EMR vs. EME
Compare and contrast key facts about Emerson Electric Co. (EMR) and EMCOR Group, Inc. (EME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMR or EME.
Performance
EMR vs. EME - Performance Comparison
Returns By Period
In the year-to-date period, EMR achieves a 35.14% return, which is significantly lower than EME's 140.10% return. Over the past 10 years, EMR has underperformed EME with an annualized return of 10.06%, while EME has yielded a comparatively higher 28.37% annualized return.
EMR
35.14%
17.41%
13.61%
48.46%
14.57%
10.06%
EME
140.10%
13.34%
32.93%
141.86%
43.23%
28.37%
Fundamentals
| EMR | EME | |
|---|---|---|
| Market Cap | $73.61B | $23.73B |
| EPS | $2.82 | $19.69 |
| PE Ratio | 45.78 | 26.20 |
| PEG Ratio | 2.30 | 1.32 |
| Total Revenue (TTM) | $17.49B | $14.24B |
| Gross Profit (TTM) | $5.35B | $2.63B |
| EBITDA (TTM) | $3.47B | $1.38B |
Key characteristics
| EMR | EME | |
|---|---|---|
| Sharpe Ratio | 1.85 | 4.64 |
| Sortino Ratio | 2.81 | 4.77 |
| Omega Ratio | 1.39 | 1.73 |
| Calmar Ratio | 2.84 | 9.73 |
| Martin Ratio | 7.84 | 31.07 |
| Ulcer Index | 6.14% | 4.57% |
| Daily Std Dev | 26.03% | 30.60% |
| Max Drawdown | -56.14% | -70.56% |
| Current Drawdown | -0.41% | -0.89% |
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Correlation
The correlation between EMR and EME is 0.46, 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
EMR vs. EME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and EMCOR Group, Inc. (EME). 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
EMR vs. EME - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.63%, more than EME's 0.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.63% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
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% |
Drawdowns
EMR vs. EME - Drawdown Comparison
The maximum EMR drawdown since its inception was -56.14%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for EMR and EME. For additional features, visit the drawdowns tool.
Volatility
EMR vs. EME - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 10.49% compared to EMCOR Group, Inc. (EME) at 9.49%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EMR vs. EME - Financials Comparison
This section allows you to compare key financial metrics between Emerson Electric Co. and EMCOR Group, 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