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CNM vs. PWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CNM and PWR is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CNM vs. PWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core & Main, Inc. (CNM) and Quanta Services, Inc. (PWR). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
6.57%
35.45%
CNM
PWR

Key characteristics

Sharpe Ratio

CNM:

0.92

PWR:

2.37

Sortino Ratio

CNM:

1.40

PWR:

3.16

Omega Ratio

CNM:

1.21

PWR:

1.41

Calmar Ratio

CNM:

1.00

PWR:

5.02

Martin Ratio

CNM:

2.09

PWR:

15.16

Ulcer Index

CNM:

18.63%

PWR:

5.12%

Daily Std Dev

CNM:

42.17%

PWR:

32.84%

Max Drawdown

CNM:

-40.00%

PWR:

-97.07%

Current Drawdown

CNM:

-8.43%

PWR:

0.00%

Fundamentals

Market Cap

CNM:

$11.28B

PWR:

$52.85B

EPS

CNM:

$2.14

PWR:

$5.40

PE Ratio

CNM:

26.54

PWR:

66.30

Total Revenue (TTM)

CNM:

$7.18B

PWR:

$17.12B

Gross Profit (TTM)

CNM:

$1.83B

PWR:

$2.26B

EBITDA (TTM)

CNM:

$890.00M

PWR:

$1.41B

Returns By Period

In the year-to-date period, CNM achieves a 11.57% return, which is significantly lower than PWR's 13.31% return.


CNM

YTD

11.57%

1M

12.39%

6M

6.57%

1Y

35.89%

5Y*

N/A

10Y*

N/A

PWR

YTD

13.31%

1M

9.04%

6M

35.45%

1Y

76.19%

5Y*

54.82%

10Y*

29.66%

*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

CNM vs. PWR — Risk-Adjusted Performance Rank

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

CNM
The Risk-Adjusted Performance Rank of CNM is 7272
Overall Rank
The Sharpe Ratio Rank of CNM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CNM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of CNM is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CNM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of CNM is 6767
Martin Ratio Rank

PWR
The Risk-Adjusted Performance Rank of PWR is 9494
Overall Rank
The Sharpe Ratio Rank of PWR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PWR is 9292
Sortino Ratio Rank
The Omega Ratio Rank of PWR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PWR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of PWR is 9696
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.

CNM vs. PWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core & Main, Inc. (CNM) and Quanta Services, Inc. (PWR). 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 CNM, currently valued at 0.92, compared to the broader market-2.000.002.004.000.922.37
The chart of Sortino ratio for CNM, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.006.001.403.16
The chart of Omega ratio for CNM, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.41
The chart of Calmar ratio for CNM, currently valued at 1.00, compared to the broader market0.002.004.006.001.005.02
The chart of Martin ratio for CNM, currently valued at 2.09, compared to the broader market0.0010.0020.0030.002.0915.16
CNM
PWR

The current CNM Sharpe Ratio is 0.92, which is lower than the PWR Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of CNM and PWR, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.92
2.37
CNM
PWR

Dividends

CNM vs. PWR - Dividend Comparison

CNM has not paid dividends to shareholders, while PWR's dividend yield for the trailing twelve months is around 0.10%.


TTM2024202320222021202020192018
CNM
Core & Main, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.10%0.09%0.15%0.25%0.16%0.29%0.42%0.13%

Drawdowns

CNM vs. PWR - Drawdown Comparison

The maximum CNM drawdown since its inception was -40.00%, smaller than the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for CNM and PWR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.43%
0
CNM
PWR

Volatility

CNM vs. PWR - Volatility Comparison

The current volatility for Core & Main, Inc. (CNM) is 7.46%, while Quanta Services, Inc. (PWR) has a volatility of 10.72%. This indicates that CNM experiences smaller price fluctuations and is considered to be less risky than PWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.46%
10.72%
CNM
PWR

Financials

CNM vs. PWR - Financials Comparison

This section allows you to compare key financial metrics between Core & Main, Inc. and Quanta Services, 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


Values in USD except per share items
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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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