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

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.


-0.50.00.51.0
Correlation: 0.5

Performance

EME vs. PWR - Performance Comparison

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

4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
6,679.23%
3,323.34%
EME
PWR

Key characteristics

Sharpe Ratio

EME:

-0.02

PWR:

-0.04

Sortino Ratio

EME:

0.24

PWR:

0.22

Omega Ratio

EME:

1.04

PWR:

1.03

Calmar Ratio

EME:

-0.02

PWR:

-0.04

Martin Ratio

EME:

-0.07

PWR:

-0.12

Ulcer Index

EME:

12.03%

PWR:

11.77%

Daily Std Dev

EME:

40.35%

PWR:

39.29%

Max Drawdown

EME:

-70.56%

PWR:

-97.07%

Current Drawdown

EME:

-33.85%

PWR:

-29.58%

Fundamentals

Market Cap

EME:

$16.12B

PWR:

$37.35B

EPS

EME:

$21.52

PWR:

$6.03

PE Ratio

EME:

16.47

PWR:

41.80

PEG Ratio

EME:

1.32

PWR:

1.63

Total Revenue (TTM)

EME:

$11.13B

PWR:

$18.64B

Gross Profit (TTM)

EME:

$2.18B

PWR:

$2.70B

EBITDA (TTM)

EME:

$1.23B

PWR:

$1.79B

Returns By Period

In the year-to-date period, EME achieves a -21.85% return, which is significantly lower than PWR's -20.20% return. Over the past 10 years, EME has underperformed PWR with an annualized return of 23.15%, while PWR has yielded a comparatively higher 24.37% annualized return.


EME

YTD

-21.85%

1M

-8.64%

6M

-17.64%

1Y

-1.93%

5Y*

45.36%

10Y*

23.15%

PWR

YTD

-20.20%

1M

1.00%

6M

-15.48%

1Y

-3.75%

5Y*

53.05%

10Y*

24.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EME vs. PWR — Risk-Adjusted Performance Rank

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

EME
The Risk-Adjusted Performance Rank of EME is 5151
Overall Rank
The Sharpe Ratio Rank of EME is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 4747
Sortino Ratio Rank
The Omega Ratio Rank of EME is 4848
Omega Ratio Rank
The Calmar Ratio Rank of EME is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EME is 5353
Martin Ratio Rank

PWR
The Risk-Adjusted Performance Rank of PWR is 5050
Overall Rank
The Sharpe Ratio Rank of PWR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of PWR is 4747
Sortino Ratio Rank
The Omega Ratio Rank of PWR is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PWR is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PWR is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for EME, currently valued at -0.02, compared to the broader market-2.00-1.000.001.002.003.00
EME: -0.02
PWR: -0.04
The chart of Sortino ratio for EME, currently valued at 0.24, compared to the broader market-6.00-4.00-2.000.002.004.00
EME: 0.24
PWR: 0.22
The chart of Omega ratio for EME, currently valued at 1.04, compared to the broader market0.501.001.502.00
EME: 1.04
PWR: 1.03
The chart of Calmar ratio for EME, currently valued at -0.02, compared to the broader market0.001.002.003.004.005.00
EME: -0.02
PWR: -0.04
The chart of Martin ratio for EME, currently valued at -0.07, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
EME: -0.07
PWR: -0.12

The current EME Sharpe Ratio is -0.02, which is higher than the PWR Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of EME and PWR, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.02
-0.04
EME
PWR

Dividends

EME vs. PWR - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.28%, more than PWR's 0.19% yield.


TTM20242023202220212020201920182017201620152014
EME
EMCOR Group, Inc.
0.28%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
PWR
Quanta Services, Inc.
0.19%0.09%0.15%0.25%0.16%0.29%0.42%0.13%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.85%
-29.58%
EME
PWR

Volatility

EME vs. PWR - Volatility Comparison

EMCOR Group, Inc. (EME) has a higher volatility of 15.40% compared to Quanta Services, Inc. (PWR) at 13.74%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
15.40%
13.74%
EME
PWR

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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