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

Key characteristics


ACMSTRL
YTD Return7.26%44.55%
1Y Return18.39%70.08%
3Y Return (Ann)15.29%77.63%
5Y Return (Ann)21.34%59.14%
10Y Return (Ann)10.41%32.44%
Sharpe Ratio0.801.38
Daily Std Dev22.81%52.67%
Max Drawdown-59.97%-92.51%
Current Drawdown-3.20%-6.23%

Fundamentals


ACMSTRL
Market Cap$13.11B$3.91B
EPS$2.71$5.19
PE Ratio36.1024.49
PEG Ratio0.321.41
Total Revenue (TTM)$15.84B$2.07B
Gross Profit (TTM)$1.04B$360.68M
EBITDA (TTM)$1.03B$295.59M

Correlation

-0.50.00.51.00.4

The correlation between ACM and STRL is 0.43, 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. STRL - Performance Comparison

In the year-to-date period, ACM achieves a 7.26% return, which is significantly lower than STRL's 44.55% return. Over the past 10 years, ACM has underperformed STRL with an annualized return of 10.41%, while STRL has yielded a comparatively higher 32.44% 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%350.00%400.00%450.00%500.00%550.00%AprilMayJuneJulyAugustSeptember
377.88%
521.82%
ACM
STRL

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Risk-Adjusted Performance

ACM vs. STRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Sterling Construction Company, Inc. (STRL). 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.


ACM
Sharpe ratio
The chart of Sharpe ratio for ACM, currently valued at 0.80, compared to the broader market-4.00-2.000.002.000.80
Sortino ratio
The chart of Sortino ratio for ACM, currently valued at 1.32, compared to the broader market-6.00-4.00-2.000.002.004.001.32
Omega ratio
The chart of Omega ratio for ACM, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for ACM, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.001.05
Martin ratio
The chart of Martin ratio for ACM, currently valued at 2.92, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.92
STRL
Sharpe ratio
The chart of Sharpe ratio for STRL, currently valued at 1.33, compared to the broader market-4.00-2.000.002.001.33
Sortino ratio
The chart of Sortino ratio for STRL, currently valued at 1.88, compared to the broader market-6.00-4.00-2.000.002.004.001.88
Omega ratio
The chart of Omega ratio for STRL, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for STRL, currently valued at 2.83, compared to the broader market0.001.002.003.004.005.002.83
Martin ratio
The chart of Martin ratio for STRL, currently valued at 5.99, compared to the broader market-10.00-5.000.005.0010.0015.0020.005.99

ACM vs. STRL - Sharpe Ratio Comparison

The current ACM Sharpe Ratio is 0.80, which is lower than the STRL Sharpe Ratio of 1.38. The chart below compares the 12-month rolling Sharpe Ratio of ACM and STRL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
0.80
1.33
ACM
STRL

Dividends

ACM vs. STRL - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.85%, while STRL has not paid dividends to shareholders.


TTM20232022
ACM
AECOM
0.85%0.78%0.71%
STRL
Sterling Construction Company, Inc.
0.00%0.00%0.00%

Drawdowns

ACM vs. STRL - Drawdown Comparison

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for ACM and STRL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.20%
-6.23%
ACM
STRL

Volatility

ACM vs. STRL - Volatility Comparison

The current volatility for AECOM (ACM) is 5.85%, while Sterling Construction Company, Inc. (STRL) has a volatility of 15.49%. This indicates that ACM experiences smaller price fluctuations and is considered to be less risky than STRL 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%AprilMayJuneJulyAugustSeptember
5.85%
15.49%
ACM
STRL

Financials

ACM vs. STRL - Financials Comparison

This section allows you to compare key financial metrics between AECOM and Sterling Construction Company, 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