PortfoliosLab logoPortfoliosLab logo
STR.VI vs. ACS.MC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

STR.VI vs. ACS.MC - Performance Comparison

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

Loading graphics...

STR.VI vs. ACS.MC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STR.VI
Strabag SE
5.68%111.91%22.24%11.39%17.97%53.65%-5.23%26.01%-21.71%6.19%
ACS.MC
ACS Actividades de Construccion y Servicios SA
24.12%81.61%26.94%60.10%23.98%-6.88%-17.39%10.97%7.91%12.69%

Returns By Period

In the year-to-date period, STR.VI achieves a 5.68% return, which is significantly lower than ACS.MC's 24.12% return. Both investments have delivered pretty close results over the past 10 years, with STR.VI having a 21.39% annualized return and ACS.MC not far behind at 21.25%.


STR.VI

1D
2.15%
1M
-10.08%
YTD
5.68%
6M
10.31%
1Y
33.82%
3Y*
44.58%
5Y*
37.62%
10Y*
21.39%

ACS.MC

1D
2.14%
1M
-4.38%
YTD
24.12%
6M
54.87%
1Y
105.06%
3Y*
60.14%
5Y*
38.00%
10Y*
21.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

STR.VI vs. ACS.MC — Risk / Return Rank

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

STR.VI
STR.VI Risk / Return Rank: 6565
Overall Rank
STR.VI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
STR.VI Sortino Ratio Rank: 6464
Sortino Ratio Rank
STR.VI Omega Ratio Rank: 6363
Omega Ratio Rank
STR.VI Calmar Ratio Rank: 6464
Calmar Ratio Rank
STR.VI Martin Ratio Rank: 6464
Martin Ratio Rank

ACS.MC
ACS.MC Risk / Return Rank: 9898
Overall Rank
ACS.MC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ACS.MC Sortino Ratio Rank: 9797
Sortino Ratio Rank
ACS.MC Omega Ratio Rank: 9696
Omega Ratio Rank
ACS.MC Calmar Ratio Rank: 9999
Calmar Ratio Rank
ACS.MC Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STR.VI vs. ACS.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strabag SE (STR.VI) 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.


STR.VIACS.MCDifference

Sharpe ratio

Return per unit of total volatility

0.85

3.70

-2.85

Sortino ratio

Return per unit of downside risk

1.39

4.07

-2.68

Omega ratio

Gain probability vs. loss probability

1.18

1.56

-0.38

Calmar ratio

Return relative to maximum drawdown

1.06

10.73

-9.67

Martin ratio

Return relative to average drawdown

2.60

34.41

-31.81

STR.VI vs. ACS.MC - Sharpe Ratio Comparison

The current STR.VI Sharpe Ratio is 0.85, which is lower than the ACS.MC Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of STR.VI 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.


Loading graphics...

Sharpe Ratios by Period


STR.VIACS.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

3.70

-2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.64

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.69

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.52

-0.27

Correlation

The correlation between STR.VI and ACS.MC is 0.31, 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.


Dividends

STR.VI vs. ACS.MC - Dividend Comparison

STR.VI's dividend yield for the trailing twelve months is around 2.92%, more than ACS.MC's 1.92% yield.


TTM20252024202320222021202020192018201720162015
STR.VI
Strabag SE
2.92%3.09%25.39%4.83%10.23%18.83%3.16%4.19%5.07%2.79%1.98%2.12%
ACS.MC
ACS Actividades de Construccion y Servicios SA
1.92%2.37%4.16%4.89%7.48%7.31%7.33%5.33%4.09%3.67%3.83%4.27%

Drawdowns

STR.VI vs. ACS.MC - Drawdown Comparison

The maximum STR.VI drawdown since its inception was -81.82%, which is greater than ACS.MC's maximum drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for STR.VI and ACS.MC.


Loading graphics...

Drawdown Indicators


STR.VIACS.MCDifference

Max Drawdown

Largest peak-to-trough decline

-81.82%

-75.71%

-6.11%

Max Drawdown (1Y)

Largest decline over 1 year

-28.81%

-13.52%

-15.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

-22.69%

-6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-54.25%

-70.52%

+16.27%

Current Drawdown

Current decline from peak

-12.11%

-4.64%

-7.47%

Average Drawdown

Average peak-to-trough decline

-33.86%

-19.08%

-14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.81%

3.09%

+8.72%

Volatility

STR.VI vs. ACS.MC - Volatility Comparison

The current volatility for Strabag SE (STR.VI) is 7.89%, while ACS Actividades de Construccion y Servicios SA (ACS.MC) has a volatility of 10.38%. This indicates that STR.VI 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.


Loading graphics...

Volatility by Period


STR.VIACS.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

10.38%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

27.55%

21.71%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

39.84%

28.18%

+11.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

22.77%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.67%

30.15%

-0.48%

Financials

STR.VI vs. ACS.MC - Financials Comparison

This section allows you to compare key financial metrics between Strabag SE 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