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ACM vs. DY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACM and DY is 0.51, 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.


-0.50.00.51.00.5

Performance

ACM vs. DY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AECOM (ACM) and Dycom Industries, Inc. (DY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
21.31%
5.31%
ACM
DY

Key characteristics

Sharpe Ratio

ACM:

1.18

DY:

1.87

Sortino Ratio

ACM:

1.81

DY:

2.35

Omega Ratio

ACM:

1.22

DY:

1.33

Calmar Ratio

ACM:

1.63

DY:

4.03

Martin Ratio

ACM:

4.30

DY:

10.52

Ulcer Index

ACM:

6.00%

DY:

6.51%

Daily Std Dev

ACM:

21.87%

DY:

36.64%

Max Drawdown

ACM:

-59.97%

DY:

-93.54%

Current Drawdown

ACM:

-6.65%

DY:

-6.05%

Fundamentals

Market Cap

ACM:

$14.43B

DY:

$5.56B

EPS

ACM:

$3.75

DY:

$7.62

PE Ratio

ACM:

29.05

DY:

25.01

PEG Ratio

ACM:

1.11

DY:

1.58

Total Revenue (TTM)

ACM:

$12.21B

DY:

$4.31B

Gross Profit (TTM)

ACM:

$840.37M

DY:

$1.50B

EBITDA (TTM)

ACM:

$868.03M

DY:

$525.67M

Returns By Period

In the year-to-date period, ACM achieves a 2.22% return, which is significantly lower than DY's 9.47% return. Over the past 10 years, ACM has underperformed DY with an annualized return of 15.81%, while DY has yielded a comparatively higher 19.41% annualized return.


ACM

YTD

2.22%

1M

1.12%

6M

21.31%

1Y

24.26%

5Y*

17.80%

10Y*

15.81%

DY

YTD

9.47%

1M

9.66%

6M

5.31%

1Y

67.27%

5Y*

32.59%

10Y*

19.41%

*Annualized

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Risk-Adjusted Performance

ACM vs. DY — Risk-Adjusted Performance Rank

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

ACM
The Risk-Adjusted Performance Rank of ACM is 8080
Overall Rank
The Sharpe Ratio Rank of ACM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 7878
Martin Ratio Rank

DY
The Risk-Adjusted Performance Rank of DY is 9090
Overall Rank
The Sharpe Ratio Rank of DY is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of DY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of DY is 9292
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.

ACM vs. DY - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for ACM, currently valued at 1.18, compared to the broader market-2.000.002.004.001.181.87
The chart of Sortino ratio for ACM, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.812.35
The chart of Omega ratio for ACM, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.33
The chart of Calmar ratio for ACM, currently valued at 1.63, compared to the broader market0.002.004.006.001.634.03
The chart of Martin ratio for ACM, currently valued at 4.30, compared to the broader market-10.000.0010.0020.0030.004.3010.52
ACM
DY

The current ACM Sharpe Ratio is 1.18, which is lower than the DY Sharpe Ratio of 1.87. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.18
1.87
ACM
DY

Dividends

ACM vs. DY - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.84%, while DY has not paid dividends to shareholders.


TTM202420232022
ACM
AECOM
0.84%0.82%0.78%0.71%
DY
Dycom Industries, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

ACM vs. DY - Drawdown Comparison

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.65%
-6.05%
ACM
DY

Volatility

ACM vs. DY - Volatility Comparison

The current volatility for AECOM (ACM) is 5.31%, while Dycom Industries, Inc. (DY) has a volatility of 10.01%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.31%
10.01%
ACM
DY

Financials

ACM vs. DY - Financials Comparison

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.


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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