ACM vs. DY

In the year-to-date period, ACM achieves a -8.40% return, which is significantly lower than DY's -5.09% return. Over the past 10 years, ACM has underperformed DY with an annualized return of 11.82%, while DY has yielded a comparatively higher 12.95% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Dycom Industries, Inc. (DY). 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 current ACM Sharpe Ratio is 0.18, which is lower than the DY Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ACM and DY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ACM's dividend yield for the trailing twelve months is around 0.99%, while DY has not paid dividends to shareholders.

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum DY drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for ACM and DY. For additional features, visit the drawdowns tool.

The current volatility for AECOM (ACM) is 12.04%, while Dycom Industries, Inc. (DY) has a volatility of 16.08%. This indicates that ACM experiences smaller price fluctuations and is considered to be less risky than DY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between AECOM and Dycom Industries, 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.