BTU vs. EPAM
BTU (Peabody Energy Corporation) and EPAM (EPAM Systems, Inc.) are both stocks. BTU operates in Thermal Coal (Energy), while EPAM operates in Information Technology Services (Technology). Over the past 5 years, BTU returned 13.74%/yr vs -28.37%/yr for EPAM. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
BTU vs. EPAM - Performance Comparison
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Returns By Period
In the year-to-date period, BTU achieves a -27.83% return, which is significantly higher than EPAM's -48.48% return.
BTU
- 1D
- -0.37%
- 1M
- -4.39%
- 6M
- -39.21%
- YTD
- -27.83%
- 1Y
- 34.27%
- 3Y*
- -0.08%
- 5Y*
- 13.74%
- 10Y*
- —
- ALL TIME*
- -2.10%
EPAM
- 1D
- 1.83%
- 1M
- 19.59%
- 6M
- -49.40%
- YTD
- -48.48%
- 1Y
- -30.09%
- 3Y*
- -23.90%
- 5Y*
- -28.37%
- 10Y*
- 4.17%
- ALL TIME*
- 15.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $64.45M | $57.10M | $82.42M | |
| $148.55M | $147.16M | $188.93M |
BTU vs. EPAM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTU Peabody Energy Corporation | -27.83% | 44.18% | -12.80% | -7.03% | 162.36% | 317.84% | -73.57% | -67.32% | -21.62% | 31.10% |
EPAM EPAM Systems, Inc. | -48.48% | -12.38% | -21.36% | -9.28% | -50.97% | 86.54% | 68.91% | 82.88% | 7.99% | 42.25% |
Correlation
The correlation between BTU and EPAM is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2017 | 0.11 |
Fundamentals
BTU:
$2.60B
EPAM:
$5.51B
BTU:
-$0.98
EPAM:
$7.02
BTU:
0.66
EPAM:
1.05
BTU:
$3.90B
EPAM:
$5.56B
BTU:
$260.30M
EPAM:
$1.58B
BTU:
$333.20M
EPAM:
$670.13M
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Return for Risk
BTU vs. EPAM — Risk / Return Rank
BTU
EPAM
BTU vs. EPAM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Peabody Energy Corporation (BTU) and EPAM Systems, Inc. (EPAM). 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.
| BTU | EPAM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.90 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.51 | +1.22 |
| Martin ratioReturn relative to average drawdown | 1.48 | -0.95 | +2.43 |
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Drawdowns
BTU vs. EPAM - Drawdown Comparison
The maximum BTU drawdown since its inception was -98.07%, which is greater than EPAM's maximum drawdown of -89.40%. Use the drawdown chart below to compare losses from any high point for BTU and EPAM.
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Drawdown Indicators
| BTU | EPAM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.07% | -89.40% | -8.67% |
Max Drawdown (1Y)Largest decline over 1 year | -47.12% | -65.65% | +18.53% |
Max Drawdown (3Y)Largest decline over 3 years | -65.14% | -75.83% | +10.69% |
Max Drawdown (5Y)Largest decline over 5 years | -67.44% | -89.40% | +21.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.40% | — |
Current DrawdownCurrent decline from peak | -48.36% | -85.29% | +36.93% |
Average DrawdownAverage peak-to-trough decline | -48.00% | -26.33% | -21.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.79% | 34.75% | -11.96% |
Volatility
BTU vs. EPAM - Volatility Comparison
Peabody Energy Corporation (BTU) and EPAM Systems, Inc. (EPAM) have volatilities of 14.54% and 14.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTU | EPAM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.54% | 14.54% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 41.93% | 42.53% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.35% | 49.02% | +9.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.02% | 55.19% | +7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.42% | 46.08% | +31.34% |
Dividends
BTU vs. EPAM - Dividend Comparison
BTU's dividend yield for the trailing twelve months is around 1.41%, while EPAM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BTU Peabody Energy Corporation | 1.41% | 1.01% | 1.43% | 0.93% | 0.00% | 0.00% | 0.00% | 26.43% | 1.59% |
EPAM EPAM Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BTU vs. EPAM - Financials Comparison
This section allows you to compare key financial metrics between Peabody Energy Corporation and EPAM Systems, 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
BTU vs. EPAM - Profitability Comparison
BTU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Peabody Energy Corporation reported a gross profit of 108.60M and revenue of 973.30M. Therefore, the gross margin over that period was 11.2%.
EPAM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, EPAM Systems, Inc. reported a gross profit of 388.01M and revenue of 1.40B. Therefore, the gross margin over that period was 27.7%.
BTU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Peabody Energy Corporation reported an operating income of -46.10M and revenue of 973.30M, resulting in an operating margin of -4.7%.
EPAM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, EPAM Systems, Inc. reported an operating income of 116.77M and revenue of 1.40B, resulting in an operating margin of 8.3%.
BTU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Peabody Energy Corporation reported a net income of -32.40M and revenue of 973.30M, resulting in a net margin of -3.3%.
EPAM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, EPAM Systems, Inc. reported a net income of 82.52M and revenue of 1.40B, resulting in a net margin of 5.9%.
Frequently Asked Questions
BTU and EPAM have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPAM has higher volatility (14.54%) compared to BTU (14.54%). In terms of maximum drawdown, BTU dropped -98.07% vs EPAM's -89.40%.
BTU currently has the higher Sharpe Ratio (0.58 vs -0.68), 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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