ACM vs. EXPO
Compare and contrast key facts about AECOM (ACM) and Exponent, Inc. (EXPO).
Performance
ACM vs. EXPO - Performance Comparison
Loading graphics...
ACM vs. EXPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | -10.75% | -9.91% | 16.67% | 9.77% | 10.72% | 55.38% | 15.42% | 62.75% | -28.67% | 2.17% |
EXPO Exponent, Inc. | -5.67% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
Fundamentals
ACM:
$11.19B
EXPO:
$3.30B
ACM:
$4.17
EXPO:
$2.07
ACM:
20.34
EXPO:
31.59
ACM:
0.12
EXPO:
14.97
ACM:
0.71
EXPO:
7.71
ACM:
5.02
EXPO:
8.46
ACM:
$15.96B
EXPO:
$434.59M
ACM:
$1.23B
EXPO:
$197.45M
ACM:
$1.19B
EXPO:
$144.86M
Returns By Period
In the year-to-date period, ACM achieves a -10.75% return, which is significantly lower than EXPO's -5.67% return. Both investments have delivered pretty close results over the past 10 years, with ACM having a 11.09% annualized return and EXPO not far ahead at 11.21%.
ACM
- 1D
- 1.93%
- 1M
- -13.43%
- YTD
- -10.75%
- 6M
- -34.66%
- 1Y
- -7.60%
- 3Y*
- 1.16%
- 5Y*
- 6.50%
- 10Y*
- 11.09%
EXPO
- 1D
- 0.02%
- 1M
- -9.97%
- YTD
- -5.67%
- 6M
- -5.31%
- 1Y
- -18.19%
- 3Y*
- -11.99%
- 5Y*
- -6.88%
- 10Y*
- 11.21%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.25 | -0.61 | +0.36 |
Sortino ratioReturn per unit of downside risk | -0.13 | -0.80 | +0.67 |
Omega ratioGain probability vs. loss probability | 0.98 | 0.91 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.20 | -0.98 | +0.78 |
Martin ratioReturn relative to average drawdown | -0.44 | -1.68 | +1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ACM | EXPO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | -0.61 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | -0.23 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.39 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.23 | -0.01 |
Correlation
The correlation between ACM and EXPO is 0.42, 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.
Dividends
ACM vs. EXPO - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 1.29%, less than EXPO's 1.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | 1.29% | 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. | 1.85% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
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.
Loading graphics...
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 | -37.87% | -19.85% | -18.02% |
Max Drawdown (5Y)Largest decline over 5 years | -37.87% | -45.70% | +7.83% |
Max Drawdown (10Y)Largest decline over 10 years | -54.12% | -45.70% | -8.42% |
Current DrawdownCurrent decline from peak | -36.67% | -45.04% | +8.37% |
Average DrawdownAverage peak-to-trough decline | -18.24% | -32.65% | +14.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.90% | 11.55% | +5.35% |
Volatility
ACM vs. EXPO - Volatility Comparison
AECOM (ACM) and Exponent, Inc. (EXPO) have volatilities of 6.88% and 6.75%, 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.
Loading graphics...
Volatility by Period
| ACM | EXPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 6.75% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 25.64% | 23.89% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.54% | 29.90% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.85% | 29.69% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.87% | 28.64% | +2.23% |
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