EME vs. PWR
Compare and contrast key facts about EMCOR Group, Inc. (EME) and Quanta Services, Inc. (PWR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EME or PWR.
Performance
EME vs. PWR - Performance Comparison
Returns By Period
In the year-to-date period, EME achieves a 145.28% return, which is significantly higher than PWR's 57.72% return. Over the past 10 years, EME has outperformed PWR with an annualized return of 28.67%, while PWR has yielded a comparatively lower 26.33% annualized return.
EME
145.28%
17.64%
35.25%
144.33%
43.80%
28.67%
PWR
57.72%
8.64%
23.03%
85.24%
52.59%
26.33%
Fundamentals
| EME | PWR | |
|---|---|---|
| Market Cap | $23.73B | $49.06B |
| EPS | $19.69 | $5.42 |
| PE Ratio | 26.20 | 61.32 |
| PEG Ratio | 1.32 | 1.97 |
| Total Revenue (TTM) | $14.24B | $22.90B |
| Gross Profit (TTM) | $2.63B | $2.98B |
| EBITDA (TTM) | $1.38B | $1.89B |
Key characteristics
| EME | PWR | |
|---|---|---|
| Sharpe Ratio | 4.80 | 2.70 |
| Sortino Ratio | 4.87 | 3.48 |
| Omega Ratio | 1.74 | 1.46 |
| Calmar Ratio | 10.07 | 5.55 |
| Martin Ratio | 32.15 | 16.25 |
| Ulcer Index | 4.57% | 5.28% |
| Daily Std Dev | 30.65% | 31.70% |
| Max Drawdown | -70.56% | -97.07% |
| Current Drawdown | 0.00% | 0.00% |
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Correlation
The correlation between EME and PWR is 0.48, 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. PWR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Quanta Services, Inc. (PWR). 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.
Dividends
EME vs. PWR - Dividend Comparison
EME's dividend yield for the trailing twelve months is around 0.18%, more than PWR's 0.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PWR Quanta Services, Inc. | 0.11% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EME vs. PWR - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, smaller than the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for EME and PWR. For additional features, visit the drawdowns tool.
Volatility
EME vs. PWR - Volatility Comparison
EMCOR Group, Inc. (EME) has a higher volatility of 9.52% compared to Quanta Services, Inc. (PWR) at 7.45%. This indicates that EME's price experiences larger fluctuations and is considered to be riskier than PWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EME vs. PWR - Financials Comparison
This section allows you to compare key financial metrics between EMCOR Group, Inc. and Quanta Services, 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