PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DG.PA vs. ACS.MC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DG.PA and ACS.MC is 0.46, 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

DG.PA vs. ACS.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VINCI SA (DG.PA) and ACS Actividades de Construccion y Servicios SA (ACS.MC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-0.58%
22.69%
DG.PA
ACS.MC

Key characteristics

Sharpe Ratio

DG.PA:

-0.30

ACS.MC:

2.32

Sortino Ratio

DG.PA:

-0.28

ACS.MC:

3.17

Omega Ratio

DG.PA:

0.96

ACS.MC:

1.43

Calmar Ratio

DG.PA:

-0.36

ACS.MC:

4.16

Martin Ratio

DG.PA:

-0.62

ACS.MC:

13.11

Ulcer Index

DG.PA:

9.36%

ACS.MC:

3.31%

Daily Std Dev

DG.PA:

19.06%

ACS.MC:

18.60%

Max Drawdown

DG.PA:

-67.98%

ACS.MC:

-80.52%

Current Drawdown

DG.PA:

-8.50%

ACS.MC:

-5.20%

Fundamentals

Market Cap

DG.PA:

€59.59B

ACS.MC:

€12.21B

EPS

DG.PA:

€7.99

ACS.MC:

€3.82

PE Ratio

DG.PA:

13.22

ACS.MC:

12.84

Total Revenue (TTM)

DG.PA:

€34.41B

ACS.MC:

€18.75B

Gross Profit (TTM)

DG.PA:

€4.56B

ACS.MC:

€5.73B

EBITDA (TTM)

DG.PA:

€5.55B

ACS.MC:

€182.94M

Returns By Period

In the year-to-date period, DG.PA achieves a 5.93% return, which is significantly higher than ACS.MC's 2.24% return. Over the past 10 years, DG.PA has outperformed ACS.MC with an annualized return of 11.24%, while ACS.MC has yielded a comparatively lower 10.51% annualized return.


DG.PA

YTD

5.93%

1M

6.80%

6M

6.05%

1Y

-6.99%

5Y*

3.89%

10Y*

11.24%

ACS.MC

YTD

2.24%

1M

2.16%

6M

30.88%

1Y

41.32%

5Y*

18.28%

10Y*

10.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DG.PA vs. ACS.MC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DG.PA
The Risk-Adjusted Performance Rank of DG.PA is 2828
Overall Rank
The Sharpe Ratio Rank of DG.PA is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DG.PA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DG.PA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DG.PA is 2525
Calmar Ratio Rank
The Martin Ratio Rank of DG.PA is 3434
Martin Ratio Rank

ACS.MC
The Risk-Adjusted Performance Rank of ACS.MC is 9494
Overall Rank
The Sharpe Ratio Rank of ACS.MC is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ACS.MC is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ACS.MC is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ACS.MC is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ACS.MC is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DG.PA vs. ACS.MC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VINCI SA (DG.PA) and ACS Actividades de Construccion y Servicios SA (ACS.MC). 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 DG.PA, currently valued at -0.49, compared to the broader market-2.000.002.004.00-0.491.80
The chart of Sortino ratio for DG.PA, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.522.53
The chart of Omega ratio for DG.PA, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.33
The chart of Calmar ratio for DG.PA, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.532.88
The chart of Martin ratio for DG.PA, currently valued at -0.96, compared to the broader market-10.000.0010.0020.0030.00-0.969.08
DG.PA
ACS.MC

The current DG.PA Sharpe Ratio is -0.30, which is lower than the ACS.MC Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DG.PA and ACS.MC, 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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.49
1.80
DG.PA
ACS.MC

Dividends

DG.PA vs. ACS.MC - Dividend Comparison

DG.PA's dividend yield for the trailing twelve months is around 4.26%, more than ACS.MC's 4.09% yield.


TTM20242023202220212020201920182017201620152014
DG.PA
VINCI SA
4.26%4.51%3.56%3.48%2.90%3.07%2.74%3.49%2.54%2.94%3.03%3.89%
ACS.MC
ACS Actividades de Construccion y Servicios SA
4.09%4.15%4.89%7.48%7.31%7.33%5.33%4.09%3.67%3.83%4.27%3.98%

Drawdowns

DG.PA vs. ACS.MC - Drawdown Comparison

The maximum DG.PA drawdown since its inception was -67.98%, smaller than the maximum ACS.MC drawdown of -80.52%. Use the drawdown chart below to compare losses from any high point for DG.PA and ACS.MC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.99%
-6.67%
DG.PA
ACS.MC

Volatility

DG.PA vs. ACS.MC - Volatility Comparison

The current volatility for VINCI SA (DG.PA) is 5.32%, while ACS Actividades de Construccion y Servicios SA (ACS.MC) has a volatility of 8.92%. This indicates that DG.PA experiences smaller price fluctuations and is considered to be less risky than ACS.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
5.32%
8.92%
DG.PA
ACS.MC

Financials

DG.PA vs. ACS.MC - Financials Comparison

This section allows you to compare key financial metrics between VINCI SA and ACS Actividades de Construccion y Servicios SA. 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 EUR except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab