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AIZ vs. ACN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AIZ vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assurant, Inc. (AIZ) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
31.31%
17.25%
AIZ
ACN

Returns By Period

In the year-to-date period, AIZ achieves a 32.67% return, which is significantly higher than ACN's 3.39% return. Over the past 10 years, AIZ has underperformed ACN with an annualized return of 14.73%, while ACN has yielded a comparatively higher 17.52% annualized return.


AIZ

YTD

32.67%

1M

13.62%

6M

31.31%

1Y

36.25%

5Y (annualized)

12.90%

10Y (annualized)

14.73%

ACN

YTD

3.39%

1M

-5.04%

6M

17.25%

1Y

9.86%

5Y (annualized)

14.39%

10Y (annualized)

17.52%

Fundamentals


AIZACN
Market Cap$11.33B$223.12B
EPS$14.00$11.43
PE Ratio15.7831.24
PEG Ratio1.462.21
Total Revenue (TTM)$11.76B$64.90B
Gross Profit (TTM)$11.76B$21.17B
EBITDA (TTM)$1.03B$11.55B

Key characteristics


AIZACN
Sharpe Ratio1.970.41
Sortino Ratio2.780.71
Omega Ratio1.361.10
Calmar Ratio2.760.33
Martin Ratio6.980.73
Ulcer Index5.53%13.24%
Daily Std Dev19.56%23.38%
Max Drawdown-81.62%-59.20%
Current Drawdown-0.34%-10.07%

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Correlation

-0.50.00.51.00.4

The correlation between AIZ and ACN is 0.36, 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.

Risk-Adjusted Performance

AIZ vs. ACN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Assurant, Inc. (AIZ) and Accenture plc (ACN). 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 AIZ, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.970.41
The chart of Sortino ratio for AIZ, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.780.71
The chart of Omega ratio for AIZ, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.10
The chart of Calmar ratio for AIZ, currently valued at 2.76, compared to the broader market0.002.004.006.002.760.33
The chart of Martin ratio for AIZ, currently valued at 6.98, compared to the broader market-10.000.0010.0020.0030.006.980.73
AIZ
ACN

The current AIZ Sharpe Ratio is 1.97, which is higher than the ACN Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of AIZ and ACN, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.97
0.41
AIZ
ACN

Dividends

AIZ vs. ACN - Dividend Comparison

AIZ's dividend yield for the trailing twelve months is around 1.30%, less than ACN's 1.50% yield.


TTM20232022202120202019201820172016201520142013
AIZ
Assurant, Inc.
1.30%1.67%2.19%1.71%1.87%1.85%2.55%2.13%2.19%1.70%1.55%1.45%
ACN
Accenture plc
1.50%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%

Drawdowns

AIZ vs. ACN - Drawdown Comparison

The maximum AIZ drawdown since its inception was -81.62%, which is greater than ACN's maximum drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for AIZ and ACN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.34%
-10.07%
AIZ
ACN

Volatility

AIZ vs. ACN - Volatility Comparison

Assurant, Inc. (AIZ) and Accenture plc (ACN) have volatilities of 7.68% and 7.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.68%
7.82%
AIZ
ACN

Financials

AIZ vs. ACN - Financials Comparison

This section allows you to compare key financial metrics between Assurant, Inc. and Accenture plc. 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