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WPP vs. ACN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WPP and ACN is 0.42, 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.


-0.50.00.51.00.4

Performance

WPP vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WPP plc (WPP) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
0.10%
22.11%
WPP
ACN

Key characteristics

Sharpe Ratio

WPP:

-0.09

ACN:

0.28

Sortino Ratio

WPP:

0.05

ACN:

0.56

Omega Ratio

WPP:

1.01

ACN:

1.07

Calmar Ratio

WPP:

-0.04

ACN:

0.23

Martin Ratio

WPP:

-0.30

ACN:

0.51

Ulcer Index

WPP:

7.08%

ACN:

13.41%

Daily Std Dev

WPP:

24.59%

ACN:

24.71%

Max Drawdown

WPP:

-95.77%

ACN:

-59.20%

Current Drawdown

WPP:

-42.86%

ACN:

-9.90%

Fundamentals

Market Cap

WPP:

$11.20B

ACN:

$223.75B

EPS

WPP:

$1.17

ACN:

$11.94

PE Ratio

WPP:

43.93

ACN:

29.96

PEG Ratio

WPP:

2.61

ACN:

2.75

Total Revenue (TTM)

WPP:

$10.84B

ACN:

$66.36B

Gross Profit (TTM)

WPP:

$1.56B

ACN:

$21.55B

EBITDA (TTM)

WPP:

$832.50M

ACN:

$11.76B

Returns By Period

In the year-to-date period, WPP achieves a -10.68% return, which is significantly lower than ACN's 1.69% return. Over the past 10 years, WPP has underperformed ACN with an annualized return of -3.51%, while ACN has yielded a comparatively higher 16.77% annualized return.


WPP

YTD

-10.68%

1M

-18.82%

6M

0.10%

1Y

1.36%

5Y*

-3.23%

10Y*

-3.51%

ACN

YTD

1.69%

1M

-0.49%

6M

22.11%

1Y

6.05%

5Y*

13.19%

10Y*

16.77%

*Annualized

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Risk-Adjusted Performance

WPP vs. ACN — Risk-Adjusted Performance Rank

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

WPP
The Risk-Adjusted Performance Rank of WPP is 4141
Overall Rank
The Sharpe Ratio Rank of WPP is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of WPP is 3636
Sortino Ratio Rank
The Omega Ratio Rank of WPP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of WPP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of WPP is 4343
Martin Ratio Rank

ACN
The Risk-Adjusted Performance Rank of ACN is 5454
Overall Rank
The Sharpe Ratio Rank of ACN is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ACN is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ACN is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ACN is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ACN is 5454
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.

WPP vs. ACN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WPP plc (WPP) 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.


Sharpe ratio
The chart of Sharpe ratio for WPP, currently valued at -0.09, compared to the broader market-4.00-2.000.002.00-0.090.28
The chart of Sortino ratio for WPP, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.050.56
The chart of Omega ratio for WPP, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.07
The chart of Calmar ratio for WPP, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.040.23
The chart of Martin ratio for WPP, currently valued at -0.30, compared to the broader market-10.000.0010.0020.00-0.300.51
WPP
ACN

The current WPP Sharpe Ratio is -0.09, which is lower than the ACN Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of WPP 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 Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.09
0.28
WPP
ACN

Dividends

WPP vs. ACN - Dividend Comparison

WPP's dividend yield for the trailing twelve months is around 5.96%, more than ACN's 1.50% yield.


TTM20242023202220212020201920182017201620152014
WPP
WPP plc
5.96%5.33%5.20%4.17%2.44%5.66%5.34%7.25%4.32%2.99%2.86%2.80%
ACN
Accenture plc
1.50%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%

Drawdowns

WPP vs. ACN - Drawdown Comparison

The maximum WPP drawdown since its inception was -95.77%, which is greater than ACN's maximum drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for WPP and ACN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-42.86%
-9.90%
WPP
ACN

Volatility

WPP vs. ACN - Volatility Comparison

The current volatility for WPP plc (WPP) is 7.12%, while Accenture plc (ACN) has a volatility of 8.74%. This indicates that WPP experiences smaller price fluctuations and is considered to be less risky than ACN 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%10.00%AugustSeptemberOctoberNovemberDecember2025
7.12%
8.74%
WPP
ACN

Financials

WPP vs. ACN - Financials Comparison

This section allows you to compare key financial metrics between WPP plc 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


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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