%

0.74%

+26.13%

Dividends

ACN vs. VUSXX - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 3.74%, less than VUSXX's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
3.74%2.26%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%
VUSXX
Vanguard Treasury Money Market Fund
3.89%4.15%1.63%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ACN and VUSXX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACN has higher volatility (12.95%) compared to VUSXX (0.31%). In terms of maximum drawdown, ACN dropped -59.20% vs VUSXX's 0.00%.

VUSXX currently has the higher Sharpe Ratio (3.68 vs -1.25), 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.

Portfolio Optimizer

Find the right allocation for ACN and VUSXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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