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

Correlation

The correlation between ACLS and EME is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ACLS vs. EME - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-49.14%
20.46%
ACLS
EME

Key characteristics

Sharpe Ratio

ACLS:

-0.99

EME:

3.59

Sortino Ratio

ACLS:

-1.55

EME:

3.90

Omega Ratio

ACLS:

0.83

EME:

1.58

Calmar Ratio

ACLS:

-0.75

EME:

7.76

Martin Ratio

ACLS:

-1.72

EME:

23.06

Ulcer Index

ACLS:

28.62%

EME:

4.92%

Daily Std Dev

ACLS:

49.60%

EME:

31.58%

Max Drawdown

ACLS:

-99.34%

EME:

-70.56%

Current Drawdown

ACLS:

-65.49%

EME:

-11.89%

Fundamentals

Market Cap

ACLS:

$2.43B

EME:

$21.94B

EPS

ACLS:

$6.76

EME:

$19.67

PE Ratio

ACLS:

11.07

EME:

24.25

PEG Ratio

ACLS:

1.23

EME:

1.32

Total Revenue (TTM)

ACLS:

$1.08B

EME:

$14.24B

Gross Profit (TTM)

ACLS:

$476.33M

EME:

$2.63B

EBITDA (TTM)

ACLS:

$256.21M

EME:

$1.38B

Returns By Period

In the year-to-date period, ACLS achieves a -46.66% return, which is significantly lower than EME's 116.11% return. Over the past 10 years, ACLS has underperformed EME with an annualized return of 21.48%, while EME has yielded a comparatively higher 27.23% annualized return.


ACLS

YTD

-46.66%

1M

-1.52%

6M

-49.14%

1Y

-46.26%

5Y*

22.82%

10Y*

21.48%

EME

YTD

116.11%

1M

-9.67%

6M

20.46%

1Y

116.58%

5Y*

39.89%

10Y*

27.23%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ACLS vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axcelis Technologies, Inc. (ACLS) 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 ACLS, currently valued at -0.99, compared to the broader market-4.00-2.000.002.00-0.993.59
The chart of Sortino ratio for ACLS, currently valued at -1.55, compared to the broader market-4.00-2.000.002.004.00-1.553.90
The chart of Omega ratio for ACLS, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.58
The chart of Calmar ratio for ACLS, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.757.76
The chart of Martin ratio for ACLS, currently valued at -1.72, compared to the broader market0.0010.0020.00-1.7223.06
ACLS
EME

The current ACLS Sharpe Ratio is -0.99, which is lower than the EME Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of ACLS 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 Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.99
3.59
ACLS
EME

Dividends

ACLS vs. EME - Dividend Comparison

ACLS has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.20%.


TTM20232022202120202019201820172016201520142013
ACLS
Axcelis Technologies, 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%
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

ACLS vs. EME - Drawdown Comparison

The maximum ACLS drawdown since its inception was -99.34%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for ACLS and EME. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.49%
-11.89%
ACLS
EME

Volatility

ACLS vs. EME - Volatility Comparison

Axcelis Technologies, Inc. (ACLS) has a higher volatility of 11.66% compared to EMCOR Group, Inc. (EME) at 9.00%. This indicates that ACLS'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.66%
9.00%
ACLS
EME

Financials

ACLS vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Axcelis Technologies, Inc. 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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