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

Correlation

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.


-0.50.00.51.00.4

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.

1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,140.82%
2,182.59%
AIZ
ACN

Key characteristics

Sharpe Ratio

AIZ:

1.64

ACN:

0.39

Sortino Ratio

AIZ:

2.38

ACN:

0.71

Omega Ratio

AIZ:

1.30

ACN:

1.10

Calmar Ratio

AIZ:

2.25

ACN:

0.33

Martin Ratio

AIZ:

5.62

ACN:

0.72

Ulcer Index

AIZ:

5.59%

ACN:

13.35%

Daily Std Dev

AIZ:

19.14%

ACN:

24.85%

Max Drawdown

AIZ:

-81.62%

ACN:

-59.20%

Current Drawdown

AIZ:

-6.84%

ACN:

-7.72%

Fundamentals

Market Cap

AIZ:

$10.93B

ACN:

$223.26B

EPS

AIZ:

$14.00

ACN:

$11.43

PE Ratio

AIZ:

15.22

ACN:

31.26

PEG Ratio

AIZ:

1.46

ACN:

2.24

Total Revenue (TTM)

AIZ:

$11.76B

ACN:

$48.67B

Gross Profit (TTM)

AIZ:

$11.76B

ACN:

$15.72B

EBITDA (TTM)

AIZ:

$1.03B

ACN:

$8.40B

Returns By Period

In the year-to-date period, AIZ achieves a 27.97% return, which is significantly higher than ACN's 6.08% return. Over the past 10 years, AIZ has underperformed ACN with an annualized return of 14.18%, while ACN has yielded a comparatively higher 16.84% annualized return.


AIZ

YTD

27.97%

1M

-3.54%

6M

26.71%

1Y

30.54%

5Y*

12.16%

10Y*

14.18%

ACN

YTD

6.08%

1M

2.60%

6M

19.58%

1Y

6.74%

5Y*

13.33%

10Y*

16.84%

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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 1.64, compared to the broader market-4.00-2.000.002.001.640.39
The chart of Sortino ratio for AIZ, currently valued at 2.38, compared to the broader market-4.00-2.000.002.004.002.380.71
The chart of Omega ratio for AIZ, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.10
The chart of Calmar ratio for AIZ, currently valued at 2.25, compared to the broader market0.002.004.006.002.250.33
The chart of Martin ratio for AIZ, currently valued at 5.62, compared to the broader market-5.000.005.0010.0015.0020.0025.005.620.72
AIZ
ACN

The current AIZ Sharpe Ratio is 1.64, which is higher than the ACN Sharpe Ratio of 0.39. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.64
0.39
AIZ
ACN

Dividends

AIZ vs. ACN - Dividend Comparison

AIZ's dividend yield for the trailing twelve months is around 1.39%, less than ACN's 1.46% yield.


TTM20232022202120202019201820172016201520142013
AIZ
Assurant, Inc.
1.39%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
1.46%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.84%
-7.72%
AIZ
ACN

Volatility

AIZ vs. ACN - Volatility Comparison

The current volatility for Assurant, Inc. (AIZ) is 5.40%, while Accenture plc (ACN) has a volatility of 8.84%. This indicates that AIZ experiences smaller price fluctuations and is considered to be less risky than ACN based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
5.40%
8.84%
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
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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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