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ACSAY vs. VCISY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACSAY and VCISY is 0.51, 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.


-0.50.00.51.00.5

Performance

ACSAY vs. VCISY - 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 ADR (VCISY). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
210.93%
100.69%
ACSAY
VCISY

Key characteristics

Sharpe Ratio

ACSAY:

1.43

VCISY:

-0.51

Sortino Ratio

ACSAY:

1.92

VCISY:

-0.57

Omega Ratio

ACSAY:

1.29

VCISY:

0.93

Calmar Ratio

ACSAY:

2.91

VCISY:

-0.57

Martin Ratio

ACSAY:

6.85

VCISY:

-1.31

Ulcer Index

ACSAY:

4.92%

VCISY:

8.27%

Daily Std Dev

ACSAY:

23.52%

VCISY:

21.09%

Max Drawdown

ACSAY:

-71.96%

VCISY:

-65.17%

Current Drawdown

ACSAY:

-0.15%

VCISY:

-15.15%

Fundamentals

Market Cap

ACSAY:

$12.43B

VCISY:

$59.98B

EPS

ACSAY:

$0.81

VCISY:

$2.10

PE Ratio

ACSAY:

12.42

VCISY:

12.64

PEG Ratio

ACSAY:

0.00

VCISY:

3.36

Total Revenue (TTM)

ACSAY:

$28.09B

VCISY:

$71.29B

Gross Profit (TTM)

ACSAY:

-$9.38B

VCISY:

$10.50B

EBITDA (TTM)

ACSAY:

$68.02M

VCISY:

$12.20B

Returns By Period

In the year-to-date period, ACSAY achieves a 20.56% return, which is significantly higher than VCISY's -12.13% return.


ACSAY

YTD

20.56%

1M

9.58%

6M

17.09%

1Y

32.63%

5Y (annualized)

13.25%

10Y (annualized)

N/A

VCISY

YTD

-12.13%

1M

-0.78%

6M

-10.03%

1Y

-11.43%

5Y (annualized)

3.40%

10Y (annualized)

10.70%

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Risk-Adjusted Performance

ACSAY vs. VCISY - 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 ADR (VCISY). 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 1.43, compared to the broader market-4.00-2.000.002.004.001.43-0.51
The chart of Sortino ratio for ACSAY, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.92-0.57
The chart of Omega ratio for ACSAY, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.93
The chart of Calmar ratio for ACSAY, currently valued at 2.91, compared to the broader market0.002.004.006.002.91-0.57
The chart of Martin ratio for ACSAY, currently valued at 6.85, compared to the broader market0.0010.0020.0030.006.85-1.31
ACSAY
VCISY

The current ACSAY Sharpe Ratio is 1.43, which is higher than the VCISY Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ACSAY and VCISY, 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
1.43
-0.51
ACSAY
VCISY

Dividends

ACSAY vs. VCISY - Dividend Comparison

ACSAY's dividend yield for the trailing twelve months is around 0.98%, less than VCISY's 4.57% 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%
VCISY
Vinci SA ADR
4.57%3.44%3.47%3.00%3.85%2.78%3.68%2.34%3.12%3.12%5.42%3.52%

Drawdowns

ACSAY vs. VCISY - Drawdown Comparison

The maximum ACSAY drawdown since its inception was -71.96%, which is greater than VCISY's maximum drawdown of -65.17%. Use the drawdown chart below to compare losses from any high point for ACSAY and VCISY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.15%
-15.15%
ACSAY
VCISY

Volatility

ACSAY vs. VCISY - Volatility Comparison

ACS Actividades De Construccion Y Servicios SA ADR (ACSAY) has a higher volatility of 9.11% compared to Vinci SA ADR (VCISY) at 6.40%. This indicates that ACSAY's price experiences larger fluctuations and is considered to be riskier than VCISY 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
9.11%
6.40%
ACSAY
VCISY

Financials

ACSAY vs. VCISY - Financials Comparison

This section allows you to compare key financial metrics between ACS Actividades De Construccion Y Servicios SA ADR and Vinci SA ADR. 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 USD except per share items
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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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