EXPO vs. ACM
Compare and contrast key facts about Exponent, Inc. (EXPO) and AECOM (ACM).
Performance
EXPO vs. ACM - Performance Comparison
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EXPO vs. ACM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | -5.67% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
ACM AECOM | -10.75% | -9.91% | 16.67% | 9.77% | 10.72% | 55.38% | 15.42% | 62.75% | -28.67% | 2.17% |
Fundamentals
EXPO:
$3.30B
ACM:
$11.19B
EXPO:
$2.07
ACM:
$4.17
EXPO:
31.59
ACM:
20.34
EXPO:
14.97
ACM:
0.12
EXPO:
7.71
ACM:
0.71
EXPO:
8.46
ACM:
5.02
EXPO:
$434.59M
ACM:
$15.96B
EXPO:
$197.45M
ACM:
$1.23B
EXPO:
$144.86M
ACM:
$1.19B
Returns By Period
In the year-to-date period, EXPO achieves a -5.67% return, which is significantly higher than ACM's -10.75% return. Both investments have delivered pretty close results over the past 10 years, with EXPO having a 11.21% annualized return and ACM not far behind at 11.09%.
EXPO
- 1D
- 0.02%
- 1M
- -9.97%
- YTD
- -5.67%
- 6M
- -5.31%
- 1Y
- -18.19%
- 3Y*
- -11.99%
- 5Y*
- -6.88%
- 10Y*
- 11.21%
ACM
- 1D
- 1.93%
- 1M
- -13.43%
- YTD
- -10.75%
- 6M
- -34.66%
- 1Y
- -7.60%
- 3Y*
- 1.16%
- 5Y*
- 6.50%
- 10Y*
- 11.09%
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Return for Risk
EXPO vs. ACM — Risk / Return Rank
EXPO
ACM
EXPO vs. ACM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and AECOM (ACM). 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.
| EXPO | ACM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.61 | -0.25 | -0.36 |
Sortino ratioReturn per unit of downside risk | -0.80 | -0.13 | -0.67 |
Omega ratioGain probability vs. loss probability | 0.91 | 0.98 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.20 | -0.78 |
Martin ratioReturn relative to average drawdown | -1.68 | -0.44 | -1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXPO | ACM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | -0.25 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.25 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.36 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.22 | +0.01 |
Correlation
The correlation between EXPO and ACM is 0.42, 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.
Dividends
EXPO vs. ACM - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 1.85%, more than ACM's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 1.85% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
ACM AECOM | 1.29% | 1.09% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXPO vs. ACM - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, which is greater than ACM's maximum drawdown of -59.97%. Use the drawdown chart below to compare losses from any high point for EXPO and ACM.
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Drawdown Indicators
| EXPO | ACM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.44% | -59.97% | -26.47% |
Max Drawdown (1Y)Largest decline over 1 year | -19.85% | -37.87% | +18.02% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | -37.87% | -7.83% |
Max Drawdown (10Y)Largest decline over 10 years | -45.70% | -54.12% | +8.42% |
Current DrawdownCurrent decline from peak | -45.04% | -36.67% | -8.37% |
Average DrawdownAverage peak-to-trough decline | -32.65% | -18.24% | -14.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.55% | 16.90% | -5.35% |
Volatility
EXPO vs. ACM - Volatility Comparison
Exponent, Inc. (EXPO) and AECOM (ACM) have volatilities of 6.75% and 6.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXPO | ACM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 6.88% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 23.89% | 25.64% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.90% | 30.54% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.69% | 25.85% | +3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.64% | 30.87% | -2.23% |
Financials
EXPO vs. ACM - Financials Comparison
This section allows you to compare key financial metrics between Exponent, Inc. and AECOM. 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