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

Performance

DY vs. PWR - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
28.80%
22.78%
DY
PWR

Returns By Period

In the year-to-date period, DY achieves a 70.15% return, which is significantly higher than PWR's 52.33% return. Over the past 10 years, DY has underperformed PWR with an annualized return of 22.46%, while PWR has yielded a comparatively higher 26.03% annualized return.


DY

YTD

70.15%

1M

-1.26%

6M

28.80%

1Y

128.67%

5Y (annualized)

32.81%

10Y (annualized)

22.46%

PWR

YTD

52.33%

1M

4.50%

6M

22.78%

1Y

79.60%

5Y (annualized)

51.30%

10Y (annualized)

26.03%

Fundamentals


DYPWR
Market Cap$5.70B$48.31B
EPS$8.05$5.41
PE Ratio24.3360.49
PEG Ratio1.581.96
Total Revenue (TTM)$3.30B$22.90B
Gross Profit (TTM)$494.96M$3.09B
EBITDA (TTM)$364.93M$1.75B

Key characteristics


DYPWR
Sharpe Ratio3.512.51
Sortino Ratio4.413.30
Omega Ratio1.571.44
Calmar Ratio4.285.14
Martin Ratio26.8915.05
Ulcer Index4.82%5.28%
Daily Std Dev36.95%31.70%
Max Drawdown-93.54%-97.07%
Current Drawdown-3.45%-0.78%

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Correlation

-0.50.00.51.00.5

The correlation between DY and PWR is 0.46, 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.

Risk-Adjusted Performance

DY vs. PWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) 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 DY, currently valued at 3.51, compared to the broader market-4.00-2.000.002.004.003.512.51
The chart of Sortino ratio for DY, currently valued at 4.41, compared to the broader market-4.00-2.000.002.004.004.413.30
The chart of Omega ratio for DY, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.44
The chart of Calmar ratio for DY, currently valued at 4.28, compared to the broader market0.002.004.006.004.285.14
The chart of Martin ratio for DY, currently valued at 26.89, compared to the broader market-10.000.0010.0020.0030.0026.8915.05
DY
PWR

The current DY Sharpe Ratio is 3.51, which is higher than the PWR Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of DY 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.51
2.51
DY
PWR

Dividends

DY vs. PWR - Dividend Comparison

DY has not paid dividends to shareholders, while PWR's dividend yield for the trailing twelve months is around 0.11%.


TTM202320222021202020192018
DY
Dycom Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.11%0.15%0.25%0.16%0.29%0.42%0.13%

Drawdowns

DY vs. PWR - Drawdown Comparison

The maximum DY drawdown since its inception was -93.54%, roughly equal to the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for DY and PWR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.45%
-0.78%
DY
PWR

Volatility

DY vs. PWR - Volatility Comparison

Dycom Industries, Inc. (DY) has a higher volatility of 13.23% compared to Quanta Services, Inc. (PWR) at 7.84%. This indicates that DY's price experiences larger fluctuations and is considered to be riskier than PWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
13.23%
7.84%
DY
PWR

Financials

DY vs. PWR - Financials Comparison

This section allows you to compare key financial metrics between Dycom Industries, 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