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

Correlation

The correlation between AYI and VOO is 0.60, 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.


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.

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Key characteristics

Sharpe Ratio

AYI:

0.11

VOO:

0.72

Sortino Ratio

AYI:

0.43

VOO:

1.20

Omega Ratio

AYI:

1.05

VOO:

1.18

Calmar Ratio

AYI:

0.13

VOO:

0.81

Martin Ratio

AYI:

0.33

VOO:

3.09

Ulcer Index

AYI:

12.84%

VOO:

4.88%

Daily Std Dev

AYI:

33.63%

VOO:

19.37%

Max Drawdown

AYI:

-74.22%

VOO:

-33.99%

Current Drawdown

AYI:

-18.86%

VOO:

-2.75%

Returns By Period

In the year-to-date period, AYI achieves a -6.38% return, which is significantly lower than VOO's 1.73% return. Over the past 10 years, AYI has underperformed VOO with an annualized return of 4.52%, while VOO has yielded a comparatively higher 12.85% annualized return.


AYI

YTD

-6.38%

1M

19.60%

6M

-16.08%

1Y

3.77%

5Y*

29.18%

10Y*

4.52%

VOO

YTD

1.73%

1M

13.04%

6M

2.12%

1Y

13.91%

5Y*

17.57%

10Y*

12.85%

*Annualized

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Risk-Adjusted Performance

AYI vs. VOO — Risk-Adjusted Performance Rank

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

AYI
The Risk-Adjusted Performance Rank of AYI is 5353
Overall Rank
The Sharpe Ratio Rank of AYI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of AYI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of AYI is 4747
Omega Ratio Rank
The Calmar Ratio Rank of AYI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of AYI is 5656
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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.

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.


The current AYI Sharpe Ratio is 0.11, which is lower than the VOO Sharpe Ratio of 0.72. 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.


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Dividends

AYI vs. VOO - Dividend Comparison

AYI's dividend yield for the trailing twelve months is around 0.23%, less than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
AYI
Acuity Brands, Inc.
0.23%0.21%0.25%0.31%0.25%0.43%0.38%0.45%0.30%0.23%0.22%0.37%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Volatility

AYI vs. VOO - Volatility Comparison

Acuity Brands, Inc. (AYI) has a higher volatility of 8.06% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. 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.


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