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ABM vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABM and EME is 0.41, 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

ABM vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABM Industries Incorporated (ABM) and EMCOR Group, Inc. (EME). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
1.05%
22.53%
ABM
EME

Key characteristics

Sharpe Ratio

ABM:

0.53

EME:

3.71

Sortino Ratio

ABM:

0.87

EME:

3.99

Omega Ratio

ABM:

1.12

EME:

1.59

Calmar Ratio

ABM:

0.58

EME:

8.01

Martin Ratio

ABM:

2.23

EME:

23.28

Ulcer Index

ABM:

6.07%

EME:

5.03%

Daily Std Dev

ABM:

25.44%

EME:

31.59%

Max Drawdown

ABM:

-59.61%

EME:

-70.56%

Current Drawdown

ABM:

-13.24%

EME:

-12.09%

Fundamentals

Market Cap

ABM:

$3.45B

EME:

$21.94B

EPS

ABM:

$2.42

EME:

$19.67

PE Ratio

ABM:

22.69

EME:

24.25

PEG Ratio

ABM:

4.45

EME:

1.32

Total Revenue (TTM)

ABM:

$6.18B

EME:

$14.24B

Gross Profit (TTM)

ABM:

$733.00M

EME:

$2.63B

EBITDA (TTM)

ABM:

$274.00M

EME:

$1.38B

Returns By Period

In the year-to-date period, ABM achieves a 15.60% return, which is significantly lower than EME's 115.63% return. Over the past 10 years, ABM has underperformed EME with an annualized return of 7.81%, while EME has yielded a comparatively higher 27.05% annualized return.


ABM

YTD

15.60%

1M

-10.46%

6M

1.05%

1Y

13.55%

5Y*

7.76%

10Y*

7.81%

EME

YTD

115.63%

1M

-8.25%

6M

21.81%

1Y

115.05%

5Y*

40.14%

10Y*

27.05%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ABM vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) and EMCOR Group, Inc. (EME). 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 ABM, currently valued at 0.53, compared to the broader market-4.00-2.000.002.000.533.65
The chart of Sortino ratio for ABM, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.873.94
The chart of Omega ratio for ABM, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.59
The chart of Calmar ratio for ABM, currently valued at 0.58, compared to the broader market0.002.004.006.000.587.88
The chart of Martin ratio for ABM, currently valued at 2.23, compared to the broader market0.0010.0020.002.2322.62
ABM
EME

The current ABM Sharpe Ratio is 0.53, which is lower than the EME Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of ABM and EME, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.53
3.65
ABM
EME

Dividends

ABM vs. EME - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 1.77%, more than EME's 0.20% yield.


TTM20232022202120202019201820172016201520142013
ABM
ABM Industries Incorporated
1.77%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%2.12%
EME
EMCOR Group, Inc.
0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

ABM vs. EME - Drawdown Comparison

The maximum ABM drawdown since its inception was -59.61%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for ABM and EME. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.24%
-12.09%
ABM
EME

Volatility

ABM vs. EME - Volatility Comparison

ABM Industries Incorporated (ABM) has a higher volatility of 10.49% compared to EMCOR Group, Inc. (EME) at 7.67%. This indicates that ABM's price experiences larger fluctuations and is considered to be riskier than EME 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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.49%
7.67%
ABM
EME

Financials

ABM vs. EME - Financials Comparison

This section allows you to compare key financial metrics between ABM Industries Incorporated and EMCOR Group, Inc.. 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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