EME vs. BTC-USD
EME (EMCOR Group, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, EME returned 33.61%/yr vs 57.23%/yr for BTC-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
EME vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EME achieves a 34.68% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, EME has underperformed BTC-USD with an annualized return of 33.61%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
EME
- 1D
- 1.42%
- 1M
- -11.50%
- YTD
- 34.68%
- 6M
- 32.12%
- 1Y
- 72.55%
- 3Y*
- 67.29%
- 5Y*
- 45.87%
- 10Y*
- 33.61%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
EME vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 34.68% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between EME and BTC-USD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
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 | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.09 |
Over the past year, EME and BTC-USD have become more correlated (0.31) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
EME vs. BTC-USD — Risk / Return Rank
EME
BTC-USD
EME vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.83 | ||
| Sortino ratioReturn per unit of downside risk | +3.58 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.87 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | -0.77 | +3.71 |
| Martin ratioReturn relative to average drawdown | 7.26 | -1.33 | +8.59 |
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Drawdowns
EME vs. BTC-USD - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for EME and BTC-USD.
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Drawdown Indicators
| EME | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -85.30% | +14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -51.21% | +26.06% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -51.21% | +15.02% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -76.67% | +40.48% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -83.80% | +35.80% |
Current DrawdownCurrent decline from peak | -12.79% | -48.27% | +35.48% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -42.36% | +27.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 35.16% | -24.98% |
Volatility
EME vs. BTC-USD - Volatility Comparison
The current volatility for EMCOR Group, Inc. (EME) is 10.65%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that EME experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EME | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 11.97% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 34.64% | -8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.62% | 35.59% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.44% | 44.57% | -11.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.04% | 56.61% | -23.57% |
Frequently Asked Questions
EME and BTC-USD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to EME (10.65%). In terms of maximum drawdown, EME dropped -70.56% vs BTC-USD's -85.30%.
EME currently has the higher Sharpe Ratio (1.92 vs -0.92), 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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