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

Correlation

The correlation between ACM and DY is 0.62, 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.


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.

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Key characteristics

Sharpe Ratio

ACM:

0.91

DY:

0.75

Sortino Ratio

ACM:

1.38

DY:

1.19

Omega Ratio

ACM:

1.16

DY:

1.16

Calmar Ratio

ACM:

0.83

DY:

0.92

Martin Ratio

ACM:

2.17

DY:

2.40

Ulcer Index

ACM:

9.60%

DY:

12.54%

Daily Std Dev

ACM:

25.74%

DY:

43.09%

Max Drawdown

ACM:

-59.97%

DY:

-93.54%

Current Drawdown

ACM:

-6.01%

DY:

-3.94%

Fundamentals

Market Cap

ACM:

$14.47B

DY:

$5.61B

EPS

ACM:

$4.67

DY:

$7.93

PE Ratio

ACM:

23.42

DY:

24.57

PEG Ratio

ACM:

1.15

DY:

1.58

PS Ratio

ACM:

0.90

DY:

1.19

PB Ratio

ACM:

6.33

DY:

4.53

Total Revenue (TTM)

ACM:

$16.05B

DY:

$3.29B

Gross Profit (TTM)

ACM:

$1.14B

DY:

$1.41B

EBITDA (TTM)

ACM:

$926.66M

DY:

$426.42M

Returns By Period

In the year-to-date period, ACM achieves a 2.92% return, which is significantly lower than DY's 11.93% return. Both investments have delivered pretty close results over the past 10 years, with ACM having a 13.03% annualized return and DY not far behind at 12.77%.


ACM

YTD

2.92%

1M

15.91%

6M

2.82%

1Y

23.25%

5Y*

27.31%

10Y*

13.03%

DY

YTD

11.93%

1M

26.10%

6M

3.90%

1Y

30.95%

5Y*

40.41%

10Y*

12.77%

*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 7676
Overall Rank
The Sharpe Ratio Rank of ACM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 7373
Martin Ratio Rank

DY
The Risk-Adjusted Performance Rank of DY is 7575
Overall Rank
The Sharpe Ratio Rank of DY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of DY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DY is 7575
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.


The current ACM Sharpe Ratio is 0.91, which is comparable to the DY Sharpe Ratio of 0.75. 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.


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Dividends

ACM vs. DY - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.88%, while DY has not paid dividends to shareholders.


TTM202420232022
ACM
AECOM
0.88%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.


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Volatility

ACM vs. DY - Volatility Comparison

The current volatility for AECOM (ACM) is 5.54%, while Dycom Industries, Inc. (DY) has a volatility of 6.87%. 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.


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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


1.00B2.00B3.00B4.00B20212022202320242025
3.77B
1.08B
(ACM) Total Revenue
(DY) Total Revenue
Values in USD except per share items

ACM vs. DY - Profitability Comparison

The chart below illustrates the profitability comparison between AECOM and Dycom Industries, 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%20212022202320242025
7.7%
18.1%
(ACM) Gross Margin
(DY) Gross Margin
ACM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AECOM reported a gross profit of 290.76M and revenue of 3.77B. Therefore, the gross margin over that period was 7.7%.

DY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Dycom Industries, Inc. reported a gross profit of 196.58M and revenue of 1.08B. Therefore, the gross margin over that period was 18.1%.

ACM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AECOM reported an operating income of 257.57M and revenue of 3.77B, resulting in an operating margin of 6.8%.

DY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Dycom Industries, Inc. reported an operating income of 53.67M and revenue of 1.08B, resulting in an operating margin of 5.0%.

ACM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AECOM reported a net income of 143.39M and revenue of 3.77B, resulting in a net margin of 3.8%.

DY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Dycom Industries, Inc. reported a net income of 32.67M and revenue of 1.08B, resulting in a net margin of 3.0%.