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ACM vs. MTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACMMTZ
YTD Return5.53%23.78%
1Y Return18.26%-1.02%
3Y Return (Ann)15.49%1.32%
5Y Return (Ann)27.38%14.33%
10Y Return (Ann)12.12%8.13%
Sharpe Ratio0.970.05
Daily Std Dev20.81%47.78%
Max Drawdown-59.97%-97.72%
Current Drawdown-1.11%-23.22%

Fundamentals


ACMMTZ
Market Cap$13.28B$7.13B
EPS$0.90-$0.64
PE Ratio108.4639.16
PEG Ratio0.371.54
Revenue (TTM)$14.90B$12.00B
Gross Profit (TTM)$945.47M$1.22B
EBITDA (TTM)$998.11M$755.17M

Correlation

0.53
-1.001.00

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.

Performance

ACM vs. MTZ - Performance Comparison

In the year-to-date period, ACM achieves a 5.53% return, which is significantly lower than MTZ's 23.78% return. Over the past 10 years, ACM has outperformed MTZ with an annualized return of 12.12%, while MTZ has yielded a comparatively lower 8.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
370.21%
655.28%
ACM
MTZ

Compare stocks, funds, or ETFs


AECOM

MasTec, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACM
AECOM
0.97
MTZ
MasTec, Inc.
-0.01

ACM vs. MTZ - Sharpe Ratio Comparison

The current ACM Sharpe Ratio is 0.97, which is higher than the MTZ Sharpe Ratio of -0.01. The chart below compares the 12-month rolling Sharpe Ratio of ACM and MTZ.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.97
-0.01
ACM
MTZ

Dividends

ACM vs. MTZ - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.78%, while MTZ has not paid dividends to shareholders.


TTM20232022
ACM
AECOM
0.78%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%. The drawdown chart below compares losses from any high point along the way for ACM and MTZ


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.11%
-23.22%
ACM
MTZ

Volatility

ACM vs. MTZ - Volatility Comparison

The current volatility for AECOM (ACM) is 5.43%, while MasTec, Inc. (MTZ) has a volatility of 14.98%. 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.


5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
5.43%
14.98%
ACM
MTZ