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EME vs. ACLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EME and ACLS is 0.36, 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.


-0.50.00.51.00.4

Performance

EME vs. ACLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EMCOR Group, Inc. (EME) and Axcelis Technologies, Inc. (ACLS). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
7,916.73%
-27.45%
EME
ACLS

Key characteristics

Sharpe Ratio

EME:

3.72

ACLS:

-0.93

Sortino Ratio

EME:

3.99

ACLS:

-1.40

Omega Ratio

EME:

1.60

ACLS:

0.84

Calmar Ratio

EME:

8.03

ACLS:

-0.70

Martin Ratio

EME:

23.60

ACLS:

-1.60

Ulcer Index

EME:

4.97%

ACLS:

28.84%

Daily Std Dev

EME:

31.53%

ACLS:

49.32%

Max Drawdown

EME:

-70.56%

ACLS:

-99.34%

Current Drawdown

EME:

-11.60%

ACLS:

-65.35%

Fundamentals

Market Cap

EME:

$21.94B

ACLS:

$2.43B

EPS

EME:

$19.67

ACLS:

$6.76

PE Ratio

EME:

24.25

ACLS:

11.07

PEG Ratio

EME:

1.32

ACLS:

1.23

Total Revenue (TTM)

EME:

$14.24B

ACLS:

$1.08B

Gross Profit (TTM)

EME:

$2.63B

ACLS:

$476.33M

EBITDA (TTM)

EME:

$1.38B

ACLS:

$256.21M

Returns By Period

In the year-to-date period, EME achieves a 116.82% return, which is significantly higher than ACLS's -46.43% return. Over the past 10 years, EME has outperformed ACLS with an annualized return of 27.09%, while ACLS has yielded a comparatively lower 21.78% annualized return.


EME

YTD

116.82%

1M

-9.69%

6M

22.32%

1Y

118.25%

5Y*

39.94%

10Y*

27.09%

ACLS

YTD

-46.43%

1M

-2.15%

6M

-49.54%

1Y

-48.47%

5Y*

22.91%

10Y*

21.78%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

EME vs. ACLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Axcelis Technologies, Inc. (ACLS). 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 EME, currently valued at 3.72, compared to the broader market-4.00-2.000.002.003.72-0.93
The chart of Sortino ratio for EME, currently valued at 3.99, compared to the broader market-4.00-2.000.002.004.003.99-1.40
The chart of Omega ratio for EME, currently valued at 1.60, compared to the broader market0.501.001.502.001.600.84
The chart of Calmar ratio for EME, currently valued at 8.03, compared to the broader market0.002.004.006.008.03-0.70
The chart of Martin ratio for EME, currently valued at 23.60, compared to the broader market-5.000.005.0010.0015.0020.0025.0023.60-1.60
EME
ACLS

The current EME Sharpe Ratio is 3.72, which is higher than the ACLS Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of EME and ACLS, 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 Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.72
-0.93
EME
ACLS

Dividends

EME vs. ACLS - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.20%, while ACLS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EME
EMCOR Group, Inc.
0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%
ACLS
Axcelis Technologies, 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%

Drawdowns

EME vs. ACLS - Drawdown Comparison

The maximum EME drawdown since its inception was -70.56%, smaller than the maximum ACLS drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for EME and ACLS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.60%
-65.35%
EME
ACLS

Volatility

EME vs. ACLS - Volatility Comparison

The current volatility for EMCOR Group, Inc. (EME) is 9.00%, while Axcelis Technologies, Inc. (ACLS) has a volatility of 11.61%. This indicates that EME experiences smaller price fluctuations and is considered to be less risky than ACLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.00%
11.61%
EME
ACLS

Financials

EME vs. ACLS - Financials Comparison

This section allows you to compare key financial metrics between EMCOR Group, Inc. and Axcelis Technologies, 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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