EXPO vs. STN
EXPO (Exponent, Inc.) and STN (Stantec Inc) are both stocks. Both are in the Industrials sector — EXPO in Consulting Services, STN in Engineering & Construction. Over the past 10 years, EXPO returned 9.03%/yr vs 12.56%/yr for STN. At a 0.27 correlation, their price movements are largely independent.
Performance
EXPO vs. STN - Performance Comparison
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Returns By Period
In the year-to-date period, EXPO achieves a -14.63% return, which is significantly higher than STN's -21.89% return. Over the past 10 years, EXPO has underperformed STN with an annualized return of 9.03%, while STN has yielded a comparatively higher 12.56% 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%
STN
- 1D
- -0.58%
- 1M
- -15.85%
- YTD
- -21.89%
- 6M
- -22.73%
- 1Y
- -30.32%
- 3Y*
- 7.27%
- 5Y*
- 11.85%
- 10Y*
- 12.56%
EXPO vs. STN - 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% |
STN Stantec Inc | -21.89% | 21.08% | -1.44% | 68.90% | -13.76% | 75.67% | 16.56% | 31.83% | -20.43% | 12.80% |
Correlation
The correlation between EXPO and STN is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.27 |
The correlation between EXPO and STN shifts across timeframes, from 0.27 (all time) to 0.39 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EXPO:
$2.94B
STN:
$8.38B
EXPO:
$2.14
STN:
$3.98
EXPO:
27.47
STN:
18.44
EXPO:
13.02
STN:
0.76
EXPO:
6.85
STN:
1.08
EXPO:
8.70
STN:
2.48
EXPO:
$436.51M
STN:
$7.77B
EXPO:
$95.87M
STN:
$3.11B
EXPO:
$153.50M
STN:
$1.05B
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Return for Risk
EXPO vs. STN — Risk / Return Rank
EXPO
STN
EXPO vs. STN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and Stantec Inc (STN). 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 | STN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.81 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.85 | +0.15 |
| Martin ratioReturn relative to average drawdown | -1.80 | -1.94 | +0.14 |
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 | STN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | -1.10 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.47 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.49 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.40 | -0.18 |
Drawdowns
EXPO vs. STN - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, which is greater than STN's maximum drawdown of -67.42%. Use the drawdown chart below to compare losses from any high point for EXPO and STN.
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Drawdown Indicators
| EXPO | STN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.44% | -67.42% | -19.02% |
Max Drawdown (1Y)Largest decline over 1 year | -32.45% | -35.66% | +3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -52.37% | -35.66% | -16.71% |
Max Drawdown (5Y)Largest decline over 5 years | -54.79% | -35.66% | -19.13% |
Max Drawdown (10Y)Largest decline over 10 years | -54.79% | -35.66% | -19.13% |
Current DrawdownCurrent decline from peak | -50.26% | -35.06% | -15.20% |
Average DrawdownAverage peak-to-trough decline | -32.72% | -17.11% | -15.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.67% | 15.63% | -2.96% |
Volatility
EXPO vs. STN - Volatility Comparison
Exponent, Inc. (EXPO) and Stantec Inc (STN) have volatilities of 12.62% and 13.19%, 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 | STN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.62% | 13.19% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 25.38% | 23.93% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.02% | 27.82% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.06% | 25.23% | +4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 25.65% | +3.24% |
Dividends
EXPO vs. STN - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 2.08%, more than STN's 1.07% yield.
| 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% |
STN Stantec Inc | 1.07% | 0.69% | 0.78% | 0.79% | 1.14% | 1.17% | 1.42% | 1.55% | 1.91% | 1.79% | 1.78% | 1.69% |
Financials
EXPO vs. STN - Financials Comparison
This section allows you to compare key financial metrics between Exponent, Inc. and Stantec 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 STN have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STN has higher volatility (13.19%) compared to EXPO (12.62%). In terms of maximum drawdown, EXPO dropped -86.44% vs STN's -67.42%.
EXPO currently has the higher Sharpe Ratio (-0.74 vs -1.10), 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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