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

Performance

EME vs. EMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EMCOR Group, Inc. (EME) and Emerson Electric Co. (EMR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
32.47%
14.01%
EME
EMR

Returns By Period

In the year-to-date period, EME achieves a 139.25% return, which is significantly higher than EMR's 35.62% return. Over the past 10 years, EME has outperformed EMR with an annualized return of 28.33%, while EMR has yielded a comparatively lower 10.10% annualized return.


EME

YTD

139.25%

1M

13.28%

6M

32.55%

1Y

141.25%

5Y (annualized)

43.31%

10Y (annualized)

28.33%

EMR

YTD

35.62%

1M

17.79%

6M

15.00%

1Y

48.67%

5Y (annualized)

14.68%

10Y (annualized)

10.10%

Fundamentals


EMEEMR
Market Cap$23.04B$73.65B
EPS$19.66$2.87
PE Ratio25.4845.00
PEG Ratio1.322.30
Total Revenue (TTM)$14.24B$17.49B
Gross Profit (TTM)$2.63B$5.35B
EBITDA (TTM)$1.38B$3.47B

Key characteristics


EMEEMR
Sharpe Ratio4.581.84
Sortino Ratio4.722.79
Omega Ratio1.721.38
Calmar Ratio9.592.82
Martin Ratio30.637.79
Ulcer Index4.57%6.14%
Daily Std Dev30.61%26.03%
Max Drawdown-70.56%-56.14%
Current Drawdown-1.24%-0.05%

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Correlation

-0.50.00.51.00.5

The correlation between EME and EMR is 0.46, 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.

Risk-Adjusted Performance

EME vs. EMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Emerson Electric Co. (EMR). 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-4.00-2.000.002.004.004.581.84
The chart of Sortino ratio for EME, currently valued at 4.72, compared to the broader market-4.00-2.000.002.004.004.722.79
The chart of Omega ratio for EME, currently valued at 1.72, compared to the broader market0.501.001.502.001.721.38
The chart of Calmar ratio for EME, currently valued at 9.59, compared to the broader market0.002.004.006.009.592.82
The chart of Martin ratio for EME, currently valued at 30.63, compared to the broader market-10.000.0010.0020.0030.0030.637.79
EME
EMR

The current EME Sharpe Ratio is 4.58, which is higher than the EMR Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of EME and EMR, 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 Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
4.58
1.84
EME
EMR

Dividends

EME vs. EMR - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.18%, less than EMR's 1.62% yield.


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%
EMR
Emerson Electric Co.
1.62%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%

Drawdowns

EME vs. EMR - Drawdown Comparison

The maximum EME drawdown since its inception was -70.56%, which is greater than EMR's maximum drawdown of -56.14%. Use the drawdown chart below to compare losses from any high point for EME and EMR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.24%
-0.05%
EME
EMR

Volatility

EME vs. EMR - Volatility Comparison

The current volatility for EMCOR Group, Inc. (EME) is 9.76%, while Emerson Electric Co. (EMR) has a volatility of 10.56%. This indicates that EME experiences smaller price fluctuations and is considered to be less risky than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
9.76%
10.56%
EME
EMR

Financials

EME vs. EMR - Financials Comparison

This section allows you to compare key financial metrics between EMCOR Group, Inc. and Emerson Electric Co.. 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