ACM vs. EXPO
ACM (AECOM) and EXPO (Exponent, Inc.) are both stocks. Both are in the Industrials sector — ACM in Engineering & Construction, EXPO in Consulting Services. Over the past 10 years, ACM returned 8.83%/yr vs 9.12%/yr for EXPO. At a 0.42 correlation, their price movements are largely independent.
Performance
ACM vs. EXPO - Performance Comparison
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Returns By Period
In the year-to-date period, ACM achieves a -24.55% return, which is significantly lower than EXPO's -15.59% return. Both investments have delivered pretty close results over the past 10 years, with ACM having a 8.83% annualized return and EXPO not far ahead at 9.12%.
ACM
- 1D
- -1.12%
- 1M
- -15.05%
- YTD
- -24.55%
- 6M
- -29.47%
- 1Y
- -33.79%
- 3Y*
- -3.13%
- 5Y*
- 3.17%
- 10Y*
- 8.83%
EXPO
- 1D
- -3.31%
- 1M
- -10.55%
- YTD
- -15.59%
- 6M
- -19.60%
- 1Y
- -23.03%
- 3Y*
- -13.63%
- 5Y*
- -6.83%
- 10Y*
- 9.12%
ACM vs. EXPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | -24.55% | -9.91% | 16.67% | 9.77% | 10.72% | 55.38% | 15.42% | 62.75% | -28.67% | 2.17% |
EXPO Exponent, Inc. | -15.59% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
Correlation
The correlation between ACM and EXPO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 11, 2007 | 0.43 |
Fundamentals
ACM:
$9.33B
EXPO:
$2.93B
ACM:
$3.82
EXPO:
$2.14
ACM:
18.68
EXPO:
27.31
ACM:
0.11
EXPO:
12.94
ACM:
0.59
EXPO:
6.81
ACM:
4.11
EXPO:
8.65
ACM:
$15.99B
EXPO:
$436.51M
ACM:
$1.24B
EXPO:
$95.87M
ACM:
$976.83M
EXPO:
$153.50M
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Return for Risk
ACM vs. EXPO — Risk / Return Rank
ACM
EXPO
ACM vs. EXPO - Risk-Adjusted Trends Comparison
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.
| ACM | EXPO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | -0.75 | -0.32 |
Sortino ratioReturn per unit of downside risk | -1.36 | -1.03 | -0.32 |
Omega ratioGain probability vs. loss probability | 0.80 | 0.88 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.69 | -0.03 |
Martin ratioReturn relative to average drawdown | -1.44 | -1.79 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACM | EXPO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | -0.75 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.23 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.32 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.22 | -0.03 |
Drawdowns
ACM vs. EXPO - Drawdown Comparison
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.
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Drawdown Indicators
| ACM | EXPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.97% | -86.44% | +26.47% |
Max Drawdown (1Y)Largest decline over 1 year | -48.02% | -32.45% | -15.57% |
Max Drawdown (3Y)Largest decline over 3 years | -48.02% | -52.37% | +4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -48.02% | -54.79% | +6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -54.12% | -54.79% | +0.67% |
Current DrawdownCurrent decline from peak | -46.46% | -50.82% | +4.36% |
Average DrawdownAverage peak-to-trough decline | -18.44% | -32.71% | +14.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.84% | 12.42% | +11.42% |
Volatility
ACM vs. EXPO - Volatility Comparison
AECOM (ACM) has a higher volatility of 14.53% compared to Exponent, Inc. (EXPO) at 12.64%. This indicates that ACM's price experiences larger fluctuations and is considered to be riskier than EXPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACM | EXPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.53% | 12.64% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 26.15% | 25.30% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.85% | 30.92% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 30.04% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.17% | 28.88% | +2.29% |
Dividends
ACM vs. EXPO - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 1.60%, less than EXPO's 2.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | 1.60% | 1.09% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXPO Exponent, Inc. | 2.07% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
Financials
ACM vs. EXPO - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ACM and EXPO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACM has higher volatility (14.53%) compared to EXPO (12.64%). In terms of maximum drawdown, ACM dropped -59.97% vs EXPO's -86.44%.
EXPO currently has the higher Sharpe Ratio (-0.75 vs -1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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