ACM vs. EXPO

In the year-to-date period, ACM achieves a 17.95% return, which is significantly higher than EXPO's 4.23% return. Over the past 10 years, ACM has underperformed EXPO with an annualized return of 13.84%, while EXPO has yielded a comparatively higher 17.28% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Exponent, Inc. (EXPO). 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 0.88, which is higher than the EXPO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of ACM and EXPO, 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 0.81%, less than EXPO's 1.24% yield.

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum EXPO drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for ACM and EXPO. For additional features, visit the drawdowns tool.

AECOM (ACM) and Exponent, Inc. (EXPO) have volatilities of 6.05% and 6.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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