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

Correlation

The correlation between ACM and PWR is 0.61, 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.


-0.50.00.51.00.6

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
425.53%
1,057.20%
ACM
PWR

Key characteristics

Sharpe Ratio

ACM:

0.88

PWR:

1.70

Sortino Ratio

ACM:

1.40

PWR:

2.43

Omega Ratio

ACM:

1.17

PWR:

1.32

Calmar Ratio

ACM:

1.22

PWR:

3.53

Martin Ratio

ACM:

3.30

PWR:

10.27

Ulcer Index

ACM:

5.87%

PWR:

5.30%

Daily Std Dev

ACM:

21.96%

PWR:

32.10%

Max Drawdown

ACM:

-59.97%

PWR:

-97.07%

Current Drawdown

ACM:

-7.68%

PWR:

-5.25%

Fundamentals

Market Cap

ACM:

$14.62B

PWR:

$49.66B

EPS

ACM:

$3.71

PWR:

$5.42

PE Ratio

ACM:

29.76

PWR:

62.07

PEG Ratio

ACM:

1.12

PWR:

2.00

Total Revenue (TTM)

ACM:

$16.11B

PWR:

$22.90B

Gross Profit (TTM)

ACM:

$1.08B

PWR:

$2.98B

EBITDA (TTM)

ACM:

$1.12B

PWR:

$1.89B

Returns By Period

In the year-to-date period, ACM achieves a 17.95% return, which is significantly lower than PWR's 52.33% return. Over the past 10 years, ACM has underperformed PWR with an annualized return of 13.84%, while PWR has yielded a comparatively higher 28.18% annualized return.


ACM

YTD

17.95%

1M

-1.35%

6M

20.85%

1Y

17.67%

5Y*

20.57%

10Y*

13.84%

PWR

YTD

52.33%

1M

-1.18%

6M

19.94%

1Y

54.80%

5Y*

51.92%

10Y*

28.18%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ACM, currently valued at 0.88, compared to the broader market-4.00-2.000.002.000.881.70
The chart of Sortino ratio for ACM, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.402.43
The chart of Omega ratio for ACM, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.32
The chart of Calmar ratio for ACM, currently valued at 1.22, compared to the broader market0.002.004.006.001.223.53
The chart of Martin ratio for ACM, currently valued at 3.29, compared to the broader market-5.000.005.0010.0015.0020.0025.003.3010.27
ACM
PWR

The current ACM Sharpe Ratio is 0.88, which is lower than the PWR Sharpe Ratio of 1.70. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.88
1.70
ACM
PWR

Dividends

ACM vs. PWR - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.81%, more than PWR's 0.11% yield.


TTM202320222021202020192018
ACM
AECOM
0.81%0.78%0.71%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.11%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.68%
-5.25%
ACM
PWR

Volatility

ACM vs. PWR - Volatility Comparison

The current volatility for AECOM (ACM) is 6.05%, while Quanta Services, Inc. (PWR) has a volatility of 8.86%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.05%
8.86%
ACM
PWR

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


Values in USD except per share items
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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.

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