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ACU vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACU and VOO is 0.11, 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.


-0.50.00.51.00.1

Performance

ACU vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acme United Corporation (ACU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%OctoberNovemberDecember2025FebruaryMarch
416.51%
566.98%
ACU
VOO

Key characteristics

Sharpe Ratio

ACU:

-0.09

VOO:

1.01

Sortino Ratio

ACU:

0.16

VOO:

1.41

Omega Ratio

ACU:

1.02

VOO:

1.19

Calmar Ratio

ACU:

-0.11

VOO:

1.58

Martin Ratio

ACU:

-0.22

VOO:

6.08

Ulcer Index

ACU:

15.78%

VOO:

2.19%

Daily Std Dev

ACU:

39.84%

VOO:

13.13%

Max Drawdown

ACU:

-90.64%

VOO:

-33.99%

Current Drawdown

ACU:

-23.25%

VOO:

-6.56%

Returns By Period

In the year-to-date period, ACU achieves a 1.75% return, which is significantly higher than VOO's -2.25% return. Over the past 10 years, ACU has underperformed VOO with an annualized return of 9.36%, while VOO has yielded a comparatively higher 12.69% annualized return.


ACU

YTD

1.75%

1M

0.88%

6M

-12.22%

1Y

0.11%

5Y*

12.16%

10Y*

9.36%

VOO

YTD

-2.25%

1M

-4.82%

6M

4.94%

1Y

13.87%

5Y*

15.87%

10Y*

12.69%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ACU vs. VOO — Risk-Adjusted Performance Rank

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

ACU
The Risk-Adjusted Performance Rank of ACU is 4242
Overall Rank
The Sharpe Ratio Rank of ACU is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ACU is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ACU is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ACU is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ACU is 4545
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7070
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.

ACU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acme United Corporation (ACU) and Vanguard S&P 500 ETF (VOO). 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 ACU, currently valued at -0.07, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.070.86
The chart of Sortino ratio for ACU, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.181.20
The chart of Omega ratio for ACU, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.16
The chart of Calmar ratio for ACU, currently valued at -0.09, compared to the broader market0.001.002.003.004.005.00-0.091.34
The chart of Martin ratio for ACU, currently valued at -0.18, compared to the broader market0.005.0010.0015.0020.00-0.185.01
ACU
VOO

The current ACU Sharpe Ratio is -0.09, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ACU and VOO, 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-1.000.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
-0.07
0.86
ACU
VOO

Dividends

ACU vs. VOO - Dividend Comparison

ACU's dividend yield for the trailing twelve months is around 1.59%, more than VOO's 1.27% yield.


TTM20242023202220212020201920182017201620152014
ACU
Acme United Corporation
1.64%1.61%1.31%2.47%1.54%1.59%2.02%3.09%1.79%1.56%2.07%1.65%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ACU vs. VOO - Drawdown Comparison

The maximum ACU drawdown since its inception was -90.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACU and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-25.56%
-8.54%
ACU
VOO

Volatility

ACU vs. VOO - Volatility Comparison

Acme United Corporation (ACU) has a higher volatility of 8.15% compared to Vanguard S&P 500 ETF (VOO) at 5.13%. This indicates that ACU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2025FebruaryMarch
8.15%
5.13%
ACU
VOO
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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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