DY vs. EXPO
DY (Dycom Industries, Inc.) and EXPO (Exponent, Inc.) are both stocks. Both are in the Industrials sector — DY in Engineering & Construction, EXPO in Consulting Services. Over the past 10 years, DY returned 18.40%/yr vs 9.03%/yr for EXPO. At a 0.22 correlation, their price movements are largely independent.
Performance
DY vs. EXPO - Performance Comparison
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Returns By Period
In the year-to-date period, DY achieves a 35.80% return, which is significantly higher than EXPO's -14.63% return. Over the past 10 years, DY has outperformed EXPO with an annualized return of 18.40%, while EXPO has yielded a comparatively lower 9.03% annualized return.
DY
- 1D
- -1.59%
- 1M
- 7.13%
- YTD
- 35.80%
- 6M
- 31.51%
- 1Y
- 88.82%
- 3Y*
- 61.44%
- 5Y*
- 41.13%
- 10Y*
- 18.40%
EXPO
- 1D
- -1.54%
- 1M
- -3.86%
- YTD
- -14.63%
- 6M
- -17.61%
- 1Y
- -22.77%
- 3Y*
- -13.93%
- 5Y*
- -6.72%
- 10Y*
- 9.03%
DY vs. EXPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DY Dycom Industries, Inc. | 35.80% | 94.13% | 51.24% | 22.96% | -0.17% | 24.15% | 60.17% | -12.75% | -51.50% | 38.78% |
EXPO Exponent, Inc. | -14.63% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
Correlation
The correlation between DY and EXPO is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 1990 | 0.22 |
The correlation between DY and EXPO shifts across timeframes, from 0.10 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
DY:
$13.94B
EXPO:
$2.94B
DY:
$10.52
EXPO:
$2.14
DY:
43.60
EXPO:
27.47
DY:
0.61
EXPO:
13.02
DY:
2.17
EXPO:
6.85
DY:
7.35
EXPO:
8.70
DY:
$6.25B
EXPO:
$436.51M
DY:
$1.23B
EXPO:
$95.87M
DY:
$1.07B
EXPO:
$153.50M
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Return for Risk
DY vs. EXPO — Risk / Return Rank
DY
EXPO
DY vs. EXPO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) and Exponent, Inc. (EXPO). 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.
| DY | EXPO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.70 | ||
| Sortino ratioReturn per unit of downside risk | +3.96 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.89 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | -0.70 | +4.36 |
| Martin ratioReturn relative to average drawdown | 12.35 | -1.80 | +14.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DY | EXPO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | -0.74 | +2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | -0.22 | +1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.31 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.22 | +0.02 |
Drawdowns
DY vs. EXPO - Drawdown Comparison
The maximum DY drawdown since its inception was -93.54%, which is greater than EXPO's maximum drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for DY and EXPO.
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Drawdown Indicators
| DY | EXPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.54% | -86.44% | -7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -32.45% | +8.02% |
Max Drawdown (3Y)Largest decline over 3 years | -32.58% | -52.37% | +19.79% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -54.79% | +21.09% |
Max Drawdown (10Y)Largest decline over 10 years | -89.01% | -54.79% | -34.22% |
Current DrawdownCurrent decline from peak | -14.26% | -50.26% | +36.00% |
Average DrawdownAverage peak-to-trough decline | -45.66% | -32.72% | -12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 12.67% | -5.43% |
Volatility
DY vs. EXPO - Volatility Comparison
Dycom Industries, Inc. (DY) has a higher volatility of 25.89% compared to Exponent, Inc. (EXPO) at 12.62%. This indicates that DY's price experiences larger fluctuations and is considered to be riskier than EXPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DY | EXPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.89% | 12.62% | +13.27% |
Volatility (6M)Calculated over the trailing 6-month period | 38.22% | 25.38% | +12.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.58% | 31.02% | +14.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.52% | 30.06% | +13.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.95% | 28.89% | +24.06% |
Dividends
DY vs. EXPO - Dividend Comparison
DY has not paid dividends to shareholders, while EXPO's dividend yield for the trailing twelve months is around 2.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DY Dycom Industries, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXPO Exponent, Inc. | 2.08% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
Financials
DY vs. EXPO - Financials Comparison
This section allows you to compare key financial metrics between Dycom Industries, Inc. and Exponent, 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
Frequently Asked Questions
DY and EXPO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DY has higher volatility (25.89%) compared to EXPO (12.62%). In terms of maximum drawdown, DY dropped -93.54% vs EXPO's -86.44%.
DY currently has the higher Sharpe Ratio (1.96 vs -0.74), 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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