PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ARC vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARC and VUAA.DE is 0.17, 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.


-0.50.00.51.00.2

Performance

ARC vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARC Document Solutions, Inc. (ARC) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%OctoberNovemberDecember2025FebruaryMarch
242.56%
78.99%
ARC
VUAA.DE

Key characteristics

Returns By Period


ARC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VUAA.DE

YTD

-9.74%

1M

-12.84%

6M

1.77%

1Y

9.18%

5Y*

18.84%

10Y*

N/A

*Annualized

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

ARC vs. VUAA.DE — Risk-Adjusted Performance Rank

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

ARC
The Risk-Adjusted Performance Rank of ARC is 7272
Overall Rank
The Sharpe Ratio Rank of ARC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ARC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ARC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ARC is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ARC is 7070
Martin Ratio Rank

VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 5656
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 6161
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.

ARC vs. VUAA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARC Document Solutions, Inc. (ARC) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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 ARC, currently valued at 1.87, compared to the broader market-3.00-2.00-1.000.001.002.003.001.870.68
The chart of Sortino ratio for ARC, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.003.681.00
The chart of Omega ratio for ARC, currently valued at 1.62, compared to the broader market0.501.001.502.001.621.13
The chart of Calmar ratio for ARC, currently valued at 1.31, compared to the broader market0.001.002.003.004.005.001.310.87
The chart of Martin ratio for ARC, currently valued at 18.08, compared to the broader market-10.000.0010.0020.0018.083.47
ARC
VUAA.DE


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
1.87
0.68
ARC
VUAA.DE

Dividends

ARC vs. VUAA.DE - Dividend Comparison

Neither ARC nor VUAA.DE has paid dividends to shareholders.


TTM20242023202220212020
ARC
ARC Document Solutions, Inc.
4.42%5.90%6.10%6.83%2.00%1.35%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARC vs. VUAA.DE - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-2.55%
-9.66%
ARC
VUAA.DE

Volatility

ARC vs. VUAA.DE - Volatility Comparison

The current volatility for ARC Document Solutions, Inc. (ARC) is 0.00%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 4.35%. This indicates that ARC experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%OctoberNovemberDecember2025FebruaryMarch0
4.35%
ARC
VUAA.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab