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FLR vs. PWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FLRPWR
YTD Return-0.69%18.82%
1Y Return41.92%55.27%
3Y Return (Ann)17.57%38.29%
5Y Return (Ann)6.57%46.37%
10Y Return (Ann)-5.18%22.62%
Sharpe Ratio1.031.85
Daily Std Dev38.27%28.49%
Max Drawdown-95.89%-97.07%
Current Drawdown-52.93%-2.58%

Fundamentals


FLRPWR
Market Cap$6.66B$37.52B
EPS$1.70$5.15
PE Ratio22.8849.77
PEG Ratio0.332.00
Revenue (TTM)$15.46B$21.49B
Gross Profit (TTM)$355.00M$2.53B
EBITDA (TTM)$474.00M$1.74B

Correlation

-0.50.00.51.00.5

The correlation between FLR and PWR is 0.51, 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.

Performance

FLR vs. PWR - Performance Comparison

In the year-to-date period, FLR achieves a -0.69% return, which is significantly lower than PWR's 18.82% return. Over the past 10 years, FLR has underperformed PWR with an annualized return of -5.18%, while PWR has yielded a comparatively higher 22.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%December2024FebruaryMarchAprilMay
278.28%
719.70%
FLR
PWR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fluor Corporation

Quanta Services, Inc.

Risk-Adjusted Performance

FLR vs. PWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fluor Corporation (FLR) and Quanta Services, Inc. (PWR). 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.


FLR
Sharpe ratio
The chart of Sharpe ratio for FLR, currently valued at 1.02, compared to the broader market-2.00-1.000.001.002.003.004.001.03
Sortino ratio
The chart of Sortino ratio for FLR, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.006.001.72
Omega ratio
The chart of Omega ratio for FLR, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for FLR, currently valued at 0.57, compared to the broader market0.002.004.006.000.57
Martin ratio
The chart of Martin ratio for FLR, currently valued at 6.47, compared to the broader market-10.000.0010.0020.0030.006.47
PWR
Sharpe ratio
The chart of Sharpe ratio for PWR, currently valued at 1.85, compared to the broader market-2.00-1.000.001.002.003.004.001.85
Sortino ratio
The chart of Sortino ratio for PWR, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.006.002.66
Omega ratio
The chart of Omega ratio for PWR, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for PWR, currently valued at 2.12, compared to the broader market0.002.004.006.002.12
Martin ratio
The chart of Martin ratio for PWR, currently valued at 6.19, compared to the broader market-10.000.0010.0020.0030.006.19

FLR vs. PWR - Sharpe Ratio Comparison

The current FLR Sharpe Ratio is 1.03, which is lower than the PWR Sharpe Ratio of 1.85. The chart below compares the 12-month rolling Sharpe Ratio of FLR and PWR.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.03
1.85
FLR
PWR

Dividends

FLR vs. PWR - Dividend Comparison

FLR has not paid dividends to shareholders, while PWR's dividend yield for the trailing twelve months is around 0.13%.


TTM20232022202120202019201820172016201520142013
FLR
Fluor Corporation
0.00%0.00%0.00%0.00%0.63%3.87%2.61%1.63%1.60%1.78%1.39%0.80%
PWR
Quanta Services, Inc.
0.13%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLR vs. PWR - Drawdown Comparison

The maximum FLR drawdown since its inception was -95.89%, roughly equal to the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for FLR and PWR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-52.93%
-2.58%
FLR
PWR

Volatility

FLR vs. PWR - Volatility Comparison

Fluor Corporation (FLR) has a higher volatility of 8.53% compared to Quanta Services, Inc. (PWR) at 6.39%. This indicates that FLR's price experiences larger fluctuations and is considered to be riskier than PWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2024FebruaryMarchAprilMay
8.53%
6.39%
FLR
PWR

Financials

FLR vs. PWR - Financials Comparison

This section allows you to compare key financial metrics between Fluor Corporation and Quanta Services, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items