PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACM vs. MTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACM and MTZ is 0.53, 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.


-0.50.00.51.00.5

Performance

ACM vs. MTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AECOM (ACM) and MasTec, Inc. (MTZ). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
425.53%
1,000.40%
ACM
MTZ

Key characteristics

Sharpe Ratio

ACM:

0.88

MTZ:

2.35

Sortino Ratio

ACM:

1.40

MTZ:

3.02

Omega Ratio

ACM:

1.17

MTZ:

1.37

Calmar Ratio

ACM:

1.22

MTZ:

1.94

Martin Ratio

ACM:

3.30

MTZ:

16.10

Ulcer Index

ACM:

5.87%

MTZ:

5.81%

Daily Std Dev

ACM:

21.96%

MTZ:

39.90%

Max Drawdown

ACM:

-59.97%

MTZ:

-97.72%

Current Drawdown

ACM:

-7.68%

MTZ:

-7.69%

Fundamentals

Market Cap

ACM:

$14.62B

MTZ:

$10.82B

EPS

ACM:

$3.71

MTZ:

$1.13

PE Ratio

ACM:

29.76

MTZ:

120.83

PEG Ratio

ACM:

1.12

MTZ:

1.02

Total Revenue (TTM)

ACM:

$16.11B

MTZ:

$12.18B

Gross Profit (TTM)

ACM:

$1.08B

MTZ:

$1.13B

EBITDA (TTM)

ACM:

$1.12B

MTZ:

$900.99M

Returns By Period

In the year-to-date period, ACM achieves a 17.95% return, which is significantly lower than MTZ's 80.35% return. Over the past 10 years, ACM has underperformed MTZ with an annualized return of 13.84%, while MTZ has yielded a comparatively higher 20.18% annualized return.


ACM

YTD

17.95%

1M

-1.35%

6M

20.85%

1Y

17.67%

5Y*

20.57%

10Y*

13.84%

MTZ

YTD

80.35%

1M

-3.03%

6M

22.33%

1Y

88.51%

5Y*

16.12%

10Y*

20.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACM vs. MTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and MasTec, Inc. (MTZ). 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.


Sharpe ratio
The chart of Sharpe ratio for ACM, currently valued at 0.88, compared to the broader market-4.00-2.000.002.000.882.35
The chart of Sortino ratio for ACM, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.403.02
The chart of Omega ratio for ACM, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.37
The chart of Calmar ratio for ACM, currently valued at 1.22, compared to the broader market0.002.004.006.001.221.94
The chart of Martin ratio for ACM, currently valued at 3.29, compared to the broader market-5.000.005.0010.0015.0020.0025.003.3016.10
ACM
MTZ

The current ACM Sharpe Ratio is 0.88, which is lower than the MTZ Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of ACM and MTZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.88
2.35
ACM
MTZ

Dividends

ACM vs. MTZ - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.81%, while MTZ has not paid dividends to shareholders.


TTM20232022
ACM
AECOM
0.81%0.78%0.71%
MTZ
MasTec, Inc.
0.00%0.00%0.00%

Drawdowns

ACM vs. MTZ - Drawdown Comparison

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum MTZ drawdown of -97.72%. Use the drawdown chart below to compare losses from any high point for ACM and MTZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.68%
-7.69%
ACM
MTZ

Volatility

ACM vs. MTZ - Volatility Comparison

The current volatility for AECOM (ACM) is 6.05%, while MasTec, Inc. (MTZ) has a volatility of 10.74%. This indicates that ACM experiences smaller price fluctuations and is considered to be less risky than MTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.05%
10.74%
ACM
MTZ

Financials

ACM vs. MTZ - Financials Comparison

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab