Engineering/Construction

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Engineering/Construction

Currency in USD · Last updated May 27, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ACM AECOM	Industrials	6.67%
APG APi Group Corporation	Industrials	6.67%
BLD TopBuild Corp.	Industrials	6.67%
DY Dycom Industries, Inc.	Industrials	6.67%
EME EMCOR Group, Inc.	Industrials	6.67%
EXPO Exponent, Inc.	Industrials	6.67%
FIX Comfort Systems USA, Inc.	Industrials	6.67%
FLR Fluor Corporation	Industrials	6.67%
J Jacobs Engineering Group Inc.	Industrials	6.67%
KBR KBR, Inc.	Industrials	6.67%
MTZ MasTec, Inc.	Industrials	6.67%
PWR Quanta Services, Inc.	Industrials	6.67%
ROAD Construction Partners, Inc.	Industrials	6.67%
STN Stantec Inc	Industrials	6.67%
TTEK Tetra Tech, Inc.	Industrials	6.67%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Apr 29, 2020, corresponding to the inception date of APG

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
Engineering/Construction	5.06%	14.06%	-4.76%	12.65%	36.05%	N/A
Portfolio components:
PWR Quanta Services, Inc.	6.18%	16.71%	-2.14%	18.48%	58.18%	28.01%
J Jacobs Engineering Group Inc.	-4.40%	4.82%	-8.30%	9.27%	15.48%	14.28%
EME EMCOR Group, Inc.	2.19%	12.94%	-9.22%	16.49%	50.07%	26.82%
BLD TopBuild Corp.	-10.18%	-5.74%	-31.23%	-31.72%	20.42%	N/A
ACM AECOM	1.26%	10.54%	-7.47%	22.10%	25.40%	13.13%
FIX Comfort Systems USA, Inc.	11.43%	18.75%	-4.55%	38.28%	70.30%	36.68%
TTEK Tetra Tech, Inc.	-10.77%	13.70%	-13.64%	-18.20%	19.32%	22.13%
STN Stantec Inc	30.05%	16.87%	17.59%	25.65%	29.84%	15.58%
KBR KBR, Inc.	-11.46%	-3.64%	-16.29%	-22.15%	21.00%	12.54%
MTZ MasTec, Inc.	11.98%	21.85%	6.56%	35.86%	33.11%	24.22%
FLR Fluor Corporation	-16.79%	15.41%	-26.77%	-2.19%	30.56%	-2.15%
APG APi Group Corporation	26.80%	21.82%	19.24%	25.27%	33.76%	N/A
EXPO Exponent, Inc.	-14.17%	-3.73%	-23.53%	-19.89%	2.94%	14.78%
DY Dycom Industries, Inc.	29.38%	36.32%	24.04%	25.30%	41.56%	14.53%
ROAD Construction Partners, Inc.	15.92%	28.48%	1.24%	66.89%	44.87%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Engineering/Construction, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	0.73%	-9.54%	-5.07%	7.04%	13.48%								5.06%
2024	-2.36%	12.62%	9.37%	-1.90%	6.49%	-2.68%	7.63%	1.07%	3.50%	0.41%	8.82%	-9.12%	36.69%
2023	7.30%	2.32%	-0.83%	-0.54%	-0.23%	13.52%	1.72%	2.28%	-5.86%	-4.85%	9.73%	9.79%	37.74%
2022	-11.06%	0.52%	6.98%	-8.72%	2.01%	-6.22%	13.21%	-1.90%	-9.46%	15.67%	4.58%	-2.91%	-1.38%
2021	1.74%	8.21%	12.13%	4.44%	-2.62%	-3.17%	2.15%	3.24%	-2.51%	11.66%	3.49%	2.64%	48.26%
2020				-4.35%	7.79%	3.32%	3.03%	10.14%	-2.69%	5.64%	17.40%	6.52%	55.40%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Engineering/Construction has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Engineering/Construction is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PWR Quanta Services, Inc.	0.51	0.99	1.14	0.69	1.72
J Jacobs Engineering Group Inc.	0.45	0.75	1.10	0.42	1.05
EME EMCOR Group, Inc.	0.45	0.84	1.13	0.54	1.33
BLD TopBuild Corp.	-0.72	-0.94	0.89	-0.74	-1.18
ACM AECOM	0.85	1.36	1.16	0.82	2.14
FIX Comfort Systems USA, Inc.	0.74	1.25	1.19	0.97	2.35
TTEK Tetra Tech, Inc.	-0.53	-0.61	0.91	-0.42	-0.79
STN Stantec Inc	1.08	1.68	1.21	1.86	4.04
KBR KBR, Inc.	-0.69	-0.82	0.88	-0.63	-1.24
MTZ MasTec, Inc.	0.84	1.36	1.19	1.18	3.21
FLR Fluor Corporation	0.04	0.32	1.05	0.01	0.02
APG APi Group Corporation	0.81	1.24	1.16	1.16	2.79
EXPO Exponent, Inc.	-0.78	-1.12	0.87	-0.54	-1.11
DY Dycom Industries, Inc.	0.61	1.60	1.21	1.41	3.65
ROAD Construction Partners, Inc.	1.50	2.20	1.27	2.32	5.22

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Engineering/Construction Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: 0.53
5-Year: 1.42
All Time: 1.33

