ACM vs. TTEK
ACM (AECOM) and TTEK (Tetra Tech, Inc.) are both stocks. Both operate in the Engineering & Construction industry within the Industrials sector. Over the past 10 years, ACM returned 8.49%/yr vs 17.14%/yr for TTEK. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
ACM vs. TTEK - Performance Comparison
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Returns By Period
In the year-to-date period, ACM achieves a -25.17% return, which is significantly lower than TTEK's -17.39% return. Over the past 10 years, ACM has underperformed TTEK with an annualized return of 8.49%, while TTEK has yielded a comparatively higher 17.14% annualized return.
ACM
- 1D
- -0.41%
- 1M
- -12.09%
- YTD
- -25.17%
- 6M
- -29.69%
- 1Y
- -35.66%
- 3Y*
- -4.40%
- 5Y*
- 2.79%
- 10Y*
- 8.49%
TTEK
- 1D
- -1.11%
- 1M
- -8.67%
- YTD
- -17.39%
- 6M
- -17.49%
- 1Y
- -21.86%
- 3Y*
- -3.57%
- 5Y*
- 2.99%
- 10Y*
- 17.14%
ACM vs. TTEK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | -25.17% | -9.91% | 16.67% | 9.77% | 10.72% | 55.38% | 15.42% | 62.75% | -28.67% | 2.17% |
TTEK Tetra Tech, Inc. | -17.39% | -15.19% | 19.98% | 15.74% | -13.96% | 47.46% | 35.34% | 67.76% | 8.39% | 12.57% |
Correlation
The correlation between ACM and TTEK is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.52 |
The correlation between ACM and TTEK has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.
Fundamentals
ACM:
$9.25B
TTEK:
$7.24B
ACM:
$3.82
TTEK:
$2.20
ACM:
18.53
TTEK:
12.57
ACM:
0.11
TTEK:
3.22
ACM:
0.59
TTEK:
1.48
ACM:
4.08
TTEK:
3.89
ACM:
$15.99B
TTEK:
$4.91B
ACM:
$1.24B
TTEK:
$960.15M
ACM:
$976.83M
TTEK:
$627.52M
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Return for Risk
ACM vs. TTEK — Risk / Return Rank
ACM
TTEK
ACM vs. TTEK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Tetra Tech, Inc. (TTEK). 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 | TTEK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.90 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | -0.57 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.45 | -1.30 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACM | TTEK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.12 | -0.63 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.09 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.54 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.33 | -0.14 |
Drawdowns
ACM vs. TTEK - Drawdown Comparison
The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum TTEK drawdown of -77.89%. Use the drawdown chart below to compare losses from any high point for ACM and TTEK.
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Drawdown Indicators
| ACM | TTEK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.97% | -77.89% | +17.92% |
Max Drawdown (1Y)Largest decline over 1 year | -48.02% | -38.30% | -9.72% |
Max Drawdown (3Y)Largest decline over 3 years | -48.02% | -47.50% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -48.02% | -47.50% | -0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -54.12% | -47.50% | -6.62% |
Current DrawdownCurrent decline from peak | -46.91% | -44.67% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -18.46% | -20.66% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.54% | 16.81% | +7.73% |
Volatility
ACM vs. TTEK - Volatility Comparison
AECOM (ACM) has a higher volatility of 14.54% compared to Tetra Tech, Inc. (TTEK) at 10.76%. This indicates that ACM's price experiences larger fluctuations and is considered to be riskier than TTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACM | TTEK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.54% | 10.76% | +3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 26.10% | 27.12% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.96% | 34.96% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 32.05% | -5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.17% | 32.03% | -0.86% |
Dividends
ACM vs. TTEK - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 1.61%, more than TTEK's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | 1.61% | 1.09% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTEK Tetra Tech, Inc. | 0.97% | 0.75% | 0.57% | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% |
Financials
ACM vs. TTEK - Financials Comparison
This section allows you to compare key financial metrics between AECOM and Tetra Tech, 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.
Total Revenue: Total amount of money received from sales and other business activities
ACM vs. TTEK - Profitability Comparison
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%.
TTEK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tetra Tech, Inc. reported a gross profit of 214.09M and revenue of 1.22B. Therefore, the gross margin over that period was 17.6%.
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%.
TTEK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tetra Tech, Inc. reported an operating income of 131.52M and revenue of 1.22B, resulting in an operating margin of 10.8%.
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%.
TTEK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tetra Tech, Inc. reported a net income of 233.58M and revenue of 1.22B, resulting in a net margin of 19.1%.
Frequently Asked Questions
ACM and TTEK have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACM has higher volatility (14.54%) compared to TTEK (10.76%). In terms of maximum drawdown, ACM dropped -59.97% vs TTEK's -77.89%.
TTEK currently has the higher Sharpe Ratio (-0.63 vs -1.12), 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.
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