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

Correlation

The correlation between DY and MTZ is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

DY vs. MTZ - Performance Comparison

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

2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2025FebruaryMarchApril
3,120.53%
2,908.57%
DY
MTZ

Key characteristics

Sharpe Ratio

DY:

0.24

MTZ:

0.75

Sortino Ratio

DY:

0.63

MTZ:

1.26

Omega Ratio

DY:

1.08

MTZ:

1.17

Calmar Ratio

DY:

0.32

MTZ:

1.03

Martin Ratio

DY:

0.89

MTZ:

3.11

Ulcer Index

DY:

11.68%

MTZ:

11.23%

Daily Std Dev

DY:

42.57%

MTZ:

46.70%

Max Drawdown

DY:

-93.54%

MTZ:

-97.72%

Current Drawdown

DY:

-25.02%

MTZ:

-26.20%

Fundamentals

Market Cap

DY:

$4.38B

MTZ:

$9.38B

EPS

DY:

$7.92

MTZ:

$2.06

PE Ratio

DY:

19.20

MTZ:

57.61

PEG Ratio

DY:

1.58

MTZ:

0.62

PS Ratio

DY:

0.93

MTZ:

0.76

PB Ratio

DY:

3.53

MTZ:

3.22

Total Revenue (TTM)

DY:

$4.44B

MTZ:

$9.62B

Gross Profit (TTM)

DY:

$1.58B

MTZ:

$1.18B

EBITDA (TTM)

DY:

$552.65M

MTZ:

$803.20M

Returns By Period

The year-to-date returns for both stocks are quite close, with DY having a -12.63% return and MTZ slightly lower at -12.83%. Over the past 10 years, DY has underperformed MTZ with an annualized return of 12.28%, while MTZ has yielded a comparatively higher 20.27% annualized return.


DY

YTD

-12.63%

1M

-2.24%

6M

-19.10%

1Y

11.96%

5Y*

42.66%

10Y*

12.28%

MTZ

YTD

-12.83%

1M

-1.51%

6M

-5.35%

1Y

40.16%

5Y*

29.10%

10Y*

20.27%

*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

DY vs. MTZ — 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 6565
Overall Rank
The Sharpe Ratio Rank of DY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of DY is 6767
Martin Ratio Rank

MTZ
The Risk-Adjusted Performance Rank of MTZ is 8080
Overall Rank
The Sharpe Ratio Rank of MTZ is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MTZ is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MTZ is 7676
Omega Ratio Rank
The Calmar Ratio Rank of MTZ is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MTZ is 8282
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. MTZ - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for DY, currently valued at 0.24, compared to the broader market-2.00-1.000.001.002.003.00
DY: 0.24
MTZ: 0.75
The chart of Sortino ratio for DY, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
DY: 0.63
MTZ: 1.26
The chart of Omega ratio for DY, currently valued at 1.08, compared to the broader market0.501.001.502.00
DY: 1.08
MTZ: 1.17
The chart of Calmar ratio for DY, currently valued at 0.32, compared to the broader market0.001.002.003.004.00
DY: 0.32
MTZ: 1.03
The chart of Martin ratio for DY, currently valued at 0.89, compared to the broader market-5.000.005.0010.0015.0020.00
DY: 0.89
MTZ: 3.11

The current DY Sharpe Ratio is 0.24, which is lower than the MTZ Sharpe Ratio of 0.75. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.24
0.75
DY
MTZ

Dividends

DY vs. MTZ - Dividend Comparison

Neither DY nor MTZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DY vs. MTZ - Drawdown Comparison

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.02%
-26.20%
DY
MTZ

Volatility

DY vs. MTZ - Volatility Comparison

The current volatility for Dycom Industries, Inc. (DY) is 15.85%, while MasTec, Inc. (MTZ) has a volatility of 21.65%. This indicates that DY experiences smaller price fluctuations and is considered to be less risky than MTZ 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
15.85%
21.65%
DY
MTZ

Financials

DY vs. MTZ - Financials Comparison

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.


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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