PortfoliosLab logo
ACM vs. PWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACM and PWR is 0.62, 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. PWR - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

ACM:

0.91

PWR:

0.73

Sortino Ratio

ACM:

1.38

PWR:

1.19

Omega Ratio

ACM:

1.16

PWR:

1.17

Calmar Ratio

ACM:

0.83

PWR:

0.92

Martin Ratio

ACM:

2.17

PWR:

2.28

Ulcer Index

ACM:

9.60%

PWR:

13.61%

Daily Std Dev

ACM:

25.74%

PWR:

42.43%

Max Drawdown

ACM:

-59.97%

PWR:

-97.07%

Current Drawdown

ACM:

-6.01%

PWR:

-3.66%

Fundamentals

Market Cap

ACM:

$14.47B

PWR:

$51.10B

EPS

ACM:

$4.67

PWR:

$6.21

PE Ratio

ACM:

23.42

PWR:

55.52

PEG Ratio

ACM:

1.15

PWR:

2.14

PS Ratio

ACM:

0.90

PWR:

2.05

PB Ratio

ACM:

6.33

PWR:

6.85

Total Revenue (TTM)

ACM:

$16.05B

PWR:

$24.87B

Gross Profit (TTM)

ACM:

$1.14B

PWR:

$3.53B

EBITDA (TTM)

ACM:

$926.66M

PWR:

$2.24B

Returns By Period

In the year-to-date period, ACM achieves a 2.92% return, which is significantly lower than PWR's 9.17% return. Over the past 10 years, ACM has underperformed PWR with an annualized return of 13.03%, while PWR has yielded a comparatively higher 27.93% annualized return.


ACM

YTD

2.92%

1M

15.91%

6M

2.82%

1Y

23.25%

5Y*

27.31%

10Y*

13.03%

PWR

YTD

9.17%

1M

29.03%

6M

6.71%

1Y

30.58%

5Y*

60.54%

10Y*

27.93%

*Annualized

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. PWR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACM
The Risk-Adjusted Performance Rank of ACM is 7676
Overall Rank
The Sharpe Ratio Rank of ACM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 7373
Martin Ratio Rank

PWR
The Risk-Adjusted Performance Rank of PWR is 7575
Overall Rank
The Sharpe Ratio Rank of PWR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of PWR is 7070
Sortino Ratio Rank
The Omega Ratio Rank of PWR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of PWR is 8282
Calmar Ratio Rank
The Martin Ratio Rank of PWR is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACM vs. PWR - Risk-Adjusted Performance Comparison

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


The current ACM Sharpe Ratio is 0.91, which is comparable to the PWR Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ACM and PWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

ACM vs. PWR - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.88%, more than PWR's 0.11% yield.


TTM2024202320222021202020192018
ACM
AECOM
0.88%0.82%0.78%0.71%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.11%0.09%0.15%0.25%0.16%0.29%0.42%0.13%

Drawdowns

ACM vs. PWR - Drawdown Comparison

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for ACM and PWR. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ACM vs. PWR - Volatility Comparison

The current volatility for AECOM (ACM) is 5.54%, while Quanta Services, Inc. (PWR) has a volatility of 12.84%. This indicates that ACM experiences smaller price fluctuations and is considered to be less risky than PWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

ACM vs. PWR - Financials Comparison

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


3.00B4.00B5.00B6.00B7.00B20212022202320242025
3.77B
6.23B
(ACM) Total Revenue
(PWR) Total Revenue
Values in USD except per share items

ACM vs. PWR - Profitability Comparison

The chart below illustrates the profitability comparison between AECOM and Quanta Services, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

6.0%8.0%10.0%12.0%14.0%16.0%20212022202320242025
7.7%
13.4%
(ACM) Gross Margin
(PWR) Gross Margin
ACM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AECOM reported a gross profit of 290.76M and revenue of 3.77B. Therefore, the gross margin over that period was 7.7%.

PWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Quanta Services, Inc. reported a gross profit of 834.04M and revenue of 6.23B. Therefore, the gross margin over that period was 13.4%.

ACM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AECOM reported an operating income of 257.57M and revenue of 3.77B, resulting in an operating margin of 6.8%.

PWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Quanta Services, Inc. reported an operating income of 239.08M and revenue of 6.23B, resulting in an operating margin of 3.8%.

ACM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AECOM reported a net income of 143.39M and revenue of 3.77B, resulting in a net margin of 3.8%.

PWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Quanta Services, Inc. reported a net income of 144.26M and revenue of 6.23B, resulting in a net margin of 2.3%.