EXPO vs. AME
Compare and contrast key facts about Exponent, Inc. (EXPO) and AMETEK, Inc. (AME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXPO or AME.
Key characteristics
| EXPO | AME | |
|---|---|---|
| YTD Return | 18.04% | 18.22% |
| 1Y Return | 41.09% | 28.98% |
| 3Y Return (Ann) | -5.15% | 12.21% |
| 5Y Return (Ann) | 11.57% | 15.70% |
| 10Y Return (Ann) | 19.28% | 14.95% |
| Sharpe Ratio | 1.18 | 1.35 |
| Sortino Ratio | 1.84 | 1.83 |
| Omega Ratio | 1.28 | 1.29 |
| Calmar Ratio | 1.03 | 1.71 |
| Martin Ratio | 5.48 | 4.42 |
| Ulcer Index | 7.54% | 6.67% |
| Daily Std Dev | 35.01% | 21.77% |
| Max Drawdown | -86.44% | -53.31% |
| Current Drawdown | -15.21% | 0.00% |
Fundamentals
| EXPO | AME | |
|---|---|---|
| Market Cap | $5.23B | $44.87B |
| EPS | $2.06 | $5.75 |
| PE Ratio | 49.99 | 33.74 |
| PEG Ratio | 3.14 | 2.70 |
| Total Revenue (TTM) | $812.48M | $6.91B |
| Gross Profit (TTM) | $194.31M | $2.45B |
| EBITDA (TTM) | $181.79M | $2.04B |
Correlation
The correlation between EXPO and AME is 0.26, 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.
Performance
EXPO vs. AME - Performance Comparison
The year-to-date returns for both investments are quite close, with EXPO having a 18.04% return and AME slightly higher at 18.22%. Over the past 10 years, EXPO has outperformed AME with an annualized return of 19.28%, while AME has yielded a comparatively lower 14.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EXPO vs. AME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and AMETEK, Inc. (AME). 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.
Dividends
EXPO vs. AME - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 1.07%, more than AME's 0.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 1.07% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% | 1.21% | 0.78% |
AME AMETEK, Inc. | 0.56% | 0.61% | 0.63% | 0.54% | 0.60% | 0.56% | 0.83% | 0.50% | 0.74% | 0.67% | 0.63% | 0.46% |
Drawdowns
EXPO vs. AME - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, which is greater than AME's maximum drawdown of -53.31%. Use the drawdown chart below to compare losses from any high point for EXPO and AME. For additional features, visit the drawdowns tool.
Volatility
EXPO vs. AME - Volatility Comparison
Exponent, Inc. (EXPO) has a higher volatility of 13.08% compared to AMETEK, Inc. (AME) at 10.09%. This indicates that EXPO's price experiences larger fluctuations and is considered to be riskier than AME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EXPO vs. AME - Financials Comparison
This section allows you to compare key financial metrics between Exponent, Inc. and AMETEK, 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