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ACSAY vs. DG.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACSAY and DG.PA is 0.58, 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.


-0.50.00.51.00.6

Performance

ACSAY vs. DG.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACS Actividades De Construccion Y Servicios SA ADR (ACSAY) and VINCI SA (DG.PA). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
210.93%
98.04%
ACSAY
DG.PA

Key characteristics

Sharpe Ratio

ACSAY:

1.43

DG.PA:

-0.46

Sortino Ratio

ACSAY:

1.92

DG.PA:

-0.50

Omega Ratio

ACSAY:

1.29

DG.PA:

0.93

Calmar Ratio

ACSAY:

2.91

DG.PA:

-0.55

Martin Ratio

ACSAY:

6.85

DG.PA:

-1.10

Ulcer Index

ACSAY:

4.92%

DG.PA:

7.96%

Daily Std Dev

ACSAY:

23.52%

DG.PA:

18.95%

Max Drawdown

ACSAY:

-71.96%

DG.PA:

-67.98%

Current Drawdown

ACSAY:

-0.15%

DG.PA:

-12.44%

Fundamentals

Market Cap

ACSAY:

$12.43B

DG.PA:

€56.98B

EPS

ACSAY:

$0.81

DG.PA:

€7.99

PE Ratio

ACSAY:

12.42

DG.PA:

12.63

PEG Ratio

ACSAY:

0.00

DG.PA:

3.28

Total Revenue (TTM)

ACSAY:

$28.09B

DG.PA:

€71.40B

Gross Profit (TTM)

ACSAY:

-$9.38B

DG.PA:

€12.18B

EBITDA (TTM)

ACSAY:

$68.02M

DG.PA:

€11.49B

Returns By Period

In the year-to-date period, ACSAY achieves a 20.56% return, which is significantly higher than DG.PA's -7.39% return.


ACSAY

YTD

20.56%

1M

9.58%

6M

17.09%

1Y

32.63%

5Y (annualized)

13.25%

10Y (annualized)

N/A

DG.PA

YTD

-7.39%

1M

0.85%

6M

-7.81%

1Y

-9.10%

5Y (annualized)

3.98%

10Y (annualized)

11.97%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ACSAY vs. DG.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACS Actividades De Construccion Y Servicios SA ADR (ACSAY) and VINCI SA (DG.PA). 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.


Sharpe ratio
The chart of Sharpe ratio for ACSAY, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.01-0.55
The chart of Sortino ratio for ACSAY, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.42-0.62
The chart of Omega ratio for ACSAY, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.92
The chart of Calmar ratio for ACSAY, currently valued at 2.00, compared to the broader market0.002.004.006.002.00-0.61
The chart of Martin ratio for ACSAY, currently valued at 4.63, compared to the broader market0.0010.0020.0030.004.63-1.35
ACSAY
DG.PA

The current ACSAY Sharpe Ratio is 1.43, which is higher than the DG.PA Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of ACSAY and DG.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.01
-0.55
ACSAY
DG.PA

Dividends

ACSAY vs. DG.PA - Dividend Comparison

ACSAY's dividend yield for the trailing twelve months is around 0.98%, less than DG.PA's 4.45% yield.


TTM20232022202120202019201820172016201520142013
ACSAY
ACS Actividades De Construccion Y Servicios SA ADR
0.98%0.00%0.18%0.00%0.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DG.PA
VINCI SA
4.45%3.56%3.48%2.90%3.07%2.74%3.49%2.54%2.94%3.03%3.89%3.71%

Drawdowns

ACSAY vs. DG.PA - Drawdown Comparison

The maximum ACSAY drawdown since its inception was -71.96%, which is greater than DG.PA's maximum drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for ACSAY and DG.PA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.15%
-15.11%
ACSAY
DG.PA

Volatility

ACSAY vs. DG.PA - Volatility Comparison

ACS Actividades De Construccion Y Servicios SA ADR (ACSAY) has a higher volatility of 9.09% compared to VINCI SA (DG.PA) at 6.61%. This indicates that ACSAY's price experiences larger fluctuations and is considered to be riskier than DG.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.09%
6.61%
ACSAY
DG.PA

Financials

ACSAY vs. DG.PA - Financials Comparison

This section allows you to compare key financial metrics between ACS Actividades De Construccion Y Servicios SA ADR and VINCI SA. 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


Please note, different currencies. ACSAY values in USD, DG.PA values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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