ACM vs. MTZ
Compare and contrast key facts about AECOM (ACM) and MasTec, Inc. (MTZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACM or MTZ.
Key characteristics
ACM | MTZ | |
---|---|---|
YTD Return | 5.53% | 23.78% |
1Y Return | 18.26% | -1.02% |
3Y Return (Ann) | 15.49% | 1.32% |
5Y Return (Ann) | 27.38% | 14.33% |
10Y Return (Ann) | 12.12% | 8.13% |
Sharpe Ratio | 0.97 | 0.05 |
Daily Std Dev | 20.81% | 47.78% |
Max Drawdown | -59.97% | -97.72% |
Current Drawdown | -1.11% | -23.22% |
Fundamentals
ACM | MTZ | |
---|---|---|
Market Cap | $13.28B | $7.13B |
EPS | $0.90 | -$0.64 |
PE Ratio | 108.46 | 39.16 |
PEG Ratio | 0.37 | 1.54 |
Revenue (TTM) | $14.90B | $12.00B |
Gross Profit (TTM) | $945.47M | $1.22B |
EBITDA (TTM) | $998.11M | $755.17M |
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.
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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AECOM | 0.97 | ||||
MasTec, Inc. | -0.01 |
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.
TTM | 2023 | 2022 | |
---|---|---|---|
AECOM | 0.78% | 0.78% | 0.71% |
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
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.