PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AEO.L vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEO.L and EME is 0.06, 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: 0.1

Performance

AEO.L vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aeorema Communications plc (AEO.L) and EMCOR Group, Inc. (EME). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
-25.31%
2,543.25%
AEO.L
EME

Key characteristics

Sharpe Ratio

AEO.L:

-1.27

EME:

0.24

Sortino Ratio

AEO.L:

-1.72

EME:

0.57

Omega Ratio

AEO.L:

0.68

EME:

1.09

Calmar Ratio

AEO.L:

-0.46

EME:

0.28

Martin Ratio

AEO.L:

-1.64

EME:

0.74

Ulcer Index

AEO.L:

16.16%

EME:

13.40%

Daily Std Dev

AEO.L:

20.90%

EME:

41.99%

Max Drawdown

AEO.L:

-97.67%

EME:

-70.56%

Current Drawdown

AEO.L:

-56.72%

EME:

-29.28%

Fundamentals

Market Cap

AEO.L:

£4.17M

EME:

$17.23B

EPS

AEO.L:

£0.03

EME:

$21.52

PE Ratio

AEO.L:

14.33

EME:

17.60

PEG Ratio

AEO.L:

0.00

EME:

1.32

PS Ratio

AEO.L:

0.20

EME:

1.18

PB Ratio

AEO.L:

1.49

EME:

5.86

Returns By Period

In the year-to-date period, AEO.L achieves a -19.63% return, which is significantly lower than EME's -16.45% return. Over the past 10 years, AEO.L has underperformed EME with an annualized return of 8.08%, while EME has yielded a comparatively higher 23.96% annualized return.


AEO.L

YTD

-19.63%

1M

-1.15%

6M

-13.86%

1Y

-24.63%

5Y*

16.24%

10Y*

8.08%

EME

YTD

-16.45%

1M

-4.07%

6M

-16.42%

1Y

15.54%

5Y*

44.87%

10Y*

23.96%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AEO.L vs. EME — Risk-Adjusted Performance Rank

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

AEO.L
The Risk-Adjusted Performance Rank of AEO.L is 88
Overall Rank
The Sharpe Ratio Rank of AEO.L is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of AEO.L is 55
Sortino Ratio Rank
The Omega Ratio Rank of AEO.L is 22
Omega Ratio Rank
The Calmar Ratio Rank of AEO.L is 2525
Calmar Ratio Rank
The Martin Ratio Rank of AEO.L is 77
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6262
Overall Rank
The Sharpe Ratio Rank of EME is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 5656
Sortino Ratio Rank
The Omega Ratio Rank of EME is 5858
Omega Ratio Rank
The Calmar Ratio Rank of EME is 6767
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6363
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.

AEO.L vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aeorema Communications plc (AEO.L) and EMCOR Group, Inc. (EME). 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 AEO.L, currently valued at -1.08, compared to the broader market-2.00-1.000.001.002.003.00
AEO.L: -1.08
EME: 0.21
The chart of Sortino ratio for AEO.L, currently valued at -1.40, compared to the broader market-6.00-4.00-2.000.002.004.00
AEO.L: -1.40
EME: 0.53
The chart of Omega ratio for AEO.L, currently valued at 0.79, compared to the broader market0.501.001.502.00
AEO.L: 0.79
EME: 1.08
The chart of Calmar ratio for AEO.L, currently valued at -0.41, compared to the broader market0.001.002.003.004.00
AEO.L: -0.41
EME: 0.24
The chart of Martin ratio for AEO.L, currently valued at -1.56, compared to the broader market-5.000.005.0010.0015.0020.00
AEO.L: -1.56
EME: 0.64

The current AEO.L Sharpe Ratio is -1.27, which is lower than the EME Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of AEO.L and EME, 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-1.08
0.21
AEO.L
EME

Dividends

AEO.L vs. EME - Dividend Comparison

AEO.L's dividend yield for the trailing twelve months is around 6.98%, more than EME's 0.26% yield.


TTM20242023202220212020201920182017201620152014
AEO.L
Aeorema Communications plc
6.98%5.61%3.16%2.50%0.00%0.00%2.60%2.42%1.67%19.61%9.30%6.06%
EME
EMCOR Group, Inc.
0.26%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

AEO.L vs. EME - Drawdown Comparison

The maximum AEO.L drawdown since its inception was -97.67%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for AEO.L and EME. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.91%
-29.28%
AEO.L
EME

Volatility

AEO.L vs. EME - Volatility Comparison

The current volatility for Aeorema Communications plc (AEO.L) is 7.17%, while EMCOR Group, Inc. (EME) has a volatility of 17.23%. This indicates that AEO.L experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.17%
17.23%
AEO.L
EME

Financials

AEO.L vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Aeorema Communications plc and EMCOR Group, 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. AEO.L values in GBp, EME values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab