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GHM vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GHM and EME is 0.30, 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.


-0.50.00.51.00.3

Performance

GHM vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Graham Corporation (GHM) and EMCOR Group, Inc. (EME). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%OctoberNovemberDecember2025FebruaryMarch
1,816.93%
17,109.04%
GHM
EME

Key characteristics

Sharpe Ratio

GHM:

0.57

EME:

0.47

Sortino Ratio

GHM:

1.14

EME:

0.80

Omega Ratio

GHM:

1.15

EME:

1.13

Calmar Ratio

GHM:

0.67

EME:

0.56

Martin Ratio

GHM:

2.17

EME:

1.83

Ulcer Index

GHM:

13.86%

EME:

9.94%

Daily Std Dev

GHM:

52.55%

EME:

38.53%

Max Drawdown

GHM:

-86.10%

EME:

-70.56%

Current Drawdown

GHM:

-37.07%

EME:

-30.42%

Fundamentals

Market Cap

GHM:

$341.15M

EME:

$16.96B

EPS

GHM:

$0.83

EME:

$21.53

PE Ratio

GHM:

37.70

EME:

17.32

PEG Ratio

GHM:

0.77

EME:

1.32

Total Revenue (TTM)

GHM:

$199.62M

EME:

$14.57B

Gross Profit (TTM)

GHM:

$48.68M

EME:

$2.77B

EBITDA (TTM)

GHM:

$16.94M

EME:

$1.52B

Returns By Period

In the year-to-date period, GHM achieves a -29.64% return, which is significantly lower than EME's -17.80% return. Over the past 10 years, GHM has underperformed EME with an annualized return of 4.18%, while EME has yielded a comparatively higher 24.40% annualized return.


GHM

YTD

-29.64%

1M

-18.56%

6M

7.79%

1Y

25.41%

5Y*

22.50%

10Y*

4.18%

EME

YTD

-17.80%

1M

-16.43%

6M

-3.91%

1Y

15.43%

5Y*

43.52%

10Y*

24.40%

*Annualized

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Risk-Adjusted Performance

GHM vs. EME — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GHM
The Risk-Adjusted Performance Rank of GHM is 7272
Overall Rank
The Sharpe Ratio Rank of GHM is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of GHM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of GHM is 6868
Omega Ratio Rank
The Calmar Ratio Rank of GHM is 7878
Calmar Ratio Rank
The Martin Ratio Rank of GHM is 7373
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6767
Overall Rank
The Sharpe Ratio Rank of EME is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6060
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6464
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7474
Calmar Ratio Rank
The Martin Ratio Rank of EME is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GHM vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Graham Corporation (GHM) and EMCOR Group, Inc. (EME). 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.


The chart of Sharpe ratio for GHM, currently valued at 0.57, compared to the broader market-3.00-2.00-1.000.001.002.003.000.570.47
The chart of Sortino ratio for GHM, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.140.80
The chart of Omega ratio for GHM, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.13
The chart of Calmar ratio for GHM, currently valued at 0.67, compared to the broader market0.001.002.003.004.005.000.670.56
The chart of Martin ratio for GHM, currently valued at 2.17, compared to the broader market-10.000.0010.0020.002.171.83
GHM
EME

The current GHM Sharpe Ratio is 0.57, which is comparable to the EME Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of GHM and EME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2025FebruaryMarch
0.57
0.47
GHM
EME

Dividends

GHM vs. EME - Dividend Comparison

GHM has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.27%.


TTM20242023202220212020201920182017201620152014
GHM
Graham Corporation
0.00%0.00%0.00%0.00%3.54%2.90%1.92%1.66%1.72%1.63%1.90%0.56%
EME
EMCOR Group, Inc.
0.27%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

GHM vs. EME - Drawdown Comparison

The maximum GHM drawdown since its inception was -86.10%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for GHM and EME. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-37.07%
-30.42%
GHM
EME

Volatility

GHM vs. EME - Volatility Comparison

Graham Corporation (GHM) has a higher volatility of 16.59% compared to EMCOR Group, Inc. (EME) at 13.32%. This indicates that GHM's price experiences larger fluctuations and is considered to be riskier than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
16.59%
13.32%
GHM
EME

Financials

GHM vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Graham Corporation and EMCOR Group, 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