EXPO vs. MTZ
EXPO (Exponent, Inc.) and MTZ (MasTec, Inc.) are both stocks. Both are in the Industrials sector — EXPO in Consulting Services, MTZ in Engineering & Construction. Over the past 10 years, EXPO returned 9.03%/yr vs 32.06%/yr for MTZ. At a 0.21 correlation, their price movements are largely independent.
Performance
EXPO vs. MTZ - Performance Comparison
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Returns By Period
In the year-to-date period, EXPO achieves a -14.63% return, which is significantly lower than MTZ's 66.40% return. Over the past 10 years, EXPO has underperformed MTZ with an annualized return of 9.03%, while MTZ has yielded a comparatively higher 32.06% annualized return.
EXPO
- 1D
- -1.54%
- 1M
- -3.86%
- YTD
- -14.63%
- 6M
- -17.61%
- 1Y
- -22.77%
- 3Y*
- -13.93%
- 5Y*
- -6.72%
- 10Y*
- 9.03%
MTZ
- 1D
- -0.60%
- 1M
- -12.69%
- YTD
- 66.40%
- 6M
- 63.98%
- 1Y
- 120.95%
- 3Y*
- 48.70%
- 5Y*
- 24.55%
- 10Y*
- 32.06%
EXPO vs. MTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | -14.63% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
MTZ MasTec, Inc. | 66.40% | 59.67% | 79.79% | -11.26% | -7.53% | 35.35% | 6.27% | 58.19% | -17.14% | 27.97% |
Correlation
The correlation between EXPO and MTZ is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 1990 | 0.21 |
The correlation between EXPO and MTZ shifts across timeframes, from 0.08 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EXPO:
$2.94B
MTZ:
$28.50B
EXPO:
$2.14
MTZ:
$5.71
EXPO:
27.47
MTZ:
63.34
EXPO:
13.02
MTZ:
0.60
EXPO:
6.85
MTZ:
1.87
EXPO:
8.70
MTZ:
8.61
EXPO:
$436.51M
MTZ:
$15.28B
EXPO:
$95.87M
MTZ:
$1.85B
EXPO:
$153.50M
MTZ:
$1.10B
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Return for Risk
EXPO vs. MTZ — Risk / Return Rank
EXPO
MTZ
EXPO vs. MTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and MasTec, Inc. (MTZ). 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 | MTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.91 | ||
| Sortino ratioReturn per unit of downside risk | -4.41 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.47 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 7.02 | -7.72 |
| Martin ratioReturn relative to average drawdown | -1.80 | 21.90 | -23.70 |
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 | MTZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | 3.17 | -3.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.58 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.74 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.20 | +0.02 |
Drawdowns
EXPO vs. MTZ - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, smaller than the maximum MTZ drawdown of -97.72%. Use the drawdown chart below to compare losses from any high point for EXPO and MTZ.
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Drawdown Indicators
| EXPO | MTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.44% | -97.72% | +11.28% |
Max Drawdown (1Y)Largest decline over 1 year | -32.45% | -17.33% | -15.12% |
Max Drawdown (3Y)Largest decline over 3 years | -52.37% | -61.01% | +8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -54.79% | -61.01% | +6.22% |
Max Drawdown (10Y)Largest decline over 10 years | -54.79% | -67.92% | +13.13% |
Current DrawdownCurrent decline from peak | -50.26% | -17.33% | -32.93% |
Average DrawdownAverage peak-to-trough decline | -32.72% | -51.89% | +19.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.67% | 5.55% | +7.12% |
Volatility
EXPO vs. MTZ - Volatility Comparison
Exponent, Inc. (EXPO) has a higher volatility of 12.62% compared to MasTec, Inc. (MTZ) at 11.37%. This indicates that EXPO's price experiences larger fluctuations and is considered to be riskier than MTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXPO | MTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.62% | 11.37% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 25.38% | 29.25% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.02% | 38.48% | -7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.06% | 42.57% | -12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 43.74% | -14.85% |
Dividends
EXPO vs. MTZ - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 2.08%, while MTZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 2.08% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
MTZ MasTec, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
EXPO vs. MTZ - Financials Comparison
This section allows you to compare key financial metrics between Exponent, Inc. and MasTec, 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
Frequently Asked Questions
EXPO and MTZ have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPO has higher volatility (12.62%) compared to MTZ (11.37%). In terms of maximum drawdown, EXPO dropped -86.44% vs MTZ's -97.72%.
MTZ currently has the higher Sharpe Ratio (3.17 vs -0.74), 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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