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Engineering/Construction compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Engineering/Construction provided a 0.43% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.43%	0.39%	0.40%	0.41%	0.33%	0.46%	0.73%	0.73%	0.57%	0.54%	0.59%	0.57%
Portfolio components:
PWR Quanta Services, Inc.	0.11%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%	0.00%
J Jacobs Engineering Group Inc.	0.92%	0.76%	0.80%	0.77%	0.60%	0.70%	0.76%	1.02%	0.91%	0.00%	0.00%	0.00%
EME EMCOR Group, Inc.	0.22%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%
BLD TopBuild Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ACM AECOM	0.89%	0.82%	0.78%	0.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FIX Comfort Systems USA, Inc.	0.32%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%	1.31%
TTEK Tetra Tech, Inc.	0.67%	0.57%	0.61%	0.61%	0.45%	0.57%	0.66%	0.89%	0.81%	0.81%	1.19%	0.79%
STN Stantec Inc	0.60%	0.78%	0.73%	1.14%	1.23%	1.42%	2.06%	1.91%	1.38%	1.34%	1.31%	1.21%
KBR KBR, Inc.	1.20%	1.04%	0.97%	0.91%	0.92%	1.29%	1.05%	2.11%	1.61%	1.92%	1.89%	1.89%
MTZ MasTec, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLR Fluor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.63%	3.87%	2.61%	1.63%	1.60%	1.78%	1.39%
APG APi Group Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EXPO Exponent, Inc.	1.50%	1.26%	1.18%	0.97%	0.69%	0.84%	0.93%	1.03%	1.18%	1.19%	1.20%	1.21%
DY Dycom Industries, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROAD Construction Partners, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Engineering/Construction. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Engineering/Construction was 26.82%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Engineering/Construction drawdown is 4.82%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.82%	Dec 5, 2024	84	Apr 8, 2025	—	—	—
-24.63%	Nov 24, 2021	141	Jun 16, 2022	144	Jan 12, 2023	285
-17.87%	Apr 30, 2020	10	May 13, 2020	8	May 26, 2020	18
-14.01%	Jun 9, 2020	22	Jul 9, 2020	19	Aug 5, 2020	41
-12.94%	Sep 5, 2023	39	Oct 27, 2023	29	Dec 8, 2023	68

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	STN	EXPO	TTEK	ROAD	BLD	FLR	KBR	APG	DY	J	MTZ	FIX	ACM	EME	PWR	Portfolio
^GSPC	1.00	0.55	0.54	0.55	0.49	0.59	0.47	0.52	0.61	0.52	0.59	0.55	0.61	0.61	0.58	0.61	0.73
STN	0.55	1.00	0.38	0.41	0.36	0.41	0.38	0.37	0.41	0.36	0.45	0.38	0.44	0.47	0.43	0.44	0.56
EXPO	0.54	0.38	1.00	0.56	0.40	0.46	0.36	0.49	0.44	0.43	0.52	0.43	0.47	0.49	0.48	0.46	0.64
TTEK	0.55	0.41	0.56	1.00	0.41	0.45	0.39	0.50	0.45	0.44	0.50	0.44	0.48	0.54	0.48	0.51	0.65
ROAD	0.49	0.36	0.40	0.41	1.00	0.41	0.50	0.43	0.47	0.48	0.45	0.51	0.55	0.51	0.56	0.56	0.70
BLD	0.59	0.41	0.46	0.45	0.41	1.00	0.39	0.41	0.52	0.46	0.47	0.47	0.55	0.50	0.51	0.51	0.67
FLR	0.47	0.38	0.36	0.39	0.50	0.39	1.00	0.49	0.43	0.47	0.49	0.52	0.52	0.61	0.56	0.54	0.70
KBR	0.52	0.37	0.49	0.50	0.43	0.41	0.49	1.00	0.42	0.47	0.58	0.49	0.49	0.61	0.53	0.54	0.68
APG	0.61	0.41	0.44	0.45	0.47	0.52	0.43	0.42	1.00	0.47	0.49	0.52	0.57	0.55	0.55	0.56	0.70
DY	0.52	0.36	0.43	0.44	0.48	0.46	0.47	0.47	0.47	1.00	0.48	0.68	0.57	0.54	0.61	0.59	0.75
J	0.59	0.45	0.52	0.50	0.45	0.47	0.49	0.58	0.49	0.48	1.00	0.50	0.53	0.62	0.57	0.58	0.71
MTZ	0.55	0.38	0.43	0.44	0.51	0.47	0.52	0.49	0.52	0.68	0.50	1.00	0.63	0.58	0.63	0.66	0.78
FIX	0.61	0.44	0.47	0.48	0.55	0.55	0.52	0.49	0.57	0.57	0.53	0.63	1.00	0.58	0.77	0.67	0.80
ACM	0.61	0.47	0.49	0.54	0.51	0.50	0.61	0.61	0.55	0.54	0.62	0.58	0.58	1.00	0.63	0.66	0.78
EME	0.58	0.43	0.48	0.48	0.56	0.51	0.56	0.53	0.55	0.61	0.57	0.63	0.77	0.63	1.00	0.67	0.81
PWR	0.61	0.44	0.46	0.51	0.56	0.51	0.54	0.54	0.56	0.59	0.58	0.66	0.67	0.66	0.67	1.00	0.81
Portfolio	0.73	0.56	0.64	0.65	0.70	0.67	0.70	0.68	0.70	0.75	0.71	0.78	0.80	0.78	0.81	0.81	1.00

The correlation results are calculated based on daily price changes starting from Apr 30, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Engineering/Construction

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community