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VCISY vs. ACSAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VCISY and ACSAY 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

VCISY vs. ACSAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vinci SA ADR (VCISY) and ACS Actividades De Construccion Y Servicios SA ADR (ACSAY). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
92.02%
195.92%
VCISY
ACSAY

Key characteristics

Sharpe Ratio

VCISY:

-0.75

ACSAY:

0.68

Sortino Ratio

VCISY:

-0.91

ACSAY:

1.03

Omega Ratio

VCISY:

0.89

ACSAY:

1.15

Calmar Ratio

VCISY:

-0.83

ACSAY:

1.38

Martin Ratio

VCISY:

-1.73

ACSAY:

3.22

Ulcer Index

VCISY:

9.09%

ACSAY:

4.95%

Daily Std Dev

VCISY:

21.05%

ACSAY:

23.47%

Max Drawdown

VCISY:

-65.17%

ACSAY:

-71.96%

Current Drawdown

VCISY:

-18.81%

ACSAY:

-5.38%

Fundamentals

Market Cap

VCISY:

$59.17B

ACSAY:

$12.41B

EPS

VCISY:

$2.10

ACSAY:

$0.81

PE Ratio

VCISY:

12.10

ACSAY:

12.35

PEG Ratio

VCISY:

3.21

ACSAY:

0.00

Total Revenue (TTM)

VCISY:

$71.29B

ACSAY:

$28.09B

Gross Profit (TTM)

VCISY:

$10.50B

ACSAY:

-$9.38B

EBITDA (TTM)

VCISY:

$12.20B

ACSAY:

$68.02M

Returns By Period

In the year-to-date period, VCISY achieves a -15.93% return, which is significantly lower than ACSAY's 14.74% return.


VCISY

YTD

-15.93%

1M

-2.86%

6M

-5.54%

1Y

-15.71%

5Y*

2.35%

10Y*

9.82%

ACSAY

YTD

14.74%

1M

8.51%

6M

14.03%

1Y

15.94%

5Y*

11.93%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VCISY vs. ACSAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vinci SA ADR (VCISY) and ACS Actividades De Construccion Y Servicios SA ADR (ACSAY). 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 VCISY, currently valued at -0.75, compared to the broader market-4.00-2.000.002.00-0.750.68
The chart of Sortino ratio for VCISY, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.00-0.911.03
The chart of Omega ratio for VCISY, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.15
The chart of Calmar ratio for VCISY, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.831.38
The chart of Martin ratio for VCISY, currently valued at -1.73, compared to the broader market0.0010.0020.00-1.733.22
VCISY
ACSAY

The current VCISY Sharpe Ratio is -0.75, which is lower than the ACSAY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of VCISY and ACSAY, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.75
0.68
VCISY
ACSAY

Dividends

VCISY vs. ACSAY - Dividend Comparison

VCISY's dividend yield for the trailing twelve months is around 4.78%, more than ACSAY's 1.03% yield.


TTM20232022202120202019201820172016201520142013
VCISY
Vinci SA ADR
4.78%3.44%3.47%3.00%3.85%2.78%3.68%2.34%3.12%3.12%5.42%3.52%
ACSAY
ACS Actividades De Construccion Y Servicios SA ADR
1.03%0.00%0.18%0.00%0.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VCISY vs. ACSAY - Drawdown Comparison

The maximum VCISY drawdown since its inception was -65.17%, smaller than the maximum ACSAY drawdown of -71.96%. Use the drawdown chart below to compare losses from any high point for VCISY and ACSAY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.81%
-5.38%
VCISY
ACSAY

Volatility

VCISY vs. ACSAY - Volatility Comparison

The current volatility for Vinci SA ADR (VCISY) is 6.55%, while ACS Actividades De Construccion Y Servicios SA ADR (ACSAY) has a volatility of 8.91%. This indicates that VCISY experiences smaller price fluctuations and is considered to be less risky than ACSAY 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%JulyAugustSeptemberOctoberNovemberDecember
6.55%
8.91%
VCISY
ACSAY

Financials

VCISY vs. ACSAY - Financials Comparison

This section allows you to compare key financial metrics between Vinci SA ADR and ACS Actividades De Construccion Y Servicios SA ADR. 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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