EXPO vs. ACM
EXPO (Exponent, Inc.) and ACM (AECOM) are both stocks. Both are in the Industrials sector — EXPO in Consulting Services, ACM in Engineering & Construction. Over the past 10 years, EXPO returned 8.47%/yr vs 8.66%/yr for ACM. At a 0.42 correlation, their price movements are largely independent.
Performance
EXPO vs. ACM - Performance Comparison
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Returns By Period
In the year-to-date period, EXPO achieves a -18.81% return, which is significantly higher than ACM's -28.33% return. Both investments have delivered pretty close results over the past 10 years, with EXPO having a 8.47% annualized return and ACM not far ahead at 8.66%.
EXPO
- 1D
- -1.79%
- 1M
- -2.78%
- YTD
- -18.81%
- 6M
- -22.57%
- 1Y
- -21.98%
- 3Y*
- -14.75%
- 5Y*
- -7.59%
- 10Y*
- 8.47%
ACM
- 1D
- -1.38%
- 1M
- -5.80%
- YTD
- -28.33%
- 6M
- -29.98%
- 1Y
- -37.37%
- 3Y*
- -6.29%
- 5Y*
- 2.74%
- 10Y*
- 8.66%
EXPO vs. ACM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | -18.81% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
ACM AECOM | -28.33% | -9.91% | 16.67% | 9.77% | 10.72% | 55.38% | 15.42% | 62.75% | -28.67% | 2.17% |
Correlation
The correlation between EXPO and ACM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.42 |
Fundamentals
EXPO:
$2.80B
ACM:
$8.86B
EXPO:
$2.14
ACM:
$3.82
EXPO:
26.13
ACM:
17.75
EXPO:
12.38
ACM:
0.10
EXPO:
6.52
ACM:
0.56
EXPO:
8.28
ACM:
3.90
EXPO:
$436.51M
ACM:
$15.99B
EXPO:
$95.87M
ACM:
$1.24B
EXPO:
$153.50M
ACM:
$976.83M
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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.
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.
| EXPO | ACM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.78 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.76 | +0.08 |
| Martin ratioReturn relative to average drawdown | -1.60 | -1.43 | -0.17 |
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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 | -32.45% | -49.15% | +16.70% |
Max Drawdown (3Y)Largest decline over 3 years | -52.37% | -49.15% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -54.79% | -49.15% | -5.64% |
Max Drawdown (10Y)Largest decline over 10 years | -54.79% | -54.12% | -0.67% |
Current DrawdownCurrent decline from peak | -52.69% | -49.15% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -32.74% | -18.51% | -14.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.73% | 26.16% | -12.43% |
Volatility
EXPO vs. ACM - Volatility Comparison
Exponent, Inc. (EXPO) and AECOM (ACM) have volatilities of 8.50% and 8.71%, 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 | 8.50% | 8.71% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 25.53% | 26.43% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.19% | 32.33% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.02% | 26.69% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 31.17% | -2.25% |
Dividends
EXPO vs. ACM - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 2.18%, more than ACM's 1.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | 1.68% | 1.09% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXPO Exponent, Inc. | 2.18% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
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
Frequently Asked Questions
EXPO and ACM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACM has higher volatility (8.71%) compared to EXPO (8.50%). In terms of maximum drawdown, EXPO dropped -86.44% vs ACM's -59.97%.
EXPO currently has the higher Sharpe Ratio (-0.71 vs -1.16), 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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