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ACM vs. TPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ACM vs. TPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AECOM (ACM) and Tutor Perini Corporation (TPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACM achieves a -25.95% return, which is significantly lower than TPC's 11.97% return. Over the past 10 years, ACM has underperformed TPC with an annualized return of 8.79%, while TPC has yielded a comparatively higher 12.65% annualized return.


ACM

1D
0.76%
1M
-1.67%
YTD
-25.95%
6M
-28.58%
1Y
-36.69%
3Y*
-5.34%
5Y*
2.52%
10Y*
8.79%

TPC

1D
1.78%
1M
-5.68%
YTD
11.97%
6M
11.44%
1Y
78.49%
3Y*
120.04%
5Y*
38.76%
10Y*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACM vs. TPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACM
AECOM
-25.95%-9.91%16.67%9.77%10.72%55.38%15.42%62.75%-28.67%2.17%
TPC
Tutor Perini Corporation
11.97%177.18%165.93%20.53%-38.97%-4.48%0.70%-19.47%-37.00%-9.46%

Correlation

The correlation between ACM and TPC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since May 10, 2007

0.53

The correlation between ACM and TPC has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.

Fundamentals

Market Cap

ACM:

$9.16B

TPC:

$4.03B

EPS

ACM:

$3.82

TPC:

$2.35

PE Ratio

ACM:

18.34

TPC:

31.89

PS Ratio

ACM:

0.58

TPC:

0.71

PB Ratio

ACM:

4.03

TPC:

3.32

Total Revenue (TTM)

ACM:

$15.99B

TPC:

$5.69B

Gross Profit (TTM)

ACM:

$1.24B

TPC:

$667.75M

EBITDA (TTM)

ACM:

$976.83M

TPC:

$285.88M

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Return for Risk

ACM vs. TPC — Risk / Return Rank

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

ACM
ACM Risk / Return Rank: 77
Overall Rank
ACM Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ACM Sortino Ratio Rank: 66
Sortino Ratio Rank
ACM Omega Ratio Rank: 55
Omega Ratio Rank
ACM Calmar Ratio Rank: 1414
Calmar Ratio Rank
ACM Martin Ratio Rank: 88
Martin Ratio Rank

TPC
TPC Risk / Return Rank: 8282
Overall Rank
TPC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
TPC Omega Ratio Rank: 8282
Omega Ratio Rank
TPC Calmar Ratio Rank: 8181
Calmar Ratio Rank
TPC Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACM vs. TPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Tutor Perini Corporation (TPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACMTPCDifference
Sharpe ratioReturn per unit of total volatility

-2.77

Sortino ratioReturn per unit of downside risk

-3.62

Omega ratioGain probability vs. loss probability

0.78

1.30

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.76

2.60

-3.36

Martin ratioReturn relative to average drawdown

-1.46

7.47

-8.93

ACM vs. TPC - Sharpe Ratio Comparison

The current ACM Sharpe Ratio is -1.15, which is lower than the TPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ACM and TPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACM vs. TPC - Drawdown Comparison

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum TPC drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for ACM and TPC.


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Drawdown Indicators


ACMTPCDifference

Max Drawdown

Largest peak-to-trough decline

-59.97%

-95.89%

+35.92%

Max Drawdown (1Y)

Largest decline over 1 year

-48.61%

-29.33%

-19.28%

Max Drawdown (3Y)

Largest decline over 3 years

-48.61%

-40.94%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-48.61%

-67.46%

+18.85%

Max Drawdown (10Y)

Largest decline over 10 years

-54.12%

-91.02%

+36.90%

Current Drawdown

Current decline from peak

-47.45%

-22.95%

-24.50%

Average Drawdown

Average peak-to-trough decline

-18.48%

-51.96%

+33.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.27%

10.18%

+15.09%

Volatility

ACM vs. TPC - Volatility Comparison

The current volatility for AECOM (ACM) is 8.02%, while Tutor Perini Corporation (TPC) has a volatility of 14.19%. This indicates that ACM experiences smaller price fluctuations and is considered to be less risky than TPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACMTPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

14.19%

-6.17%

Volatility (6M)

Calculated over the trailing 6-month period

26.30%

38.23%

-11.93%

Volatility (1Y)

Calculated over the trailing 1-year period

32.14%

46.98%

-14.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.70%

55.36%

-28.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.18%

65.08%

-33.90%

Dividends

ACM vs. TPC - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 1.63%, more than TPC's 0.24% yield.


PositionTTM2025202420232022
ACM
AECOM
1.63%1.09%0.82%0.78%0.71%
TPC
Tutor Perini Corporation
0.24%0.09%0.00%0.00%0.00%

Financials

ACM vs. TPC - Financials Comparison

This section allows you to compare key financial metrics between AECOM and Tutor Perini Corporation. 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


1.00B2.00B3.00B4.00B20222023202420252026
3.80B
1.39B
(ACM) Total Revenue
(TPC) Total Revenue
Values in USD except per share items

ACM vs. TPC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-5.0%0.0%5.0%10.0%15.0%20222023202420252026
7.8%
11.1%
Portfolio components
ACM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AECOM reported a gross profit of 296.50M and revenue of 3.80B. Therefore, the gross margin over that period was 7.8%.

TPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported a gross profit of 154.63M and revenue of 1.39B. Therefore, the gross margin over that period was 11.1%.

ACM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AECOM reported an operating income of 229.65M and revenue of 3.80B, resulting in an operating margin of 6.0%.

TPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported an operating income of 59.18M and revenue of 1.39B, resulting in an operating margin of 4.3%.

ACM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AECOM reported a net income of 179.86M and revenue of 3.80B, resulting in a net margin of 4.7%.

TPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported a net income of 73.49M and revenue of 1.39B, resulting in a net margin of 5.3%.


Frequently Asked Questions


ACM and TPC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TPC has higher volatility (14.19%) compared to ACM (8.02%). In terms of maximum drawdown, ACM dropped -59.97% vs TPC's -95.89%.

TPC currently has the higher Sharpe Ratio (1.62 vs -1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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