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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.


-0.50.00.51.00.5

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.

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
8,802.61%
4,357.55%
EME
PWR

Key characteristics

Sharpe Ratio

EME:

3.72

PWR:

1.70

Sortino Ratio

EME:

3.99

PWR:

2.43

Omega Ratio

EME:

1.60

PWR:

1.32

Calmar Ratio

EME:

8.03

PWR:

3.53

Martin Ratio

EME:

23.60

PWR:

10.27

Ulcer Index

EME:

4.97%

PWR:

5.30%

Daily Std Dev

EME:

31.53%

PWR:

32.10%

Max Drawdown

EME:

-70.56%

PWR:

-97.07%

Current Drawdown

EME:

-11.60%

PWR:

-5.25%

Fundamentals

Market Cap

EME:

$21.94B

PWR:

$49.66B

EPS

EME:

$19.67

PWR:

$5.42

PE Ratio

EME:

24.25

PWR:

62.07

PEG Ratio

EME:

1.32

PWR:

2.00

Total Revenue (TTM)

EME:

$14.24B

PWR:

$22.90B

Gross Profit (TTM)

EME:

$2.63B

PWR:

$2.98B

EBITDA (TTM)

EME:

$1.38B

PWR:

$1.89B

Returns By Period

In the year-to-date period, EME achieves a 116.82% return, which is significantly higher than PWR's 52.33% return. Both investments have delivered pretty close results over the past 10 years, with EME having a 27.09% annualized return and PWR not far ahead at 28.18%.


EME

YTD

116.82%

1M

-9.69%

6M

22.32%

1Y

118.25%

5Y*

39.94%

10Y*

27.09%

PWR

YTD

52.33%

1M

-1.18%

6M

19.94%

1Y

54.80%

5Y*

51.92%

10Y*

28.18%

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 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 3.72, compared to the broader market-4.00-2.000.002.003.721.70
The chart of Sortino ratio for EME, currently valued at 3.99, compared to the broader market-4.00-2.000.002.004.003.992.43
The chart of Omega ratio for EME, currently valued at 1.60, compared to the broader market0.501.001.502.001.601.32
The chart of Calmar ratio for EME, currently valued at 8.03, compared to the broader market0.002.004.006.008.033.53
The chart of Martin ratio for EME, currently valued at 23.60, compared to the broader market-5.000.005.0010.0015.0020.0025.0023.6010.27
EME
PWR

The current EME Sharpe Ratio is 3.72, which is higher than the PWR Sharpe Ratio of 1.70. 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.72
1.70
EME
PWR

Dividends

EME vs. PWR - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.20%, more than PWR's 0.11% yield.


TTM20232022202120202019201820172016201520142013
EME
EMCOR Group, Inc.
0.20%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.60%
-5.25%
EME
PWR

Volatility

EME vs. PWR - Volatility Comparison

EMCOR Group, Inc. (EME) and Quanta Services, Inc. (PWR) have volatilities of 9.00% and 8.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.00%
8.86%
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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