EME vs. MSCI
EME (EMCOR Group, Inc.) and MSCI (MSCI Inc.) are both stocks. EME operates in Engineering & Construction (Industrials), while MSCI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, EME returned 33.61%/yr vs 24.54%/yr for MSCI. At a 0.40 correlation, their price movements are largely independent.
Performance
EME vs. MSCI - 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 MSCI's 5.22% return. Over the past 10 years, EME has outperformed MSCI with an annualized return of 33.61%, while MSCI has yielded a comparatively lower 24.54% annualized return.
EME
- 1D
- 1.42%
- 1M
- -9.86%
- YTD
- 34.68%
- 6M
- 32.12%
- 1Y
- 72.55%
- 3Y*
- 67.29%
- 5Y*
- 45.87%
- 10Y*
- 33.61%
MSCI
- 1D
- 0.81%
- 1M
- 6.66%
- YTD
- 5.22%
- 6M
- 9.54%
- 1Y
- 11.93%
- 3Y*
- 9.01%
- 5Y*
- 5.72%
- 10Y*
- 24.54%
EME vs. MSCI - 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% |
MSCI MSCI Inc. | 5.22% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
Correlation
The correlation between EME and MSCI 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 | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.40 |
The correlation between EME and MSCI shifts across timeframes, from -0.01 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
Fundamentals
EME:
$37.08B
MSCI:
$43.98B
EME:
$29.65
MSCI:
$17.28
EME:
27.76
MSCI:
34.67
EME:
0.65
MSCI:
2.15
EME:
2.09
MSCI:
14.12
EME:
$17.75B
MSCI:
$3.24B
EME:
$3.47B
MSCI:
$2.68B
EME:
$2.03B
MSCI:
$1.99B
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Return for Risk
EME vs. MSCI — Risk / Return Rank
EME
MSCI
EME vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and MSCI Inc. (MSCI). 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 | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.09 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 0.52 | +2.42 |
| Martin ratioReturn relative to average drawdown | 7.26 | 1.37 | +5.89 |
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Drawdowns
EME vs. MSCI - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, roughly equal to the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for EME and MSCI.
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Drawdown Indicators
| EME | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -69.06% | -1.50% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -18.07% | -7.08% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -25.99% | -10.20% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -43.74% | +7.55% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -43.74% | -4.26% |
Current DrawdownCurrent decline from peak | -12.79% | -6.94% | -5.85% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -13.07% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 6.92% | +3.26% |
Volatility
EME vs. MSCI - Volatility Comparison
EMCOR Group, Inc. (EME) has a higher volatility of 10.65% compared to MSCI Inc. (MSCI) at 8.37%. This indicates that EME's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EME | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 8.37% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 20.91% | +5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.62% | 28.70% | +9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.44% | 30.72% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.04% | 31.18% | +1.86% |
Dividends
EME vs. MSCI - Dividend Comparison
EME's dividend yield for the trailing twelve months is around 0.16%, less than MSCI's 1.29% 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% |
MSCI MSCI Inc. | 1.29% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Financials
EME vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between EMCOR Group, Inc. and MSCI 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. MSCI - 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%.
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a gross profit of 709.00M and revenue of 850.80M. Therefore, the gross margin over that period was 83.3%.
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%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported an operating income of 456.90M and revenue of 850.80M, resulting in an operating margin of 53.7%.
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%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a net income of 406.00M and revenue of 850.80M, resulting in a net margin of 47.7%.
Frequently Asked Questions
EME and MSCI 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 MSCI (8.37%). In terms of maximum drawdown, EME dropped -70.56% vs MSCI's -69.06%.
EME currently has the higher Sharpe Ratio (1.92 vs 0.33), 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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