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AECOM (ACM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS00766T1007
CUSIP00766T100
SectorIndustrials
IndustryEngineering & Construction

Highlights

Market Cap$13.34B
EPS$0.90
PE Ratio108.98
PEG Ratio0.37
Revenue (TTM)$14.90B
Gross Profit (TTM)$945.47M
EBITDA (TTM)$998.11M
Year Range$74.22 - $98.72
Target Price$105.00
Short %1.44%
Short Ratio2.19

Share Price Chart


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AECOM

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AECOM, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%NovemberDecember2024FebruaryMarchApril
352.33%
243.51%
ACM (AECOM)
Benchmark (^GSPC)

S&P 500

Returns By Period

AECOM had a return of 1.52% year-to-date (YTD) and 13.98% in the last 12 months. Over the past 10 years, AECOM had an annualized return of 11.41%, outperforming the S&P 500 benchmark which had an annualized return of 10.79%.


PeriodReturnBenchmark
Year-To-Date1.52%7.41%
1 month2.37%-0.81%
6 months16.20%18.38%
1 year13.98%23.57%
5 years (annualized)24.48%12.02%
10 years (annualized)11.41%10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.36%0.73%10.41%
2023-5.37%-7.61%16.08%4.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACM is 70, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ACM is 7070
AECOM(ACM)
The Sharpe Ratio Rank of ACM is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 6464Sortino Ratio Rank
The Omega Ratio Rank of ACM is 6464Omega Ratio Rank
The Calmar Ratio Rank of ACM is 7979Calmar Ratio Rank
The Martin Ratio Rank of ACM is 7373Martin 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

The charts below present risk-adjusted performance metrics for AECOM (ACM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACM
Sharpe ratio
The chart of Sharpe ratio for ACM, currently valued at 0.71, compared to the broader market-2.00-1.000.001.002.003.004.000.71
Sortino ratio
The chart of Sortino ratio for ACM, currently valued at 1.13, compared to the broader market-4.00-2.000.002.004.006.001.13
Omega ratio
The chart of Omega ratio for ACM, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for ACM, currently valued at 0.84, compared to the broader market0.001.002.003.004.005.006.000.84
Martin ratio
The chart of Martin ratio for ACM, currently valued at 2.70, compared to the broader market0.0010.0020.0030.002.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.001.002.003.004.005.006.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.008.76

Sharpe Ratio

The current AECOM Sharpe ratio is 0.71. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.71
2.15
ACM (AECOM)
Benchmark (^GSPC)

Dividends

Dividend History

AECOM granted a 0.62% dividend yield in the last twelve months. The annual payout for that period amounted to $0.58 per share.


PeriodTTM20232022
Dividend$0.58$0.72$0.60

Dividend yield

0.62%0.78%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for AECOM. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.22$0.00$0.00
2023$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00
2022$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%0.6%
AECOM has a dividend yield of 0.62%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%20.4%
AECOM has a payout ratio of 20.41%, which is quite average when compared to the overall market. This suggests that AECOM strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.87%
-2.49%
ACM (AECOM)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AECOM. 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 AECOM was 59.97%, occurring on Jun 25, 2012. Recovery took 540 trading sessions.

The current AECOM drawdown is 4.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.97%Oct 3, 20071192Jun 25, 2012540Aug 19, 20141732
-54.12%Feb 24, 202018Mar 18, 2020175Nov 24, 2020193
-39.29%Aug 27, 2014368Feb 11, 2016207Dec 6, 2016575
-37.9%Dec 9, 2016513Dec 24, 2018204Oct 16, 2019717
-22.85%Mar 28, 202257Jun 16, 2022105Nov 15, 2022162

Volatility

Volatility Chart

The current AECOM volatility is 6.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
6.04%
3.24%
ACM (AECOM)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of AECOM over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items