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EME vs. FTLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EME vs. FTLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EMCOR Group, Inc. (EME) and FitLife Brands Inc. Common Stock (FTLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EME achieves a 34.80% return, which is significantly higher than FTLF's -36.26% return. Over the past 10 years, EME has underperformed FTLF with an annualized return of 33.38%, while FTLF has yielded a comparatively higher 49.37% 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%

FTLF

1D
5.07%
1M
8.59%
YTD
-36.26%
6M
-37.45%
1Y
-27.53%
3Y*
9.61%
5Y*
18.17%
10Y*
49.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EME vs. FTLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EME
EMCOR Group, Inc.
34.80%35.05%111.27%46.03%16.81%39.93%6.47%45.18%-26.68%16.09%
FTLF
FitLife Brands Inc. Common Stock
-36.26%-0.18%70.68%19.75%-0.31%196.30%53.19%3,182.89%78.96%-74.74%

Correlation

The correlation between EME and FTLF is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2007

0.05

Fundamentals

EPS

EME:

$29.65

FTLF:

$0.68

PE Ratio

EME:

27.79

FTLF:

15.32

PEG Ratio

EME:

0.65

FTLF:

1.69

PS Ratio

EME:

2.09

FTLF:

1.47

Total Revenue (TTM)

EME:

$17.75B

FTLF:

$70.56M

Gross Profit (TTM)

EME:

$3.47B

FTLF:

$28.73M

EBITDA (TTM)

EME:

$2.03B

FTLF:

$11.02M

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Return for Risk

EME vs. FTLF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EME
EME Risk / Return Rank: 8383
Overall Rank
EME Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EME Sortino Ratio Rank: 8080
Sortino Ratio Rank
EME Omega Ratio Rank: 8484
Omega Ratio Rank
EME Calmar Ratio Rank: 8282
Calmar Ratio Rank
EME Martin Ratio Rank: 8282
Martin Ratio Rank

FTLF
FTLF Risk / Return Rank: 2121
Overall Rank
FTLF Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 2020
Sortino Ratio Rank
FTLF Omega Ratio Rank: 2020
Omega Ratio Rank
FTLF Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTLF Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EME vs. FTLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and FitLife Brands Inc. Common Stock (FTLF). 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.


EMEFTLFDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.33

0.93

+0.40

Calmar ratioReturn relative to maximum drawdown

2.75

-0.48

+3.23

Martin ratioReturn relative to average drawdown

6.90

-0.99

+7.89

EME vs. FTLF - Sharpe Ratio Comparison

The current EME Sharpe Ratio is 1.82, which is higher than the FTLF Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of EME and FTLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EMEFTLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

-0.54

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

0.40

+0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.16

+0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.02

+0.58

Drawdowns

EME vs. FTLF - Drawdown Comparison

The maximum EME drawdown since its inception was -70.56%, smaller than the maximum FTLF drawdown of -99.68%. Use the drawdown chart below to compare losses from any high point for EME and FTLF.


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Drawdown Indicators


EMEFTLFDifference

Max Drawdown

Largest peak-to-trough decline

-70.56%

-99.68%

+29.12%

Max Drawdown (1Y)

Largest decline over 1 year

-25.15%

-57.23%

+32.08%

Max Drawdown (3Y)

Largest decline over 3 years

-36.19%

-57.23%

+21.04%

Max Drawdown (5Y)

Largest decline over 5 years

-36.19%

-57.23%

+21.04%

Max Drawdown (10Y)

Largest decline over 10 years

-48.00%

-89.06%

+41.06%

Current Drawdown

Current decline from peak

-12.71%

-50.05%

+37.34%

Average Drawdown

Average peak-to-trough decline

-15.36%

-70.92%

+55.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.02%

27.76%

-17.74%

Volatility

EME vs. FTLF - Volatility Comparison

The current volatility for EMCOR Group, Inc. (EME) is 7.08%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 16.37%. This indicates that EME experiences smaller price fluctuations and is considered to be less risky than FTLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMEFTLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

16.37%

-9.29%

Volatility (6M)

Calculated over the trailing 6-month period

25.46%

36.76%

-11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

38.11%

51.05%

-12.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.30%

45.16%

-11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.97%

305.91%

-272.94%

Dividends

EME vs. FTLF - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.16%, while FTLF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
FTLF
FitLife Brands Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

EME vs. FTLF - Financials Comparison

This section allows you to compare key financial metrics between EMCOR Group, Inc. and FitLife Brands Inc. Common Stock. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
4.63B
23.49M
(EME) Total Revenue
(FTLF) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EME and FTLF have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTLF has higher volatility (16.37%) compared to EME (7.08%). In terms of maximum drawdown, EME dropped -70.56% vs FTLF's -99.68%.

EME currently has the higher Sharpe Ratio (1.82 vs -0.54), 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.

Portfolio Optimizer

Find the right allocation for EME and FTLF

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