EMR vs. EME
EMR (Emerson Electric Co.) and EME (EMCOR Group, Inc.) are both stocks. Both are in the Industrials sector — EMR in Specialty Industrial Machinery, EME in Engineering & Construction. Over the past 10 years, EMR returned 13.96%/yr vs 31.12%/yr for EME. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
EMR vs. EME - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 17.60% return, which is significantly lower than EME's 33.83% return. Over the past 10 years, EMR has underperformed EME with an annualized return of 13.96%, while EME has yielded a comparatively higher 31.12% annualized return.
EMR
- 1D
- 3.36%
- 1M
- 11.36%
- 6M
- 5.01%
- YTD
- 17.60%
- 1Y
- 10.99%
- 3Y*
- 19.63%
- 5Y*
- 11.31%
- 10Y*
- 13.96%
- ALL TIME*
- 9.30%
EME
- 1D
- 2.51%
- 1M
- 5.57%
- 6M
- 11.83%
- YTD
- 33.83%
- 1Y
- 31.12%
- 3Y*
- 56.00%
- 5Y*
- 47.36%
- 10Y*
- 31.12%
- ALL TIME*
- 21.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $374.47M | $375.49M | $359.97M | |
| $449.33M | $375.59M | $404.34M |
EMR vs. EME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 17.60% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
EME EMCOR Group, Inc. | 33.83% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
Correlation
The correlation between EMR and EME is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 1995 | 0.46 |
The correlation between EMR and EME shifts across timeframes, from 0.44 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EMR:
$86.73B
EME:
$36.06B
EMR:
$4.33
EME:
$42.53
EMR:
35.73
EME:
19.22
EMR:
12.70
EME:
0.45
EMR:
4.77
EME:
1.48
EMR:
$18.32B
EME:
$18.60B
EMR:
$7.22B
EME:
$3.66B
EMR:
$3.87B
EME:
$2.18B
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Return for Risk
EMR vs. EME — Risk / Return Rank
EMR
EME
EMR vs. EME - Risk-Adjusted Trends 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.
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.
| EMR | EME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.17 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.09 | -0.62 |
| Martin ratioReturn relative to average drawdown | 1.09 | 2.61 | -1.52 |
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Drawdowns
EMR vs. EME - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, 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.
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Drawdown Indicators
| EMR | EME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -70.56% | +11.51% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -28.71% | +5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -36.19% | +6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -36.19% | +6.57% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -48.00% | -2.77% |
Current DrawdownCurrent decline from peak | -3.47% | -13.34% | +9.87% |
Average DrawdownAverage peak-to-trough decline | -14.10% | -15.37% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 11.94% | -1.88% |
Volatility
EMR vs. EME - Volatility Comparison
The current volatility for Emerson Electric Co. (EMR) is 9.19%, while EMCOR Group, Inc. (EME) has a volatility of 20.78%. This indicates that EMR experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMR | EME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.19% | 20.78% | -11.59% |
Volatility (6M)Calculated over the trailing 6-month period | 25.92% | 33.46% | -7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.84% | 44.23% | -12.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.56% | 34.89% | -7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.20% | 33.79% | -4.59% |
Dividends
EMR vs. EME - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.42%, more than EME's 0.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 0.18% | 0.16% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% |
EMR Emerson Electric Co. | 1.42% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
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
EMR vs. EME - Profitability Comparison
EMR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Emerson Electric Co. reported a gross profit of 0.00 and revenue of 4.56B. Therefore, the gross margin over that period was 0.0%.
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported a gross profit of 1.02B and revenue of 5.15B. Therefore, the gross margin over that period was 19.8%.
EMR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Emerson Electric Co. reported an operating income of 0.00 and revenue of 4.56B, resulting in an operating margin of 0.0%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported an operating income of 547.34M and revenue of 5.15B, resulting in an operating margin of 10.6%.
EMR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Emerson Electric Co. reported a net income of 618.00M and revenue of 4.56B, resulting in a net margin of 13.6%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported a net income of 403.69M and revenue of 5.15B, resulting in a net margin of 7.8%.
Frequently Asked Questions
EMR and EME have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EME has higher volatility (20.78%) compared to EMR (9.19%). In terms of maximum drawdown, EMR dropped -59.05% vs EME's -70.56%.
EME currently has the higher Sharpe Ratio (0.71 vs 0.35), 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.
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