DY vs. MTZ

In the year-to-date period, DY achieves a 50.98% return, which is significantly lower than MTZ's 80.35% return. Over the past 10 years, DY has underperformed MTZ with an annualized return of 18.01%, while MTZ has yielded a comparatively higher 20.18% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) and MasTec, Inc. (MTZ). 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 current DY Sharpe Ratio is 1.58, which is lower than the MTZ Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of DY and MTZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither DY nor MTZ has paid dividends to shareholders.

The maximum DY drawdown since its inception was -93.54%, roughly equal to the maximum MTZ drawdown of -97.72%. Use the drawdown chart below to compare losses from any high point for DY and MTZ. For additional features, visit the drawdowns tool.

Dycom Industries, Inc. (DY) and MasTec, Inc. (MTZ) have volatilities of 10.46% and 10.74%, 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.

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