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EMR vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EMR and EME is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EMR vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerson Electric Co. (EMR) and EMCOR Group, Inc. (EME). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
1,050.93%
18,843.48%
EMR
EME

Key characteristics

Sharpe Ratio

EMR:

-0.07

EME:

0.51

Sortino Ratio

EMR:

0.12

EME:

0.88

Omega Ratio

EMR:

1.02

EME:

1.13

Calmar Ratio

EMR:

-0.08

EME:

0.60

Martin Ratio

EMR:

-0.22

EME:

1.55

Ulcer Index

EMR:

10.48%

EME:

13.97%

Daily Std Dev

EMR:

31.92%

EME:

42.60%

Max Drawdown

EMR:

-56.14%

EME:

-70.56%

Current Drawdown

EMR:

-21.29%

EME:

-23.41%

Fundamentals

Market Cap

EMR:

$59.24B

EME:

$18.05B

EPS

EMR:

$3.55

EME:

$21.51

PE Ratio

EMR:

29.59

EME:

18.62

PEG Ratio

EMR:

1.34

EME:

1.32

PS Ratio

EMR:

3.38

EME:

1.24

PB Ratio

EMR:

2.78

EME:

5.89

Total Revenue (TTM)

EMR:

$13.17B

EME:

$11.13B

Gross Profit (TTM)

EMR:

$6.65B

EME:

$2.18B

EBITDA (TTM)

EMR:

$3.44B

EME:

$1.23B

Returns By Period

In the year-to-date period, EMR achieves a -14.69% return, which is significantly lower than EME's -9.51% return. Over the past 10 years, EMR has underperformed EME with an annualized return of 9.01%, while EME has yielded a comparatively higher 24.83% annualized return.


EMR

YTD

-14.69%

1M

-7.32%

6M

-1.82%

1Y

-2.20%

5Y*

17.05%

10Y*

9.01%

EME

YTD

-9.51%

1M

4.65%

6M

-4.17%

1Y

17.71%

5Y*

46.17%

10Y*

24.83%

*Annualized

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Risk-Adjusted Performance

EMR vs. EME — Risk-Adjusted Performance Rank

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

EMR
The Risk-Adjusted Performance Rank of EMR is 4444
Overall Rank
The Sharpe Ratio Rank of EMR is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of EMR is 4141
Sortino Ratio Rank
The Omega Ratio Rank of EMR is 4040
Omega Ratio Rank
The Calmar Ratio Rank of EMR is 4747
Calmar Ratio Rank
The Martin Ratio Rank of EMR is 4747
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6969
Overall Rank
The Sharpe Ratio Rank of EME is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7676
Calmar Ratio Rank
The Martin Ratio Rank of EME is 7070
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.

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.


The chart of Sharpe ratio for EMR, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.00
EMR: -0.07
EME: 0.51
The chart of Sortino ratio for EMR, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
EMR: 0.12
EME: 0.88
The chart of Omega ratio for EMR, currently valued at 1.02, compared to the broader market0.501.001.502.00
EMR: 1.02
EME: 1.13
The chart of Calmar ratio for EMR, currently valued at -0.08, compared to the broader market0.001.002.003.004.005.00
EMR: -0.08
EME: 0.60
The chart of Martin ratio for EMR, currently valued at -0.22, compared to the broader market-5.000.005.0010.0015.0020.00
EMR: -0.22
EME: 1.55

The current EMR Sharpe Ratio is -0.07, which is lower than the EME Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of EMR and EME, 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.07
0.51
EMR
EME

Dividends

EMR vs. EME - Dividend Comparison

EMR's dividend yield for the trailing twelve months is around 2.00%, more than EME's 0.24% yield.


TTM20242023202220212020201920182017201620152014
EMR
Emerson Electric Co.
2.00%1.70%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%
EME
EMCOR Group, Inc.
0.24%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.29%
-23.41%
EMR
EME

Volatility

EMR vs. EME - Volatility Comparison

Emerson Electric Co. (EMR) has a higher volatility of 18.80% compared to EMCOR Group, Inc. (EME) at 17.64%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
18.80%
17.64%
EMR
EME

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items