ACM vs. EME

In the year-to-date period, ACM achieves a -17.81% return, which is significantly higher than EME's -22.75% return. Over the past 10 years, ACM has underperformed EME with an annualized return of 10.73%, while EME has yielded a comparatively higher 23.05% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) 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 current ACM Sharpe Ratio is -0.37, which is lower than the EME Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of ACM 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.

ACM's dividend yield for the trailing twelve months is around 1.35%, more than EME's 0.29% yield.

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for ACM and EME. For additional features, visit the drawdowns tool.

The current volatility for AECOM (ACM) is 11.67%, while EMCOR Group, Inc. (EME) has a volatility of 17.78%. This indicates that ACM 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.

This section allows you to compare key financial metrics between AECOM 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.