PortfoliosLab logoPortfoliosLab logo
AME vs. WSP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AME vs. WSP.TO - Performance Comparison

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

Loading charts...

Different Trading Currencies

AME is traded in USD, while WSP.TO is traded in CAD. To make them comparable, the WSP.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AME achieves a 10.80% return, which is significantly higher than WSP.TO's -27.80% return. Both investments have delivered pretty close results over the past 10 years, with AME having a 17.87% annualized return and WSP.TO not far behind at 17.24%.


AME

1D
0.40%
1M
-1.86%
YTD
10.80%
6M
12.76%
1Y
27.02%
3Y*
14.64%
5Y*
11.51%
10Y*
17.87%

WSP.TO

1D
-0.73%
1M
-7.65%
YTD
-27.80%
6M
-25.10%
1Y
-34.59%
3Y*
0.77%
5Y*
3.46%
10Y*
17.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AME vs. WSP.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AME
AMETEK, Inc.
10.80%14.66%10.01%18.81%-4.33%22.32%22.19%48.27%-5.89%49.98%
WSP.TO
WSP Global Inc.
-27.80%3.54%26.37%22.14%-18.75%53.92%41.70%60.73%-7.49%47.96%

Correlation

The correlation between AME and WSP.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.37

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

0.39

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.32

Fundamentals

Market Cap

AME:

$52.20B

WSP.TO:

CA$24.71B

EPS

AME:

$6.62

WSP.TO:

CA$7.30

PE Ratio

AME:

34.32

WSP.TO:

25.05

PEG Ratio

AME:

3.20

WSP.TO:

1.43

PS Ratio

AME:

6.90

WSP.TO:

1.31

PB Ratio

AME:

4.36

WSP.TO:

2.46

Total Revenue (TTM)

AME:

$7.60B

WSP.TO:

CA$18.45B

Gross Profit (TTM)

AME:

$2.06B

WSP.TO:

CA$3.18B

EBITDA (TTM)

AME:

$2.15B

WSP.TO:

CA$2.56B

Compare stocks, funds, or ETFs

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


Return for Risk

AME vs. WSP.TO — Risk / Return Rank

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

AME
AME Risk / Return Rank: 7777
Overall Rank
AME Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AME Sortino Ratio Rank: 7777
Sortino Ratio Rank
AME Omega Ratio Rank: 7272
Omega Ratio Rank
AME Calmar Ratio Rank: 7676
Calmar Ratio Rank
AME Martin Ratio Rank: 8181
Martin Ratio Rank

WSP.TO
WSP.TO Risk / Return Rank: 44
Overall Rank
WSP.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WSP.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
WSP.TO Omega Ratio Rank: 44
Omega Ratio Rank
WSP.TO Calmar Ratio Rank: 77
Calmar Ratio Rank
WSP.TO Martin Ratio Rank: 11
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.

AME vs. WSP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMETEK, Inc. (AME) 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.

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.


AMEWSP.TODifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.23

0.77

+0.46

Calmar ratioReturn relative to maximum drawdown

2.00

-0.92

+2.92

Martin ratioReturn relative to average drawdown

6.35

-2.06

+8.42

AME vs. WSP.TO - Sharpe Ratio Comparison

The current AME Sharpe Ratio is 1.22, which is higher than the WSP.TO Sharpe Ratio of -1.28. The chart below compares the historical Sharpe Ratios of AME and WSP.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AME vs. WSP.TO - Drawdown Comparison

The maximum AME drawdown since its inception was -53.31%, roughly equal to the maximum WSP.TO drawdown of -53.85%. Use the drawdown chart below to compare losses from any high point for AME and WSP.TO.


Loading charts...

Drawdown Indicators


AMEWSP.TODifference

Max Drawdown

Largest peak-to-trough decline

-53.31%

-53.85%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-37.62%

+24.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.04%

-37.62%

+14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-37.62%

+10.56%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

-42.22%

-0.50%

Current Drawdown

Current decline from peak

-5.91%

-37.62%

+31.71%

Average Drawdown

Average peak-to-trough decline

-11.91%

-12.87%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

16.77%

-12.50%

Volatility

AME vs. WSP.TO - Volatility Comparison

The current volatility for AMETEK, Inc. (AME) is 6.77%, while WSP Global Inc. (WSP.TO) has a volatility of 8.13%. This indicates that AME 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.


Loading charts...

Volatility by Period


AMEWSP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

8.13%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

16.76%

23.88%

-7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.18%

27.10%

-4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.73%

24.57%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.44%

25.05%

-0.61%

Dividends

AME vs. WSP.TO - Dividend Comparison

AME's dividend yield for the trailing twelve months is around 0.56%, less than WSP.TO's 0.82% yield.


PositionTTM20252024202320222021202020192018201720162015
AME
AMETEK, Inc.
0.56%0.60%0.62%0.61%0.63%0.54%0.60%0.56%0.83%0.50%0.74%0.67%
WSP.TO
WSP Global Inc.
0.82%0.60%0.59%0.81%0.95%0.82%1.24%1.69%2.56%2.50%3.36%3.53%

Financials

AME vs. WSP.TO - Financials Comparison

This section allows you to compare key financial metrics between AMETEK, Inc. 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
1.93B
4.55B
(AME) Total Revenue
(WSP.TO) Total Revenue
Please note, different currencies. AME values in USD, WSP.TO values in CAD

AME vs. WSP.TO - Profitability Comparison

The chart below illustrates the profitability comparison between AMETEK, Inc. and WSP Global Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%202220232024202520260
17.9%
Portfolio components
AME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AMETEK, Inc. reported a gross profit of 0.00 and revenue of 1.93B. Therefore, the gross margin over that period was 0.0%.

WSP.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WSP Global Inc. reported a gross profit of 813.10M and revenue of 4.55B. Therefore, the gross margin over that period was 17.9%.

AME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AMETEK, Inc. reported an operating income of 514.94M and revenue of 1.93B, resulting in an operating margin of 26.7%.

WSP.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WSP Global Inc. reported an operating income of 416.50M and revenue of 4.55B, resulting in an operating margin of 9.2%.

AME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AMETEK, Inc. reported a net income of 399.36M and revenue of 1.93B, resulting in a net margin of 20.7%.

WSP.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WSP Global Inc. reported a net income of 144.10M and revenue of 4.55B, resulting in a net margin of 3.2%.


Frequently Asked Questions


AME and WSP.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AME and WSP.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer