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CACI vs. ACA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CACI and ACA 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

CACI vs. ACA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CACI International Inc (CACI) and Arcosa, Inc. (ACA). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-7.00%
20.84%
CACI
ACA

Key characteristics

Sharpe Ratio

CACI:

1.11

ACA:

0.63

Sortino Ratio

CACI:

1.50

ACA:

1.03

Omega Ratio

CACI:

1.24

ACA:

1.14

Calmar Ratio

CACI:

0.87

ACA:

1.13

Martin Ratio

CACI:

3.32

ACA:

3.58

Ulcer Index

CACI:

7.89%

ACA:

5.63%

Daily Std Dev

CACI:

23.52%

ACA:

32.18%

Max Drawdown

CACI:

-90.90%

ACA:

-36.79%

Current Drawdown

CACI:

-29.27%

ACA:

-10.35%

Fundamentals

Market Cap

CACI:

$9.30B

ACA:

$5.21B

EPS

CACI:

$20.18

ACA:

$2.63

PE Ratio

CACI:

20.57

ACA:

40.60

PEG Ratio

CACI:

3.38

ACA:

6.72

Total Revenue (TTM)

CACI:

$7.87B

ACA:

$2.49B

Gross Profit (TTM)

CACI:

$1.60B

ACA:

$493.30M

EBITDA (TTM)

CACI:

$833.78M

ACA:

$374.10M

Returns By Period

In the year-to-date period, CACI achieves a 25.02% return, which is significantly higher than ACA's 21.32% return.


CACI

YTD

25.02%

1M

-13.63%

6M

-7.00%

1Y

26.15%

5Y*

10.00%

10Y*

16.51%

ACA

YTD

21.32%

1M

-9.55%

6M

20.84%

1Y

20.18%

5Y*

17.73%

10Y*

N/A

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Risk-Adjusted Performance

CACI vs. ACA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CACI International Inc (CACI) and Arcosa, Inc. (ACA). 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 CACI, currently valued at 1.11, compared to the broader market-4.00-2.000.002.001.110.63
The chart of Sortino ratio for CACI, currently valued at 1.50, compared to the broader market-4.00-2.000.002.004.001.501.03
The chart of Omega ratio for CACI, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.14
The chart of Calmar ratio for CACI, currently valued at 0.87, compared to the broader market0.002.004.006.000.871.13
The chart of Martin ratio for CACI, currently valued at 3.32, compared to the broader market0.0010.0020.003.323.58
CACI
ACA

The current CACI Sharpe Ratio is 1.11, which is higher than the ACA Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CACI and ACA, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.11
0.63
CACI
ACA

Dividends

CACI vs. ACA - Dividend Comparison

CACI has not paid dividends to shareholders, while ACA's dividend yield for the trailing twelve months is around 0.20%.


TTM20232022202120202019
CACI
CACI International Inc
0.00%0.00%0.00%0.00%0.00%0.00%
ACA
Arcosa, Inc.
0.20%0.24%0.37%0.38%0.36%0.45%

Drawdowns

CACI vs. ACA - Drawdown Comparison

The maximum CACI drawdown since its inception was -90.90%, which is greater than ACA's maximum drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for CACI and ACA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.27%
-10.35%
CACI
ACA

Volatility

CACI vs. ACA - Volatility Comparison

CACI International Inc (CACI) and Arcosa, Inc. (ACA) have volatilities of 7.91% and 7.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.91%
7.55%
CACI
ACA

Financials

CACI vs. ACA - Financials Comparison

This section allows you to compare key financial metrics between CACI International Inc and Arcosa, Inc.. 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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