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PUB.PA vs. ACN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PUB.PAACN
YTD Return27.67%3.46%
1Y Return52.42%13.56%
3Y Return (Ann)24.71%0.24%
5Y Return (Ann)25.80%14.65%
10Y Return (Ann)9.79%17.47%
Sharpe Ratio2.690.67
Sortino Ratio3.601.03
Omega Ratio1.451.15
Calmar Ratio3.340.52
Martin Ratio10.181.18
Ulcer Index4.92%13.20%
Daily Std Dev18.71%23.17%
Max Drawdown-79.39%-59.20%
Current Drawdown-0.79%-10.01%

Fundamentals


PUB.PAACN
Market Cap€26.05B$223.26B
EPS€5.76$11.45
PE Ratio18.0231.21
PEG Ratio1.342.22
Total Revenue (TTM)€15.35B$64.90B
Gross Profit (TTM)€4.40B$21.17B
EBITDA (TTM)€2.86B$11.24B

Correlation

-0.50.00.51.00.3

The correlation between PUB.PA and ACN is 0.26, 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.

Performance

PUB.PA vs. ACN - Performance Comparison

In the year-to-date period, PUB.PA achieves a 27.67% return, which is significantly higher than ACN's 3.46% return. Over the past 10 years, PUB.PA has underperformed ACN with an annualized return of 9.79%, while ACN has yielded a comparatively higher 17.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-0.31%
17.39%
PUB.PA
ACN

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Risk-Adjusted Performance

PUB.PA vs. ACN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Publicis Groupe S.A. (PUB.PA) 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.


PUB.PA
Sharpe ratio
The chart of Sharpe ratio for PUB.PA, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.05
Sortino ratio
The chart of Sortino ratio for PUB.PA, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.006.002.83
Omega ratio
The chart of Omega ratio for PUB.PA, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for PUB.PA, currently valued at 2.89, compared to the broader market0.002.004.006.002.89
Martin ratio
The chart of Martin ratio for PUB.PA, currently valued at 9.10, compared to the broader market0.0010.0020.0030.009.10
ACN
Sharpe ratio
The chart of Sharpe ratio for ACN, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.42
Sortino ratio
The chart of Sortino ratio for ACN, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.006.000.72
Omega ratio
The chart of Omega ratio for ACN, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for ACN, currently valued at 0.33, compared to the broader market0.002.004.006.000.33
Martin ratio
The chart of Martin ratio for ACN, currently valued at 0.72, compared to the broader market0.0010.0020.0030.000.72

PUB.PA vs. ACN - Sharpe Ratio Comparison

The current PUB.PA Sharpe Ratio is 2.69, which is higher than the ACN Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PUB.PA 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.05
0.42
PUB.PA
ACN

Dividends

PUB.PA vs. ACN - Dividend Comparison

PUB.PA's dividend yield for the trailing twelve months is around 3.07%, more than ACN's 1.50% yield.


TTM20232022202120202019201820172016201520142013
PUB.PA
Publicis Groupe S.A.
3.07%3.45%4.04%3.38%2.82%5.25%3.99%3.27%2.44%1.96%1.84%1.35%
ACN
Accenture plc
1.50%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%

Drawdowns

PUB.PA vs. ACN - Drawdown Comparison

The maximum PUB.PA drawdown since its inception was -79.39%, which is greater than ACN's maximum drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for PUB.PA and ACN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.07%
-10.01%
PUB.PA
ACN

Volatility

PUB.PA vs. ACN - Volatility Comparison

Publicis Groupe S.A. (PUB.PA) and Accenture plc (ACN) have volatilities of 6.60% and 6.89%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.60%
6.89%
PUB.PA
ACN

Financials

PUB.PA vs. ACN - Financials Comparison

This section allows you to compare key financial metrics between Publicis Groupe S.A. 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



Please note, different currencies. PUB.PA values in EUR, ACN values in USD