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

Correlation

The correlation between EME and ACLS is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

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%10,000.00%NovemberDecember2025FebruaryMarchApril
6,802.60%
-48.93%
EME
ACLS

Key characteristics

Sharpe Ratio

EME:

0.49

ACLS:

-0.90

Sortino Ratio

EME:

0.86

ACLS:

-1.32

Omega Ratio

EME:

1.13

ACLS:

0.84

Calmar Ratio

EME:

0.57

ACLS:

-0.63

Martin Ratio

EME:

1.49

ACLS:

-1.13

Ulcer Index

EME:

13.90%

ACLS:

43.72%

Daily Std Dev

EME:

42.54%

ACLS:

55.18%

Max Drawdown

EME:

-70.56%

ACLS:

-99.34%

Current Drawdown

EME:

-25.21%

ACLS:

-75.61%

Fundamentals

Market Cap

EME:

$17.47B

ACLS:

$1.57B

EPS

EME:

$22.16

ACLS:

$6.55

PE Ratio

EME:

17.33

ACLS:

7.47

PEG Ratio

EME:

1.32

ACLS:

1.23

PS Ratio

EME:

1.20

ACLS:

1.55

PB Ratio

EME:

5.89

ACLS:

1.46

Total Revenue (TTM)

EME:

$11.13B

ACLS:

$765.49M

Gross Profit (TTM)

EME:

$2.18B

ACLS:

$338.60M

EBITDA (TTM)

EME:

$1.23B

ACLS:

$167.94M

Returns By Period

In the year-to-date period, EME achieves a -11.64% return, which is significantly higher than ACLS's -30.01% return. Over the past 10 years, EME has outperformed ACLS with an annualized return of 24.60%, while ACLS has yielded a comparatively lower 16.88% annualized return.


EME

YTD

-11.64%

1M

-2.76%

6M

-10.09%

1Y

18.50%

5Y*

45.52%

10Y*

24.60%

ACLS

YTD

-30.01%

1M

-12.91%

6M

-45.62%

1Y

-50.45%

5Y*

17.72%

10Y*

16.88%

*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

EME vs. ACLS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EME
The Risk-Adjusted Performance Rank of EME is 6969
Overall Rank
The Sharpe Ratio Rank of EME is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7676
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6969
Martin Ratio Rank

ACLS
The Risk-Adjusted Performance Rank of ACLS is 1212
Overall Rank
The Sharpe Ratio Rank of ACLS is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ACLS is 88
Sortino Ratio Rank
The Omega Ratio Rank of ACLS is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ACLS is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ACLS is 2424
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.

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.


The chart of Sharpe ratio for EME, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.00
EME: 0.49
ACLS: -0.90
The chart of Sortino ratio for EME, currently valued at 0.86, compared to the broader market-6.00-4.00-2.000.002.004.00
EME: 0.86
ACLS: -1.32
The chart of Omega ratio for EME, currently valued at 1.13, compared to the broader market0.501.001.502.00
EME: 1.13
ACLS: 0.84
The chart of Calmar ratio for EME, currently valued at 0.57, compared to the broader market0.001.002.003.004.005.00
EME: 0.57
ACLS: -0.63
The chart of Martin ratio for EME, currently valued at 1.49, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
EME: 1.49
ACLS: -1.13

The current EME Sharpe Ratio is 0.49, which is higher than the ACLS Sharpe Ratio of -0.90. 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.49
-0.90
EME
ACLS

Dividends

EME vs. ACLS - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.25%, while ACLS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EME
EMCOR Group, Inc.
0.25%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.21%
-75.61%
EME
ACLS

Volatility

EME vs. ACLS - Volatility Comparison

The current volatility for EMCOR Group, Inc. (EME) is 18.21%, while Axcelis Technologies, Inc. (ACLS) has a volatility of 26.27%. 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%NovemberDecember2025FebruaryMarchApril
18.21%
26.27%
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