CACC vs. WRLD
CACC (Credit Acceptance Corporation) and WRLD (World Acceptance Corporation) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 10 years, CACC returned 12.84%/yr vs 14.64%/yr for WRLD. At a 0.29 correlation, their price movements are largely independent.
Performance
CACC vs. WRLD - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CACC having a 41.16% return and WRLD slightly higher at 42.30%. Over the past 10 years, CACC has underperformed WRLD with an annualized return of 12.84%, while WRLD has yielded a comparatively higher 14.64% annualized return.
CACC
- 1D
- -0.18%
- 1M
- 14.20%
- 6M
- 31.42%
- YTD
- 41.16%
- 1Y
- 21.49%
- 3Y*
- 5.58%
- 5Y*
- 6.89%
- 10Y*
- 12.84%
WRLD
- 1D
- -1.79%
- 1M
- 11.95%
- 6M
- 33.77%
- YTD
- 42.30%
- 1Y
- 17.10%
- 3Y*
- 12.94%
- 5Y*
- 3.80%
- 10Y*
- 14.64%
CACC vs. WRLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CACC Credit Acceptance Corporation | 41.16% | -5.54% | -11.88% | 12.30% | -31.01% | 98.67% | -21.75% | 15.87% | 18.02% | 48.72% |
WRLD World Acceptance Corporation | 42.30% | 24.86% | -13.86% | 97.95% | -73.13% | 140.10% | 18.31% | -15.51% | 26.68% | 25.58% |
Correlation
The correlation between CACC and WRLD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 1992 | 0.29 |
The correlation between CACC and WRLD shifts across timeframes, from 0.29 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CACC:
$6.55B
WRLD:
$927.04M
CACC:
$40.57
WRLD:
$7.04
CACC:
15.43
WRLD:
28.39
CACC:
17.77
WRLD:
0.66
CACC:
3.03
WRLD:
1.70
CACC:
4.53
WRLD:
0.90
CACC:
$2.31B
WRLD:
$585.74M
CACC:
$1.28B
WRLD:
$582.56M
CACC:
$543.60M
WRLD:
$96.81M
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Return for Risk
CACC vs. WRLD — Risk / Return Rank
CACC
WRLD
CACC vs. WRLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Acceptance Corporation (CACC) and World Acceptance Corporation (WRLD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CACC | WRLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.10 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.38 | +0.40 |
| Martin ratioReturn relative to average drawdown | 1.69 | 0.75 | +0.94 |
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Drawdowns
CACC vs. WRLD - Drawdown Comparison
The maximum CACC drawdown since its inception was -90.00%, which is greater than WRLD's maximum drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for CACC and WRLD.
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Drawdown Indicators
| CACC | WRLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -77.65% | -12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -22.95% | -37.34% | +14.39% |
Max Drawdown (3Y)Largest decline over 3 years | -32.74% | -39.37% | +6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -45.68% | -77.00% | +31.32% |
Max Drawdown (10Y)Largest decline over 10 years | -56.93% | -77.00% | +20.07% |
Current DrawdownCurrent decline from peak | -10.09% | -22.86% | +12.77% |
Average DrawdownAverage peak-to-trough decline | -30.67% | -33.20% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.70% | 18.99% | -8.29% |
Volatility
CACC vs. WRLD - Volatility Comparison
The current volatility for Credit Acceptance Corporation (CACC) is 9.00%, while World Acceptance Corporation (WRLD) has a volatility of 14.14%. This indicates that CACC experiences smaller price fluctuations and is considered to be less risky than WRLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CACC | WRLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.00% | 14.14% | -5.14% |
Volatility (6M)Calculated over the trailing 6-month period | 29.09% | 37.67% | -8.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.65% | 50.05% | -9.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.49% | 55.32% | -13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.16% | 55.19% | -14.03% |
Dividends
CACC vs. WRLD - Dividend Comparison
Neither CACC nor WRLD has paid dividends to shareholders.
Financials
CACC vs. WRLD - Financials Comparison
This section allows you to compare key financial metrics between Credit Acceptance Corporation and World Acceptance Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CACC and WRLD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRLD has higher volatility (14.14%) compared to CACC (9.00%). In terms of maximum drawdown, CACC dropped -90.00% vs WRLD's -77.65%.
CACC currently has the higher Sharpe Ratio (0.45 vs 0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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