EME vs. AXSM
EME (EMCOR Group, Inc.) and AXSM (Axsome Therapeutics, Inc.) are both stocks. EME operates in Engineering & Construction (Industrials), while AXSM operates in Biotechnology (Healthcare). Over the past 10 years, EME returned 33.87%/yr vs 44.83%/yr for AXSM. At a 0.19 correlation, their price movements are largely independent.
Performance
EME vs. AXSM - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EME having a 36.89% return and AXSM slightly higher at 37.16%. Over the past 10 years, EME has underperformed AXSM with an annualized return of 33.87%, while AXSM has yielded a comparatively higher 44.83% annualized return.
EME
- 1D
- 1.10%
- 1M
- -1.45%
- YTD
- 36.89%
- 6M
- 36.98%
- 1Y
- 72.81%
- 3Y*
- 68.65%
- 5Y*
- 48.34%
- 10Y*
- 33.87%
AXSM
- 1D
- -0.66%
- 1M
- 6.16%
- YTD
- 37.16%
- 6M
- 64.10%
- 1Y
- 148.78%
- 3Y*
- 43.37%
- 5Y*
- 30.05%
- 10Y*
- 44.83%
EME vs. AXSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 36.89% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
AXSM Axsome Therapeutics, Inc. | 37.16% | 115.86% | 6.31% | 3.19% | 104.16% | -53.63% | -21.18% | 3,565.25% | -49.64% | -17.04% |
Correlation
The correlation between EME and AXSM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2015 | 0.19 |
Fundamentals
EME:
$37.69B
AXSM:
$12.83B
EME:
$29.65
AXSM:
-$3.74
EME:
2.12
AXSM:
17.80
EME:
9.75
AXSM:
234.95
EME:
$17.75B
AXSM:
$708.24M
EME:
$3.47B
AXSM:
$655.82M
EME:
$2.03B
AXSM:
-$172.72M
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Return for Risk
EME vs. AXSM — Risk / Return Rank
EME
AXSM
EME vs. AXSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Axsome Therapeutics, Inc. (AXSM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EME | AXSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.58 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 7.80 | -4.89 |
| Martin ratioReturn relative to average drawdown | 7.10 | 22.99 | -15.89 |
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Drawdowns
EME vs. AXSM - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, smaller than the maximum AXSM drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for EME and AXSM.
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Drawdown Indicators
| EME | AXSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -86.65% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -18.50% | -6.65% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -34.83% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -72.91% | +36.72% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -81.26% | +33.26% |
Current DrawdownCurrent decline from peak | -11.35% | -1.83% | -9.52% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -39.42% | +24.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.28% | 6.27% | +4.01% |
Volatility
EME vs. AXSM - Volatility Comparison
EMCOR Group, Inc. (EME) has a higher volatility of 9.99% compared to Axsome Therapeutics, Inc. (AXSM) at 8.89%. This indicates that EME's price experiences larger fluctuations and is considered to be riskier than AXSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EME | AXSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.99% | 8.89% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 26.49% | 33.12% | -6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.67% | 41.72% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.40% | 70.26% | -36.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.05% | 90.42% | -57.37% |
Dividends
EME vs. AXSM - Dividend Comparison
EME's dividend yield for the trailing twelve months is around 0.16%, while AXSM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXSM Axsome Therapeutics, 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% |
EME EMCOR Group, Inc. | 0.16% | 0.16% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% |
Financials
EME vs. AXSM - Financials Comparison
This section allows you to compare key financial metrics between EMCOR Group, Inc. and Axsome Therapeutics, 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.
Total Revenue: Total amount of money received from sales and other business activities
EME vs. AXSM - Profitability Comparison
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a gross profit of 863.95M and revenue of 4.63B. Therefore, the gross margin over that period was 18.7%.
AXSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported a gross profit of 176.48M and revenue of 191.20M. Therefore, the gross margin over that period was 92.3%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported an operating income of 403.85M and revenue of 4.63B, resulting in an operating margin of 8.7%.
AXSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported an operating income of -63.36M and revenue of 191.20M, resulting in an operating margin of -33.1%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a net income of 305.48M and revenue of 4.63B, resulting in a net margin of 6.6%.
AXSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported a net income of -64.54M and revenue of 191.20M, resulting in a net margin of -33.8%.
Frequently Asked Questions
EME and AXSM have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EME has higher volatility (9.99%) compared to AXSM (8.89%). In terms of maximum drawdown, EME dropped -70.56% vs AXSM's -86.65%.
AXSM currently has the higher Sharpe Ratio (3.46 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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