PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EMKR vs. PWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EMKR and PWR is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

EMKR vs. PWR - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
200.00%
5.05%
EMKR
PWR

Key characteristics

Sharpe Ratio

EMKR:

-0.23

PWR:

0.88

Sortino Ratio

EMKR:

0.63

PWR:

1.32

Omega Ratio

EMKR:

1.11

PWR:

1.21

Calmar Ratio

EMKR:

-0.29

PWR:

1.54

Martin Ratio

EMKR:

-0.54

PWR:

4.89

Ulcer Index

EMKR:

54.68%

PWR:

6.77%

Daily Std Dev

EMKR:

126.85%

PWR:

37.91%

Max Drawdown

EMKR:

-99.97%

PWR:

-97.07%

Current Drawdown

EMKR:

-99.88%

PWR:

-21.47%

Fundamentals

Market Cap

EMKR:

$28.06M

PWR:

$43.11B

EPS

EMKR:

-$3.09

PWR:

$5.40

PEG Ratio

EMKR:

1.08

PWR:

1.74

Total Revenue (TTM)

EMKR:

$81.08M

PWR:

$17.12B

Gross Profit (TTM)

EMKR:

$19.00M

PWR:

$2.26B

EBITDA (TTM)

EMKR:

-$21.52M

PWR:

$1.41B

Returns By Period

In the year-to-date period, EMKR achieves a 3.17% return, which is significantly higher than PWR's -11.01% return. Over the past 10 years, EMKR has underperformed PWR with an annualized return of -23.12%, while PWR has yielded a comparatively higher 25.90% annualized return.


EMKR

YTD

3.17%

1M

2.82%

6M

200.49%

1Y

-29.50%

5Y*

-38.88%

10Y*

-23.12%

PWR

YTD

-11.01%

1M

-21.46%

6M

5.05%

1Y

33.29%

5Y*

48.24%

10Y*

25.90%

*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

EMKR vs. PWR — Risk-Adjusted Performance Rank

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

EMKR
The Risk-Adjusted Performance Rank of EMKR is 4141
Overall Rank
The Sharpe Ratio Rank of EMKR is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of EMKR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of EMKR is 5555
Omega Ratio Rank
The Calmar Ratio Rank of EMKR is 2929
Calmar Ratio Rank
The Martin Ratio Rank of EMKR is 3535
Martin Ratio Rank

PWR
The Risk-Adjusted Performance Rank of PWR is 7676
Overall Rank
The Sharpe Ratio Rank of PWR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of PWR is 6767
Sortino Ratio Rank
The Omega Ratio Rank of PWR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of PWR is 8686
Calmar Ratio Rank
The Martin Ratio Rank of PWR is 8080
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.

EMKR vs. PWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EMCORE Corporation (EMKR) 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 EMKR, currently valued at -0.23, compared to the broader market-2.000.002.00-0.230.88
The chart of Sortino ratio for EMKR, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.631.32
The chart of Omega ratio for EMKR, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.21
The chart of Calmar ratio for EMKR, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.291.54
The chart of Martin ratio for EMKR, currently valued at -0.54, compared to the broader market-10.000.0010.0020.0030.00-0.544.89
EMKR
PWR

The current EMKR Sharpe Ratio is -0.23, which is lower than the PWR Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EMKR 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.23
0.88
EMKR
PWR

Dividends

EMKR vs. PWR - Dividend Comparison

EMKR has not paid dividends to shareholders, while PWR's dividend yield for the trailing twelve months is around 0.13%.


TTM202420232022202120202019201820172016
EMKR
EMCORE Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%17.24%
PWR
Quanta Services, Inc.
0.13%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%

Drawdowns

EMKR vs. PWR - Drawdown Comparison

The maximum EMKR drawdown since its inception was -99.97%, roughly equal to the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for EMKR and PWR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.88%
-21.47%
EMKR
PWR

Volatility

EMKR vs. PWR - Volatility Comparison

The current volatility for EMCORE Corporation (EMKR) is 2.66%, while Quanta Services, Inc. (PWR) has a volatility of 21.90%. This indicates that EMKR experiences smaller price fluctuations and is considered to be less risky than PWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
2.66%
21.90%
EMKR
PWR

Financials

EMKR vs. PWR - Financials Comparison

This section allows you to compare key financial metrics between EMCORE Corporation 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab