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

Correlation

The correlation between AYI and VOO is 0.59, 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.


-0.50.00.51.00.6

Performance

AYI vs. VOO - Performance Comparison

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

450.00%500.00%550.00%600.00%650.00%700.00%750.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
699.48%
602.93%
AYI
VOO

Key characteristics

Sharpe Ratio

AYI:

1.73

VOO:

2.25

Sortino Ratio

AYI:

2.62

VOO:

2.98

Omega Ratio

AYI:

1.33

VOO:

1.42

Calmar Ratio

AYI:

1.91

VOO:

3.31

Martin Ratio

AYI:

8.01

VOO:

14.77

Ulcer Index

AYI:

6.20%

VOO:

1.90%

Daily Std Dev

AYI:

28.64%

VOO:

12.46%

Max Drawdown

AYI:

-74.22%

VOO:

-33.99%

Current Drawdown

AYI:

-9.22%

VOO:

-2.47%

Returns By Period

In the year-to-date period, AYI achieves a 48.12% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, AYI has underperformed VOO with an annualized return of 8.43%, while VOO has yielded a comparatively higher 13.08% annualized return.


AYI

YTD

48.12%

1M

-4.09%

6M

26.94%

1Y

50.61%

5Y*

17.70%

10Y*

8.43%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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

AYI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acuity Brands, Inc. (AYI) 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 AYI, currently valued at 1.73, compared to the broader market-4.00-2.000.002.001.732.25
The chart of Sortino ratio for AYI, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.002.622.98
The chart of Omega ratio for AYI, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.42
The chart of Calmar ratio for AYI, currently valued at 1.91, compared to the broader market0.002.004.006.001.913.31
The chart of Martin ratio for AYI, currently valued at 8.01, compared to the broader market-5.000.005.0010.0015.0020.0025.008.0114.77
AYI
VOO

The current AYI Sharpe Ratio is 1.73, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of AYI 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.73
2.25
AYI
VOO

Dividends

AYI vs. VOO - Dividend Comparison

AYI's dividend yield for the trailing twelve months is around 0.20%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
AYI
Acuity Brands, Inc.
0.20%0.25%0.31%0.25%0.43%0.38%0.45%0.30%0.23%0.22%0.37%0.48%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AYI vs. VOO - Drawdown Comparison

The maximum AYI drawdown since its inception was -74.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AYI and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.22%
-2.47%
AYI
VOO

Volatility

AYI vs. VOO - Volatility Comparison

Acuity Brands, Inc. (AYI) has a higher volatility of 6.50% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that AYI'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%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.50%
3.75%
AYI
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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