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CDW vs. ACN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CDW vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CDW Corporation (CDW) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-21.76%
16.64%
CDW
ACN

Returns By Period

In the year-to-date period, CDW achieves a -21.24% return, which is significantly lower than ACN's 2.38% return. Over the past 10 years, CDW has outperformed ACN with an annualized return of 19.72%, while ACN has yielded a comparatively lower 17.51% annualized return.


CDW

YTD

-21.24%

1M

-18.63%

6M

-20.15%

1Y

-16.61%

5Y (annualized)

6.44%

10Y (annualized)

19.72%

ACN

YTD

2.38%

1M

-6.18%

6M

17.45%

1Y

9.59%

5Y (annualized)

13.97%

10Y (annualized)

17.51%

Fundamentals


CDWACN
Market Cap$25.57B$225.33B
EPS$8.19$11.43
PE Ratio23.4331.55
PEG Ratio1.532.22
Total Revenue (TTM)$20.83B$64.90B
Gross Profit (TTM)$4.64B$21.17B
EBITDA (TTM)$1.89B$11.24B

Key characteristics


CDWACN
Sharpe Ratio-0.670.44
Sortino Ratio-0.730.75
Omega Ratio0.891.10
Calmar Ratio-0.590.35
Martin Ratio-1.580.78
Ulcer Index11.39%13.22%
Daily Std Dev26.77%23.39%
Max Drawdown-44.83%-59.20%
Current Drawdown-30.75%-10.95%

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Correlation

-0.50.00.51.00.5

The correlation between CDW and ACN is 0.51, 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.

Risk-Adjusted Performance

CDW vs. ACN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CDW Corporation (CDW) and Accenture plc (ACN). 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 CDW, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.00-0.670.44
The chart of Sortino ratio for CDW, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.00-0.730.75
The chart of Omega ratio for CDW, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.10
The chart of Calmar ratio for CDW, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.590.35
The chart of Martin ratio for CDW, currently valued at -1.58, compared to the broader market0.0010.0020.0030.00-1.580.78
CDW
ACN

The current CDW Sharpe Ratio is -0.67, which is lower than the ACN Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CDW and ACN, 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.67
0.44
CDW
ACN

Dividends

CDW vs. ACN - Dividend Comparison

CDW's dividend yield for the trailing twelve months is around 1.40%, less than ACN's 1.51% yield.


TTM20232022202120202019201820172016201520142013
CDW
CDW Corporation
1.40%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.56%0.18%
ACN
Accenture plc
1.51%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%

Drawdowns

CDW vs. ACN - Drawdown Comparison

The maximum CDW drawdown since its inception was -44.83%, smaller than the maximum ACN drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for CDW and ACN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-30.75%
-10.95%
CDW
ACN

Volatility

CDW vs. ACN - Volatility Comparison

CDW Corporation (CDW) has a higher volatility of 14.55% compared to Accenture plc (ACN) at 7.81%. This indicates that CDW's price experiences larger fluctuations and is considered to be riskier than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
14.55%
7.81%
CDW
ACN

Financials

CDW vs. ACN - Financials Comparison

This section allows you to compare key financial metrics between CDW Corporation and Accenture plc. 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