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ACS.MC vs. STR.VI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ACS.MC vs. STR.VI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ACS Actividades de Construccion y Servicios SA (ACS.MC) and Strabag SE (STR.VI). The values are adjusted to include any dividend payments, if applicable.

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ACS.MC vs. STR.VI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACS.MC
ACS Actividades de Construccion y Servicios SA
32.88%81.61%26.94%60.10%23.98%-6.88%-17.39%10.97%7.91%12.69%
STR.VI
Strabag SE
5.68%111.91%22.24%11.39%17.97%53.65%-5.23%26.01%-21.71%6.19%

Returns By Period

In the year-to-date period, ACS.MC achieves a 32.88% return, which is significantly higher than STR.VI's 5.68% return. Both investments have delivered pretty close results over the past 10 years, with ACS.MC having a 22.08% annualized return and STR.VI not far behind at 21.39%.


ACS.MC

1D
7.06%
1M
2.37%
YTD
32.88%
6M
66.30%
1Y
117.07%
3Y*
63.82%
5Y*
39.90%
10Y*
22.08%

STR.VI

1D
2.15%
1M
-10.08%
YTD
5.68%
6M
10.31%
1Y
33.82%
3Y*
44.58%
5Y*
37.62%
10Y*
21.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ACS.MC vs. STR.VI — Risk / Return Rank

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

ACS.MC
ACS.MC Risk / Return Rank: 9898
Overall Rank
ACS.MC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ACS.MC Sortino Ratio Rank: 9898
Sortino Ratio Rank
ACS.MC Omega Ratio Rank: 9797
Omega Ratio Rank
ACS.MC Calmar Ratio Rank: 9999
Calmar Ratio Rank
ACS.MC Martin Ratio Rank: 9999
Martin Ratio Rank

STR.VI
STR.VI Risk / Return Rank: 6565
Overall Rank
STR.VI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
STR.VI Sortino Ratio Rank: 6464
Sortino Ratio Rank
STR.VI Omega Ratio Rank: 6363
Omega Ratio Rank
STR.VI Calmar Ratio Rank: 6464
Calmar Ratio Rank
STR.VI Martin Ratio Rank: 6464
Martin Ratio Rank
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.

ACS.MC vs. STR.VI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ACS Actividades de Construccion y Servicios SA (ACS.MC) and Strabag SE (STR.VI). 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.


ACS.MCSTR.VIDifference

Sharpe ratio

Return per unit of total volatility

4.01

0.85

+3.16

Sortino ratio

Return per unit of downside risk

4.39

1.39

+3.00

Omega ratio

Gain probability vs. loss probability

1.60

1.18

+0.42

Calmar ratio

Return relative to maximum drawdown

13.49

1.06

+12.42

Martin ratio

Return relative to average drawdown

43.81

2.60

+41.22

ACS.MC vs. STR.VI - Sharpe Ratio Comparison

The current ACS.MC Sharpe Ratio is 4.01, which is higher than the STR.VI Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of ACS.MC and STR.VI, 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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Sharpe Ratios by Period


ACS.MCSTR.VIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.01

0.85

+3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.71

1.20

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.72

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.25

+0.27

Correlation

The correlation between ACS.MC and STR.VI is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ACS.MC vs. STR.VI - Dividend Comparison

ACS.MC's dividend yield for the trailing twelve months is around 1.80%, less than STR.VI's 2.92% yield.


TTM20252024202320222021202020192018201720162015
ACS.MC
ACS Actividades de Construccion y Servicios SA
1.80%2.37%4.16%4.89%7.48%7.31%7.33%5.33%4.09%3.67%3.83%4.27%
STR.VI
Strabag SE
2.92%3.09%25.39%4.83%10.23%18.83%3.16%4.19%5.07%2.79%1.98%2.12%

Drawdowns

ACS.MC vs. STR.VI - Drawdown Comparison

The maximum ACS.MC drawdown since its inception was -75.71%, smaller than the maximum STR.VI drawdown of -81.82%. Use the drawdown chart below to compare losses from any high point for ACS.MC and STR.VI.


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Drawdown Indicators


ACS.MCSTR.VIDifference

Max Drawdown

Largest peak-to-trough decline

-75.71%

-81.82%

+6.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-28.81%

+15.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

-28.81%

+6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-70.52%

-54.25%

-16.27%

Current Drawdown

Current decline from peak

0.00%

-12.11%

+12.11%

Average Drawdown

Average peak-to-trough decline

-19.08%

-33.86%

+14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

11.81%

-8.76%

Volatility

ACS.MC vs. STR.VI - Volatility Comparison

ACS Actividades de Construccion y Servicios SA (ACS.MC) has a higher volatility of 11.63% compared to Strabag SE (STR.VI) at 7.89%. This indicates that ACS.MC's price experiences larger fluctuations and is considered to be riskier than STR.VI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACS.MCSTR.VIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.63%

7.89%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

22.47%

27.55%

-5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

28.74%

39.84%

-11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

31.31%

-8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.23%

29.67%

+0.56%

Financials

ACS.MC vs. STR.VI - Financials Comparison

This section allows you to compare key financial metrics between ACS Actividades de Construccion y Servicios SA and Strabag SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items