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DY vs. ACM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DY and ACM is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DY vs. ACM - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
534.42%
382.58%
DY
ACM

Key characteristics

Sharpe Ratio

DY:

0.41

ACM:

0.23

Sortino Ratio

DY:

0.84

ACM:

0.55

Omega Ratio

DY:

1.11

ACM:

1.06

Calmar Ratio

DY:

0.53

ACM:

0.24

Martin Ratio

DY:

1.40

ACM:

0.59

Ulcer Index

DY:

12.41%

ACM:

10.06%

Daily Std Dev

DY:

42.85%

ACM:

25.76%

Max Drawdown

DY:

-93.54%

ACM:

-59.97%

Current Drawdown

DY:

-17.39%

ACM:

-15.22%

Fundamentals

Market Cap

DY:

$4.83B

ACM:

$13.03B

EPS

DY:

$7.92

ACM:

$4.33

PE Ratio

DY:

21.18

ACM:

22.67

PEG Ratio

DY:

1.58

ACM:

1.02

PS Ratio

DY:

1.02

ACM:

0.80

PB Ratio

DY:

3.84

ACM:

5.86

Total Revenue (TTM)

DY:

$3.29B

ACM:

$12.28B

Gross Profit (TTM)

DY:

$1.41B

ACM:

$847.60M

EBITDA (TTM)

DY:

$426.42M

ACM:

$902.60M

Returns By Period

In the year-to-date period, DY achieves a -3.74% return, which is significantly higher than ACM's -7.17% return. Over the past 10 years, DY has outperformed ACM with an annualized return of 13.61%, while ACM has yielded a comparatively lower 12.34% annualized return.


DY

YTD

-3.74%

1M

9.98%

6M

-3.07%

1Y

19.66%

5Y*

40.48%

10Y*

13.61%

ACM

YTD

-7.17%

1M

6.68%

6M

-7.64%

1Y

7.88%

5Y*

23.91%

10Y*

12.34%

*Annualized

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Risk-Adjusted Performance

DY vs. ACM — Risk-Adjusted Performance Rank

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

DY
The Risk-Adjusted Performance Rank of DY is 6666
Overall Rank
The Sharpe Ratio Rank of DY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of DY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of DY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of DY is 6868
Martin Ratio Rank

ACM
The Risk-Adjusted Performance Rank of ACM is 5757
Overall Rank
The Sharpe Ratio Rank of ACM is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 5959
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.

DY vs. ACM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) and AECOM (ACM). 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.


The chart of Sharpe ratio for DY, currently valued at 0.41, compared to the broader market-2.00-1.000.001.002.003.00
DY: 0.41
ACM: 0.23
The chart of Sortino ratio for DY, currently valued at 0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
DY: 0.84
ACM: 0.55
The chart of Omega ratio for DY, currently valued at 1.11, compared to the broader market0.501.001.502.00
DY: 1.11
ACM: 1.06
The chart of Calmar ratio for DY, currently valued at 0.53, compared to the broader market0.001.002.003.004.005.00
DY: 0.53
ACM: 0.24
The chart of Martin ratio for DY, currently valued at 1.40, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
DY: 1.40
ACM: 0.59

The current DY Sharpe Ratio is 0.41, which is higher than the ACM Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of DY and ACM, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.41
0.23
DY
ACM

Dividends

DY vs. ACM - Dividend Comparison

DY has not paid dividends to shareholders, while ACM's dividend yield for the trailing twelve months is around 0.97%.


TTM202420232022
DY
Dycom Industries, Inc.
0.00%0.00%0.00%0.00%
ACM
AECOM
0.97%0.82%0.78%0.71%

Drawdowns

DY vs. ACM - Drawdown Comparison

The maximum DY drawdown since its inception was -93.54%, which is greater than ACM's maximum drawdown of -59.97%. Use the drawdown chart below to compare losses from any high point for DY and ACM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.39%
-15.22%
DY
ACM

Volatility

DY vs. ACM - Volatility Comparison

Dycom Industries, Inc. (DY) has a higher volatility of 15.80% compared to AECOM (ACM) at 11.80%. This indicates that DY's price experiences larger fluctuations and is considered to be riskier than ACM 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
15.80%
11.80%
DY
ACM

Financials

DY vs. ACM - Financials Comparison

This section allows you to compare key financial metrics between Dycom Industries, Inc. and AECOM. 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


1.00B2.00B3.00B4.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
1.08B
4.01B
(DY) Total Revenue
(ACM) Total Revenue
Values in USD except per share items

DY vs. ACM - Profitability Comparison

The chart below illustrates the profitability comparison between Dycom Industries, Inc. and AECOM 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%20.0%40.0%60.0%80.0%100.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
18.1%
6.7%
(DY) Gross Margin
(ACM) Gross Margin
DY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Dycom Industries, Inc. reported a gross profit of 196.58M and revenue of 1.08B. Therefore, the gross margin over that period was 18.1%.
ACM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AECOM reported a gross profit of 268.40M and revenue of 4.01B. Therefore, the gross margin over that period was 6.7%.
DY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Dycom Industries, Inc. reported an operating income of 53.67M and revenue of 1.08B, resulting in an operating margin of 5.0%.
ACM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AECOM reported an operating income of 237.50M and revenue of 4.01B, resulting in an operating margin of 5.9%.
DY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Dycom Industries, Inc. reported a net income of 32.67M and revenue of 1.08B, resulting in a net margin of 3.0%.
ACM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AECOM reported a net income of 167.04M and revenue of 4.01B, resulting in a net margin of 4.2%.