ACM vs. MTZ
ACM (AECOM) and MTZ (MasTec, Inc.) are both stocks. Both operate in the Engineering & Construction industry within the Industrials sector. Over the past 10 years, ACM returned 8.66%/yr vs 33.76%/yr for MTZ. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
ACM vs. MTZ - Performance Comparison
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Returns By Period
In the year-to-date period, ACM achieves a -28.33% return, which is significantly lower than MTZ's 86.93% return. Over the past 10 years, ACM has underperformed MTZ with an annualized return of 8.66%, while MTZ has yielded a comparatively higher 33.76% annualized return.
ACM
- 1D
- -1.38%
- 1M
- -5.80%
- YTD
- -28.33%
- 6M
- -29.98%
- 1Y
- -37.37%
- 3Y*
- -6.29%
- 5Y*
- 2.74%
- 10Y*
- 8.66%
MTZ
- 1D
- 7.02%
- 1M
- 6.34%
- YTD
- 86.93%
- 6M
- 80.92%
- 1Y
- 148.19%
- 3Y*
- 54.33%
- 5Y*
- 31.50%
- 10Y*
- 33.76%
ACM vs. MTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | -28.33% | -9.91% | 16.67% | 9.77% | 10.72% | 55.38% | 15.42% | 62.75% | -28.67% | 2.17% |
MTZ MasTec, Inc. | 86.93% | 59.67% | 79.79% | -11.26% | -7.53% | 35.35% | 6.27% | 58.19% | -17.14% | 27.97% |
Correlation
The correlation between ACM and MTZ is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.52 |
The correlation between ACM and MTZ shifts across timeframes, from 0.35 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ACM:
$8.86B
MTZ:
$32.01B
ACM:
$3.82
MTZ:
$5.71
ACM:
17.75
MTZ:
71.16
ACM:
0.10
MTZ:
0.67
ACM:
0.56
MTZ:
2.10
ACM:
3.90
MTZ:
9.67
ACM:
$15.99B
MTZ:
$15.28B
ACM:
$1.24B
MTZ:
$1.85B
ACM:
$976.83M
MTZ:
$1.10B
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Return for Risk
ACM vs. MTZ — Risk / Return Rank
ACM
MTZ
ACM vs. MTZ - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACM | MTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.91 | ||
| Sortino ratioReturn per unit of downside risk | -5.35 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.53 | -0.75 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 6.40 | -7.16 |
| Martin ratioReturn relative to average drawdown | -1.43 | 23.42 | -24.85 |
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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.
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Drawdown Indicators
| ACM | MTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.97% | -97.72% | +37.75% |
Max Drawdown (1Y)Largest decline over 1 year | -49.15% | -23.30% | -25.85% |
Max Drawdown (3Y)Largest decline over 3 years | -49.15% | -61.01% | +11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -49.15% | -61.01% | +11.86% |
Max Drawdown (10Y)Largest decline over 10 years | -54.12% | -67.92% | +13.80% |
Current DrawdownCurrent decline from peak | -49.15% | -7.13% | -42.02% |
Average DrawdownAverage peak-to-trough decline | -18.51% | -51.86% | +33.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.16% | 6.35% | +19.81% |
Volatility
ACM vs. MTZ - Volatility Comparison
The current volatility for AECOM (ACM) is 8.71%, while MasTec, Inc. (MTZ) has a volatility of 13.63%. 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.
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Volatility by Period
| ACM | MTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 13.63% | -4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 26.43% | 30.17% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.33% | 39.90% | -7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.69% | 42.72% | -16.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.17% | 43.86% | -12.69% |
Dividends
ACM vs. MTZ - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 1.68%, while MTZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ACM AECOM | 1.68% | 1.09% | 0.82% | 0.78% | 0.71% |
MTZ MasTec, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
ACM vs. MTZ - Profitability Comparison
ACM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AECOM reported a gross profit of 296.50M and revenue of 3.80B. Therefore, the gross margin over that period was 7.8%.
MTZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported a gross profit of 477.90M and revenue of 3.83B. Therefore, the gross margin over that period was 12.5%.
ACM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AECOM reported an operating income of 229.65M and revenue of 3.80B, resulting in an operating margin of 6.0%.
MTZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported an operating income of 141.80M and revenue of 3.83B, resulting in an operating margin of 3.7%.
ACM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AECOM reported a net income of 179.86M and revenue of 3.80B, resulting in a net margin of 4.7%.
MTZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported a net income of 60.84M and revenue of 3.83B, resulting in a net margin of 1.6%.
Frequently Asked Questions
ACM and MTZ have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTZ has higher volatility (13.63%) compared to ACM (8.71%). In terms of maximum drawdown, ACM dropped -59.97% vs MTZ's -97.72%.
MTZ currently has the higher Sharpe Ratio (3.74 vs -1.16), 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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