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

Correlation

The correlation between ABM and EME is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

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.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%December2025FebruaryMarchAprilMay
1,240.58%
18,948.76%
ABM
EME

Key characteristics

Sharpe Ratio

ABM:

0.43

EME:

0.32

Sortino Ratio

ABM:

0.75

EME:

0.68

Omega Ratio

ABM:

1.11

EME:

1.10

Calmar Ratio

ABM:

0.47

EME:

0.38

Martin Ratio

ABM:

1.32

EME:

0.96

Ulcer Index

ABM:

9.72%

EME:

14.29%

Daily Std Dev

ABM:

29.79%

EME:

42.57%

Max Drawdown

ABM:

-59.61%

EME:

-70.56%

Current Drawdown

ABM:

-15.52%

EME:

-22.99%

Fundamentals

Market Cap

ABM:

$3.03B

EME:

$18.49B

EPS

ABM:

$1.27

EME:

$21.54

PE Ratio

ABM:

38.38

EME:

19.05

PEG Ratio

ABM:

4.45

EME:

1.32

PS Ratio

ABM:

0.36

EME:

1.24

PB Ratio

ABM:

1.71

EME:

6.34

Total Revenue (TTM)

ABM:

$6.39B

EME:

$15.00B

Gross Profit (TTM)

ABM:

$4.56B

EME:

$2.90B

EBITDA (TTM)

ABM:

$191.60M

EME:

$1.52B

Returns By Period

In the year-to-date period, ABM achieves a -3.26% return, which is significantly higher than EME's -9.01% return. Over the past 10 years, ABM has underperformed EME with an annualized return of 6.33%, while EME has yielded a comparatively higher 25.29% annualized return.


ABM

YTD

-3.26%

1M

2.85%

6M

-6.69%

1Y

11.50%

5Y*

10.19%

10Y*

6.33%

EME

YTD

-9.01%

1M

9.93%

6M

-7.41%

1Y

16.40%

5Y*

47.99%

10Y*

25.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABM vs. EME — Risk-Adjusted Performance Rank

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

ABM
The Risk-Adjusted Performance Rank of ABM is 6565
Overall Rank
The Sharpe Ratio Rank of ABM is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ABM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ABM is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ABM is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ABM is 6767
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6363
Overall Rank
The Sharpe Ratio Rank of EME is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 5757
Sortino Ratio Rank
The Omega Ratio Rank of EME is 5959
Omega Ratio Rank
The Calmar Ratio Rank of EME is 6969
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6464
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.

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.


The chart of Sharpe ratio for ABM, currently valued at 0.43, compared to the broader market-2.00-1.000.001.002.003.00
ABM: 0.43
EME: 0.32
The chart of Sortino ratio for ABM, currently valued at 0.75, compared to the broader market-6.00-4.00-2.000.002.004.00
ABM: 0.75
EME: 0.68
The chart of Omega ratio for ABM, currently valued at 1.11, compared to the broader market0.501.001.502.00
ABM: 1.11
EME: 1.10
The chart of Calmar ratio for ABM, currently valued at 0.47, compared to the broader market0.001.002.003.004.005.00
ABM: 0.47
EME: 0.38
The chart of Martin ratio for ABM, currently valued at 1.32, compared to the broader market-10.000.0010.0020.00
ABM: 1.32
EME: 0.96

The current ABM Sharpe Ratio is 0.43, which is higher than the EME Sharpe Ratio of 0.32. 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 Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
0.43
0.32
ABM
EME

Dividends

ABM vs. EME - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 2.00%, more than EME's 0.24% yield.


TTM20242023202220212020201920182017201620152014
ABM
ABM Industries Incorporated
2.00%1.76%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%
EME
EMCOR Group, Inc.
0.24%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-15.52%
-22.99%
ABM
EME

Volatility

ABM vs. EME - Volatility Comparison

The current volatility for ABM Industries Incorporated (ABM) is 13.09%, while EMCOR Group, Inc. (EME) has a volatility of 17.51%. This indicates that ABM experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
13.09%
17.51%
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


1.50B2.00B2.50B3.00B3.50B4.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
2.11B
3.87B
(ABM) Total Revenue
(EME) Total Revenue
Values in USD except per share items

ABM vs. EME - Profitability Comparison

The chart below illustrates the profitability comparison between ABM Industries Incorporated and EMCOR Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
100.0%
18.7%
(ABM) Gross Margin
(EME) Gross Margin
ABM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ABM Industries Incorporated reported a gross profit of 2.11B and revenue of 2.11B. Therefore, the gross margin over that period was 100.0%.
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported a gross profit of 722.72M and revenue of 3.87B. Therefore, the gross margin over that period was 18.7%.
ABM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ABM Industries Incorporated reported an operating income of 77.60M and revenue of 2.11B, resulting in an operating margin of 3.7%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported an operating income of 318.76M and revenue of 3.87B, resulting in an operating margin of 8.2%.
ABM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ABM Industries Incorporated reported a net income of 43.60M and revenue of 2.11B, resulting in a net margin of 2.1%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported a net income of 240.68M and revenue of 3.87B, resulting in a net margin of 6.2%.