EME vs. CPRT
EME (EMCOR Group, Inc.) and CPRT (Copart, Inc.) are both stocks. Both are in the Industrials sector — EME in Engineering & Construction, CPRT in Specialty Business Services. Over the past 10 years, EME returned 33.61%/yr vs 17.57%/yr for CPRT. At a 0.32 correlation, their price movements are largely independent.
Performance
EME vs. CPRT - 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 CPRT's -21.46% return. Over the past 10 years, EME has outperformed CPRT with an annualized return of 33.61%, while CPRT has yielded a comparatively lower 17.57% 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%
CPRT
- 1D
- -1.00%
- 1M
- -4.80%
- YTD
- -21.46%
- 6M
- -20.48%
- 1Y
- -36.72%
- 3Y*
- -10.83%
- 5Y*
- -0.30%
- 10Y*
- 17.57%
EME vs. CPRT - 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% |
CPRT Copart, Inc. | -21.46% | -31.78% | 17.12% | 60.95% | -19.68% | 19.15% | 39.93% | 90.33% | 10.63% | 55.89% |
Correlation
The correlation between EME and CPRT is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 1995 | 0.32 |
The correlation between EME and CPRT shifts across timeframes, from -0.01 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EME:
$37.08B
CPRT:
$29.68B
EME:
$29.65
CPRT:
$1.59
EME:
27.76
CPRT:
19.28
EME:
0.65
CPRT:
1.49
EME:
2.09
CPRT:
6.46
EME:
9.59
CPRT:
3.38
EME:
$17.75B
CPRT:
$4.64B
EME:
$3.47B
CPRT:
$2.11B
EME:
$2.03B
CPRT:
$2.00B
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Return for Risk
EME vs. CPRT — Risk / Return Rank
EME
CPRT
EME vs. CPRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Copart, Inc. (CPRT). 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 | CPRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.55 | ||
| Sortino ratioReturn per unit of downside risk | +4.69 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.71 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | -0.98 | +3.93 |
| Martin ratioReturn relative to average drawdown | 7.26 | -1.75 | +9.01 |
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Drawdowns
EME vs. CPRT - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, roughly equal to the maximum CPRT drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for EME and CPRT.
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Drawdown Indicators
| EME | CPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -72.49% | +1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -39.26% | +14.11% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -52.46% | +16.27% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -52.46% | +16.27% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -52.46% | +4.46% |
Current DrawdownCurrent decline from peak | -12.79% | -51.83% | +39.04% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -16.57% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 22.06% | -11.88% |
Volatility
EME vs. CPRT - Volatility Comparison
EMCOR Group, Inc. (EME) has a higher volatility of 10.65% compared to Copart, Inc. (CPRT) at 8.74%. This indicates that EME's price experiences larger fluctuations and is considered to be riskier than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EME | CPRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 8.74% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 18.69% | +7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.62% | 23.70% | +14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.44% | 25.94% | +7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.04% | 27.43% | +5.61% |
Dividends
EME vs. CPRT - Dividend Comparison
EME's dividend yield for the trailing twelve months is around 0.16%, while CPRT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPRT Copart, 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. CPRT - Financials Comparison
This section allows you to compare key financial metrics between EMCOR Group, Inc. and Copart, 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. CPRT - 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%.
CPRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported a gross profit of 572.60M and revenue of 1.24B. Therefore, the gross margin over that period was 46.3%.
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%.
CPRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported an operating income of 464.28M and revenue of 1.24B, resulting in an operating margin of 37.5%.
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%.
CPRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported a net income of 402.40M and revenue of 1.24B, resulting in a net margin of 32.5%.
Frequently Asked Questions
EME and CPRT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EME has higher volatility (10.65%) compared to CPRT (8.74%). In terms of maximum drawdown, EME dropped -70.56% vs CPRT's -72.49%.
EME currently has the higher Sharpe Ratio (1.92 vs -1.63), 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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