PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GVA vs. PWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GVA and PWR is 0.45, 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.


-0.50.00.51.00.5

Performance

GVA vs. PWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Granite Construction Incorporated (GVA) and Quanta Services, Inc. (PWR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
42.25%
34.57%
GVA
PWR

Key characteristics

Sharpe Ratio

GVA:

4.13

PWR:

1.95

Sortino Ratio

GVA:

5.29

PWR:

2.71

Omega Ratio

GVA:

1.63

PWR:

1.35

Calmar Ratio

GVA:

3.44

PWR:

4.08

Martin Ratio

GVA:

24.92

PWR:

12.31

Ulcer Index

GVA:

3.87%

PWR:

5.11%

Daily Std Dev

GVA:

23.35%

PWR:

32.22%

Max Drawdown

GVA:

-84.72%

PWR:

-97.07%

Current Drawdown

GVA:

-8.44%

PWR:

-4.93%

Fundamentals

Market Cap

GVA:

$4.00B

PWR:

$48.63B

EPS

GVA:

$2.36

PWR:

$5.40

PE Ratio

GVA:

38.82

PWR:

61.00

PEG Ratio

GVA:

5.56

PWR:

1.90

Total Revenue (TTM)

GVA:

$3.03B

PWR:

$17.12B

Gross Profit (TTM)

GVA:

$421.95M

PWR:

$2.26B

EBITDA (TTM)

GVA:

$263.18M

PWR:

$1.41B

Returns By Period

The year-to-date returns for both stocks are quite close, with GVA having a 4.45% return and PWR slightly lower at 4.26%. Over the past 10 years, GVA has underperformed PWR with an annualized return of 11.61%, while PWR has yielded a comparatively higher 29.04% annualized return.


GVA

YTD

4.45%

1M

-1.63%

6M

42.25%

1Y

99.23%

5Y*

30.08%

10Y*

11.61%

PWR

YTD

4.26%

1M

-3.79%

6M

34.57%

1Y

63.80%

5Y*

52.14%

10Y*

29.04%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GVA vs. PWR — Risk-Adjusted Performance Rank

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

GVA
The Risk-Adjusted Performance Rank of GVA is 9898
Overall Rank
The Sharpe Ratio Rank of GVA is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of GVA is 9999
Sortino Ratio Rank
The Omega Ratio Rank of GVA is 9797
Omega Ratio Rank
The Calmar Ratio Rank of GVA is 9696
Calmar Ratio Rank
The Martin Ratio Rank of GVA is 9999
Martin Ratio Rank

PWR
The Risk-Adjusted Performance Rank of PWR is 9393
Overall Rank
The Sharpe Ratio Rank of PWR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PWR is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PWR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PWR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PWR is 9494
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.

GVA vs. PWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Granite Construction Incorporated (GVA) 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.


Sharpe ratio
The chart of Sharpe ratio for GVA, currently valued at 4.13, compared to the broader market-2.000.002.004.131.95
The chart of Sortino ratio for GVA, currently valued at 5.29, compared to the broader market-4.00-2.000.002.004.005.292.71
The chart of Omega ratio for GVA, currently valued at 1.63, compared to the broader market0.501.001.502.001.631.35
The chart of Calmar ratio for GVA, currently valued at 3.44, compared to the broader market0.002.004.006.003.444.08
The chart of Martin ratio for GVA, currently valued at 24.92, compared to the broader market-30.00-20.00-10.000.0010.0020.0024.9212.31
GVA
PWR

The current GVA Sharpe Ratio is 4.13, which is higher than the PWR Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of GVA and PWR, 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
4.13
1.95
GVA
PWR

Dividends

GVA vs. PWR - Dividend Comparison

GVA's dividend yield for the trailing twelve months is around 0.57%, more than PWR's 0.11% yield.


TTM20242023202220212020201920182017201620152014
GVA
Granite Construction Incorporated
0.57%0.59%1.02%1.48%1.34%1.95%1.88%1.29%0.82%0.95%1.21%1.37%
PWR
Quanta Services, Inc.
0.11%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%

Drawdowns

GVA vs. PWR - Drawdown Comparison

The maximum GVA drawdown since its inception was -84.72%, smaller than the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for GVA and PWR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.44%
-4.93%
GVA
PWR

Volatility

GVA vs. PWR - Volatility Comparison

The current volatility for Granite Construction Incorporated (GVA) is 6.22%, while Quanta Services, Inc. (PWR) has a volatility of 9.01%. This indicates that GVA experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
6.22%
9.01%
GVA
PWR

Financials

GVA vs. PWR - Financials Comparison

This section allows you to compare key financial metrics between Granite Construction Incorporated 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab