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

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.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
32.47%
-38.15%
EME
ACLS

Returns By Period

In the year-to-date period, EME achieves a 139.25% return, which is significantly higher than ACLS's -45.83% return. Over the past 10 years, EME has outperformed ACLS with an annualized return of 28.33%, while ACLS has yielded a comparatively lower 23.49% annualized return.


EME

YTD

139.25%

1M

13.28%

6M

32.55%

1Y

141.25%

5Y (annualized)

43.31%

10Y (annualized)

28.33%

ACLS

YTD

-45.83%

1M

-23.86%

6M

-37.38%

1Y

-46.65%

5Y (annualized)

27.34%

10Y (annualized)

23.49%

Fundamentals


EMEACLS
Market Cap$23.04B$2.34B
EPS$19.66$6.76
PE Ratio25.4810.67
PEG Ratio1.321.23
Total Revenue (TTM)$14.24B$1.08B
Gross Profit (TTM)$2.63B$476.33M
EBITDA (TTM)$1.38B$256.21M

Key characteristics


EMEACLS
Sharpe Ratio4.58-0.95
Sortino Ratio4.72-1.44
Omega Ratio1.720.84
Calmar Ratio9.59-0.72
Martin Ratio30.63-1.90
Ulcer Index4.57%24.58%
Daily Std Dev30.61%49.37%
Max Drawdown-70.56%-99.34%
Current Drawdown-1.24%-64.96%

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Correlation

-0.50.00.51.00.4

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.

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 4.58, compared to the broader market-4.00-2.000.002.004.004.58-0.95
The chart of Sortino ratio for EME, currently valued at 4.72, compared to the broader market-4.00-2.000.002.004.004.72-1.44
The chart of Omega ratio for EME, currently valued at 1.72, compared to the broader market0.501.001.502.001.720.84
The chart of Calmar ratio for EME, currently valued at 9.59, compared to the broader market0.002.004.006.009.59-0.72
The chart of Martin ratio for EME, currently valued at 30.63, compared to the broader market-10.000.0010.0020.0030.0030.63-1.90
EME
ACLS

The current EME Sharpe Ratio is 4.58, which is higher than the ACLS Sharpe Ratio of -0.95. 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-1.000.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
4.58
-0.95
EME
ACLS

Dividends

EME vs. ACLS - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.18%, while ACLS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EME
EMCOR Group, Inc.
0.18%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.24%
-64.96%
EME
ACLS

Volatility

EME vs. ACLS - Volatility Comparison

The current volatility for EMCOR Group, Inc. (EME) is 9.76%, while Axcelis Technologies, Inc. (ACLS) has a volatility of 10.92%. 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%JuneJulyAugustSeptemberOctoberNovember
9.76%
10.92%
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