EME vs. WPM
EME (EMCOR Group, Inc.) and WPM (Wheaton Precious Metals Corp.) are both stocks. EME operates in Engineering & Construction (Industrials), while WPM operates in Gold (Basic Materials). Over the past 10 years, EME returned 33.61%/yr vs 20.59%/yr for WPM. At a 0.12 correlation, their price movements are largely independent.
Performance
EME vs. WPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EME achieves a 34.68% return, which is significantly higher than WPM's -0.90% return. Over the past 10 years, EME has outperformed WPM with an annualized return of 33.61%, while WPM has yielded a comparatively lower 20.59% annualized return.
EME
- 1D
- 1.42%
- 1M
- -10.83%
- YTD
- 34.68%
- 6M
- 32.12%
- 1Y
- 73.63%
- 3Y*
- 67.29%
- 5Y*
- 45.87%
- 10Y*
- 33.61%
WPM
- 1D
- 3.05%
- 1M
- -18.24%
- YTD
- -0.90%
- 6M
- -0.91%
- 1Y
- 29.24%
- 3Y*
- 38.53%
- 5Y*
- 20.71%
- 10Y*
- 20.59%
EME vs. WPM - 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% |
WPM Wheaton Precious Metals Corp. | -0.90% | 110.52% | 15.24% | 27.91% | -7.53% | 4.22% | 41.82% | 54.62% | -10.04% | 16.41% |
Correlation
The correlation between EME and WPM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.12 |
The correlation between EME and WPM shifts across timeframes, from 0.12 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
EME:
$37.08B
WPM:
$52.82B
EME:
$29.65
WPM:
$3.96
EME:
27.76
WPM:
29.33
EME:
0.65
WPM:
0.78
EME:
2.09
WPM:
19.23
EME:
9.59
WPM:
5.70
EME:
$17.75B
WPM:
$2.75B
EME:
$3.47B
WPM:
$2.12B
EME:
$2.03B
WPM:
$2.38B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EME vs. WPM — Risk / Return Rank
EME
WPM
EME vs. WPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Wheaton Precious Metals Corp. (WPM). 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 | WPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.14 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 0.84 | +2.10 |
| Martin ratioReturn relative to average drawdown | 7.26 | 2.40 | +4.86 |
Loading charts...
Drawdowns
EME vs. WPM - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, which is greater than WPM's maximum drawdown of -48.64%. Use the drawdown chart below to compare losses from any high point for EME and WPM.
Loading charts...
Drawdown Indicators
| EME | WPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -48.64% | -21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -34.92% | +9.77% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -34.92% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -43.29% | +7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -48.64% | +0.64% |
Current DrawdownCurrent decline from peak | -12.79% | -29.73% | +16.94% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -18.87% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 12.22% | -2.04% |
Volatility
EME vs. WPM - Volatility Comparison
The current volatility for EMCOR Group, Inc. (EME) is 10.65%, while Wheaton Precious Metals Corp. (WPM) has a volatility of 16.76%. This indicates that EME experiences smaller price fluctuations and is considered to be less risky than WPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EME | WPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 16.76% | -6.11% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 39.19% | -12.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.62% | 45.96% | -7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.44% | 35.44% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.04% | 36.78% | -3.74% |
Dividends
EME vs. WPM - Dividend Comparison
EME's dividend yield for the trailing twelve months is around 0.16%, less than WPM's 0.62% 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% |
WPM Wheaton Precious Metals Corp. | 0.62% | 0.56% | 1.10% | 1.22% | 1.54% | 1.33% | 1.01% | 1.21% | 1.84% | 1.49% | 1.09% | 0.00% |
Financials
EME vs. WPM - Financials Comparison
This section allows you to compare key financial metrics between EMCOR Group, Inc. and Wheaton Precious Metals Corp.. 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. WPM - 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%.
WPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported a gross profit of 689.26M and revenue of 888.98M. Therefore, the gross margin over that period was 77.5%.
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%.
WPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported an operating income of 666.92M and revenue of 888.98M, resulting in an operating margin of 75.0%.
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%.
WPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported a net income of 573.98M and revenue of 888.98M, resulting in a net margin of 64.6%.
Frequently Asked Questions
EME and WPM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPM has higher volatility (16.76%) compared to EME (10.65%). In terms of maximum drawdown, EME dropped -70.56% vs WPM's -48.64%.
EME currently has the higher Sharpe Ratio (1.92 vs 0.64), 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.
Find the right allocation for EME and WPM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer