EME vs. EXPO
EME (EMCOR Group, Inc.) and EXPO (Exponent, Inc.) are both stocks. Both are in the Industrials sector — EME in Engineering & Construction, EXPO in Consulting Services. Over the past 10 years, EME returned 33.38%/yr vs 9.03%/yr for EXPO. At a 0.32 correlation, their price movements are largely independent.
Performance
EME vs. EXPO - Performance Comparison
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Returns By Period
In the year-to-date period, EME achieves a 34.80% return, which is significantly higher than EXPO's -14.63% return. Over the past 10 years, EME has outperformed EXPO with an annualized return of 33.38%, while EXPO has yielded a comparatively lower 9.03% annualized return.
EME
- 1D
- 0.78%
- 1M
- -10.62%
- YTD
- 34.80%
- 6M
- 31.07%
- 1Y
- 68.85%
- 3Y*
- 68.15%
- 5Y*
- 45.66%
- 10Y*
- 33.38%
EXPO
- 1D
- -1.54%
- 1M
- -3.86%
- YTD
- -14.63%
- 6M
- -17.61%
- 1Y
- -22.77%
- 3Y*
- -13.93%
- 5Y*
- -6.72%
- 10Y*
- 9.03%
EME vs. EXPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 34.80% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
EXPO Exponent, Inc. | -14.63% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
Correlation
The correlation between EME and EXPO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 1995 | 0.32 |
Over the past year, the correlation between EME and EXPO has dropped to 0.11 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
EME:
$37.11B
EXPO:
$2.94B
EME:
$29.65
EXPO:
$2.14
EME:
27.79
EXPO:
27.47
EME:
0.65
EXPO:
13.02
EME:
2.09
EXPO:
6.85
EME:
9.60
EXPO:
8.70
EME:
$17.75B
EXPO:
$436.51M
EME:
$3.47B
EXPO:
$95.87M
EME:
$2.03B
EXPO:
$153.50M
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Return for Risk
EME vs. EXPO — Risk / Return Rank
EME
EXPO
EME vs. EXPO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Exponent, Inc. (EXPO). 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.
| EME | EXPO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.56 | ||
| Sortino ratioReturn per unit of downside risk | +3.25 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.89 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | -0.70 | +3.46 |
| Martin ratioReturn relative to average drawdown | 6.90 | -1.80 | +8.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EME | EXPO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | -0.74 | +2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | -0.22 | +1.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.31 | +0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.22 | +0.38 |
Drawdowns
EME vs. EXPO - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, smaller than the maximum EXPO drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for EME and EXPO.
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Drawdown Indicators
| EME | EXPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -86.44% | +15.88% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -32.45% | +7.30% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -52.37% | +16.18% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -54.79% | +18.60% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -54.79% | +6.79% |
Current DrawdownCurrent decline from peak | -12.71% | -50.26% | +37.55% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -32.72% | +17.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 12.67% | -2.65% |
Volatility
EME vs. EXPO - Volatility Comparison
The current volatility for EMCOR Group, Inc. (EME) is 7.08%, while Exponent, Inc. (EXPO) has a volatility of 12.62%. This indicates that EME experiences smaller price fluctuations and is considered to be less risky than EXPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EME | EXPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 12.62% | -5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 25.46% | 25.38% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.11% | 31.02% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.30% | 30.06% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.97% | 28.89% | +4.08% |
Dividends
EME vs. EXPO - Dividend Comparison
EME's dividend yield for the trailing twelve months is around 0.16%, less than EXPO's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXPO Exponent, Inc. | 2.08% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
Financials
EME vs. EXPO - Financials Comparison
This section allows you to compare key financial metrics between EMCOR Group, Inc. and Exponent, 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
Frequently Asked Questions
EME and EXPO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPO has higher volatility (12.62%) compared to EME (7.08%). In terms of maximum drawdown, EME dropped -70.56% vs EXPO's -86.44%.
EME currently has the higher Sharpe Ratio (1.82 vs -0.74), 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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