CDW vs. ACN

In the year-to-date period, CDW achieves a -8.94% return, which is significantly higher than ACN's -15.83% return. Over the past 10 years, CDW has outperformed ACN with an annualized return of 16.43%, while ACN has yielded a comparatively lower 13.89% annualized return.

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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.

The current CDW Sharpe Ratio is -1.02, which is lower than the ACN Sharpe Ratio of -0.22. 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.

CDW's dividend yield for the trailing twelve months is around 1.58%, less than ACN's 1.95% yield.

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.

CDW Corporation (CDW) has a higher volatility of 17.20% compared to Accenture plc (ACN) at 12.12%. 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.

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.