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

Correlation

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.


-0.50.00.51.00.5

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-24.82%
22.59%
CDW
ACN

Key characteristics

Sharpe Ratio

CDW:

-0.80

ACN:

0.43

Sortino Ratio

CDW:

-0.91

ACN:

0.77

Omega Ratio

CDW:

0.87

ACN:

1.10

Calmar Ratio

CDW:

-0.66

ACN:

0.36

Martin Ratio

CDW:

-1.48

ACN:

0.80

Ulcer Index

CDW:

14.65%

ACN:

13.35%

Daily Std Dev

CDW:

27.27%

ACN:

24.80%

Max Drawdown

CDW:

-44.83%

ACN:

-59.20%

Current Drawdown

CDW:

-32.21%

ACN:

-6.27%

Fundamentals

Market Cap

CDW:

$23.54B

ACN:

$223.26B

EPS

CDW:

$8.18

ACN:

$11.43

PE Ratio

CDW:

21.60

ACN:

31.26

PEG Ratio

CDW:

1.53

ACN:

2.24

Total Revenue (TTM)

CDW:

$20.83B

ACN:

$48.67B

Gross Profit (TTM)

CDW:

$4.64B

ACN:

$15.72B

EBITDA (TTM)

CDW:

$1.93B

ACN:

$8.40B

Returns By Period

In the year-to-date period, CDW achieves a -22.90% return, which is significantly lower than ACN's 7.76% return. Over the past 10 years, CDW has outperformed ACN with an annualized return of 18.66%, while ACN has yielded a comparatively lower 17.06% annualized return.


CDW

YTD

-22.90%

1M

-0.09%

6M

-24.82%

1Y

-21.20%

5Y*

5.00%

10Y*

18.66%

ACN

YTD

7.76%

1M

5.14%

6M

22.59%

1Y

11.38%

5Y*

13.70%

10Y*

17.06%

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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 -0.80, compared to the broader market-4.00-2.000.002.00-0.800.43
The chart of Sortino ratio for CDW, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.00-0.910.77
The chart of Omega ratio for CDW, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.10
The chart of Calmar ratio for CDW, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.660.36
The chart of Martin ratio for CDW, currently valued at -1.48, compared to the broader market0.0010.0020.00-1.480.80
CDW
ACN

The current CDW Sharpe Ratio is -0.80, which is lower than the ACN Sharpe Ratio of 0.43. 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.80
0.43
CDW
ACN

Dividends

CDW vs. ACN - Dividend Comparison

CDW's dividend yield for the trailing twelve months is around 1.43%, which matches ACN's 1.44% yield.


TTM20232022202120202019201820172016201520142013
CDW
CDW Corporation
1.43%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
1.44%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%JulyAugustSeptemberOctoberNovemberDecember
-32.21%
-6.27%
CDW
ACN

Volatility

CDW vs. ACN - Volatility Comparison

The current volatility for CDW Corporation (CDW) is 6.24%, while Accenture plc (ACN) has a volatility of 8.69%. This indicates that CDW experiences smaller price fluctuations and is considered to be less risky 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.24%
8.69%
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
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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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