EPAM vs. BTU

Last updated Apr 1, 2026

Compare and contrast key facts about EPAM Systems, Inc. (EPAM) and Peabody Energy Corporation (BTU).

Performance

EPAM vs. BTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EPAM Systems, Inc. (EPAM) and Peabody Energy Corporation (BTU). The values are adjusted to include any dividend payments, if applicable.

EPAM vs. BTU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPAM EPAM Systems, Inc.	-33.91%	-12.38%	-21.36%	-9.28%	-50.97%	86.54%	68.91%	82.88%	7.99%	44.51%
BTU Peabody Energy Corporation	11.19%	44.18%	-12.80%	-7.03%	162.36%	317.84%	-73.57%	-67.32%	-21.62%	27.00%

Fundamentals

EPS EPAM : $6.74 BTU : -$0.27
PS Ratio EPAM : 1.39 BTU : 1.01
Total Revenue (TTM) EPAM : $5.46B BTU : $3.96B
Gross Profit (TTM) EPAM : $1.54B BTU : $434.90M
EBITDA (TTM) EPAM : $664.07M BTU : $453.60M

Returns By Period

In the year-to-date period, EPAM achieves a -33.91% return, which is significantly lower than BTU's 11.19% return.

EPAM

• 1D: -0.57%
• 1M: -3.97%
• YTD: -33.91%
• 6M: -10.21%
• 1Y: -19.81%
• 3Y*: -23.21%
• 5Y*: -19.48%
• 10Y*: 5.81%

BTU

• 1D: -7.65%
• 1M: 4.47%
• YTD: 11.19%
• 6M: 24.83%
• 1Y: 146.59%
• 3Y*: 10.28%
• 5Y*: 62.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EPAM vs. BTU — Risk / Return Rank

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

EPAM

EPAM Risk / Return Rank: 23
EPAM Sharpe Ratio Rank: 23
EPAM Sortino Ratio Rank: 24
EPAM Omega Ratio Rank: 23
EPAM Calmar Ratio Rank: 27
EPAM Martin Ratio Rank: 19

BTU

BTU Risk / Return Rank: 91
BTU Sharpe Ratio Rank: 93
BTU Sortino Ratio Rank: 90
BTU Omega Ratio Rank: 86
BTU Calmar Ratio Rank: 95
BTU Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPAM vs. BTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) and Peabody Energy Corporation (BTU). 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.

	EPAM	BTU	Difference
Sharpe ratio Return per unit of total volatility	-0.43	2.33	-2.75
Sortino ratio Return per unit of downside risk	-0.31	2.81	-3.12
Omega ratio Gain probability vs. loss probability	0.96	1.33	-0.38
Calmar ratio Return relative to maximum drawdown	-0.47	5.56	-6.03
Martin ratio Return relative to average drawdown	-1.19	12.94	-14.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPAM vs. BTU - Sharpe Ratio Comparison

The current EPAM Sharpe Ratio is -0.43, which is lower than the BTU Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of EPAM and BTU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EPAM	BTU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.43	2.33	-2.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.89	-1.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.03	+0.37

Correlation

The correlation between EPAM and BTU is 0.11, 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.

Dividends

EPAM vs. BTU - Dividend Comparison

EPAM has not paid dividends to shareholders, while BTU's dividend yield for the trailing twelve months is around 0.91%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EPAM EPAM Systems, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BTU Peabody Energy Corporation	0.91%	1.01%	1.43%	0.93%	0.00%	0.00%	0.00%	26.43%	1.59%

Drawdowns

EPAM vs. BTU - Drawdown Comparison

The maximum EPAM drawdown since its inception was -82.05%, smaller than the maximum BTU drawdown of -98.07%. Use the drawdown chart below to compare losses from any high point for EPAM and BTU.

Drawdown Indicators

	EPAM	BTU	Difference
Max Drawdown Largest peak-to-trough decline	-82.05%	-98.07%	+16.02%
Max Drawdown (1Y) Largest decline over 1 year	-41.82%	-25.83%	-15.99%
Max Drawdown (5Y) Largest decline over 5 years	-82.05%	-67.44%	-14.61%
Max Drawdown (10Y) Largest decline over 10 years	-82.05%	—	—
Current Drawdown Current decline from peak	-81.13%	-20.44%	-60.69%
Average Drawdown Average peak-to-trough decline	-24.93%	-48.39%	+23.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.73%	11.09%	+5.64%

Volatility

EPAM vs. BTU - Volatility Comparison

The current volatility for EPAM Systems, Inc. (EPAM) is 7.64%, while Peabody Energy Corporation (BTU) has a volatility of 22.06%. This indicates that EPAM experiences smaller price fluctuations and is considered to be less risky than BTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPAM	BTU	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.64%	22.06%	-14.42%
Volatility (6M) Calculated over the trailing 6-month period	35.73%	42.29%	-6.56%
Volatility (1Y) Calculated over the trailing 1-year period	46.59%	63.44%	-16.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.73%	70.82%	-17.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.47%	78.13%	-32.66%

Financials

EPAM vs. BTU - Profitability Comparison

The chart below illustrates the profitability comparison between EPAM Systems, Inc. and Peabody Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

EPAM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, EPAM Systems, Inc. reported a gross profit of 423.20M and revenue of 1.41B. Therefore, the gross margin over that period was 30.1%.

BTU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Peabody Energy Corporation reported a gross profit of 1.30M and revenue of 1.01B. Therefore, the gross margin over that period was 0.1%.

EPAM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, EPAM Systems, Inc. reported an operating income of 149.25M and revenue of 1.41B, resulting in an operating margin of 10.6%.

BTU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Peabody Energy Corporation reported an operating income of -26.10M and revenue of 1.01B, resulting in an operating margin of -2.6%.

EPAM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, EPAM Systems, Inc. reported a net income of 109.35M and revenue of 1.41B, resulting in a net margin of 7.8%.

BTU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Peabody Energy Corporation reported a net income of -70.10M and revenue of 1.01B, resulting in a net margin of -6.9%.