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ACM vs. WSP.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACM and WSP.TO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

ACM vs. WSP.TO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
353.62%
2,097.76%
ACM
WSP.TO

Key characteristics

Sharpe Ratio

ACM:

-0.14

WSP.TO:

0.75

Sortino Ratio

ACM:

-0.03

WSP.TO:

1.11

Omega Ratio

ACM:

1.00

WSP.TO:

1.14

Calmar Ratio

ACM:

-0.16

WSP.TO:

1.28

Martin Ratio

ACM:

-0.36

WSP.TO:

4.28

Ulcer Index

ACM:

8.98%

WSP.TO:

3.58%

Daily Std Dev

ACM:

23.54%

WSP.TO:

21.13%

Max Drawdown

ACM:

-59.97%

WSP.TO:

-39.02%

Current Drawdown

ACM:

-20.31%

WSP.TO:

-8.52%

Fundamentals

Market Cap

ACM:

$12.30B

WSP.TO:

CA$31.17B

EPS

ACM:

$4.33

WSP.TO:

CA$5.37

PE Ratio

ACM:

21.42

WSP.TO:

44.47

PEG Ratio

ACM:

0.97

WSP.TO:

0.73

Total Revenue (TTM)

ACM:

$12.28B

WSP.TO:

CA$12.58B

Gross Profit (TTM)

ACM:

$847.60M

WSP.TO:

CA$7.02B

EBITDA (TTM)

ACM:

$902.60M

WSP.TO:

CA$998.30M

Returns By Period

In the year-to-date period, ACM achieves a -12.74% return, which is significantly lower than WSP.TO's -5.44% return. Over the past 10 years, ACM has underperformed WSP.TO with an annualized return of 11.77%, while WSP.TO has yielded a comparatively higher 20.96% annualized return.


ACM

YTD

-12.74%

1M

-1.16%

6M

-9.12%

1Y

-3.99%

5Y*

29.70%

10Y*

11.77%

WSP.TO

YTD

-5.44%

1M

-3.12%

6M

0.21%

1Y

15.31%

5Y*

26.17%

10Y*

20.96%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ACM vs. WSP.TO — 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 4141
Overall Rank
The Sharpe Ratio Rank of ACM is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 3737
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 4545
Martin Ratio Rank

WSP.TO
The Risk-Adjusted Performance Rank of WSP.TO is 7777
Overall Rank
The Sharpe Ratio Rank of WSP.TO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of WSP.TO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WSP.TO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of WSP.TO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of WSP.TO is 8484
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. WSP.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and WSP Global Inc. (WSP.TO). 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 -0.05, compared to the broader market-2.00-1.000.001.002.003.00
ACM: -0.05
WSP.TO: 0.48
The chart of Sortino ratio for ACM, currently valued at 0.10, compared to the broader market-6.00-4.00-2.000.002.004.00
ACM: 0.10
WSP.TO: 0.79
The chart of Omega ratio for ACM, currently valued at 1.01, compared to the broader market0.501.001.502.00
ACM: 1.01
WSP.TO: 1.10
The chart of Calmar ratio for ACM, currently valued at -0.06, compared to the broader market0.001.002.003.004.005.00
ACM: -0.06
WSP.TO: 0.79
The chart of Martin ratio for ACM, currently valued at -0.13, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ACM: -0.13
WSP.TO: 2.69

The current ACM Sharpe Ratio is -0.14, which is lower than the WSP.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ACM and WSP.TO, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.05
0.48
ACM
WSP.TO

Dividends

ACM vs. WSP.TO - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 1.27%, more than WSP.TO's 0.64% yield.


TTM20242023202220212020201920182017201620152014
ACM
AECOM
1.27%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WSP.TO
WSP Global Inc.
0.64%0.60%0.82%0.97%0.83%1.26%1.69%2.56%2.50%3.36%3.53%4.19%

Drawdowns

ACM vs. WSP.TO - Drawdown Comparison

The maximum ACM drawdown since its inception was -59.97%, which is greater than WSP.TO's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for ACM and WSP.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.31%
-6.89%
ACM
WSP.TO

Volatility

ACM vs. WSP.TO - Volatility Comparison

The current volatility for AECOM (ACM) is 6.59%, while WSP Global Inc. (WSP.TO) has a volatility of 8.13%. This indicates that ACM experiences smaller price fluctuations and is considered to be less risky than WSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
6.59%
8.13%
ACM
WSP.TO

Financials

ACM vs. WSP.TO - Financials Comparison

This section allows you to compare key financial metrics between AECOM and WSP Global 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


Please note, different currencies. ACM values in USD, WSP.TO values in CAD
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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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