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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.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
44.61%
17.81%
GVA
PWR

Key characteristics

Sharpe Ratio

GVA:

3.43

PWR:

1.50

Sortino Ratio

GVA:

4.58

PWR:

2.22

Omega Ratio

GVA:

1.53

PWR:

1.29

Calmar Ratio

GVA:

2.87

PWR:

3.13

Martin Ratio

GVA:

17.63

PWR:

9.14

Ulcer Index

GVA:

4.56%

PWR:

5.29%

Daily Std Dev

GVA:

23.47%

PWR:

32.15%

Max Drawdown

GVA:

-84.72%

PWR:

-97.07%

Current Drawdown

GVA:

-10.18%

PWR:

-6.93%

Fundamentals

Market Cap

GVA:

$4.01B

PWR:

$49.66B

EPS

GVA:

$2.36

PWR:

$5.42

PE Ratio

GVA:

38.89

PWR:

62.07

PEG Ratio

GVA:

5.56

PWR:

2.00

Total Revenue (TTM)

GVA:

$3.96B

PWR:

$22.90B

Gross Profit (TTM)

GVA:

$516.26M

PWR:

$2.98B

EBITDA (TTM)

GVA:

$326.89M

PWR:

$1.89B

Returns By Period

In the year-to-date period, GVA achieves a 78.03% return, which is significantly higher than PWR's 49.63% return. Over the past 10 years, GVA has underperformed PWR with an annualized return of 10.63%, while PWR has yielded a comparatively higher 28.24% annualized return.


GVA

YTD

78.03%

1M

-7.71%

6M

44.63%

1Y

81.15%

5Y*

28.46%

10Y*

10.63%

PWR

YTD

49.63%

1M

-2.48%

6M

17.82%

1Y

51.74%

5Y*

51.42%

10Y*

28.24%

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Risk-Adjusted Performance

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 3.43, compared to the broader market-4.00-2.000.002.003.431.50
The chart of Sortino ratio for GVA, currently valued at 4.58, compared to the broader market-4.00-2.000.002.004.004.582.22
The chart of Omega ratio for GVA, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.29
The chart of Calmar ratio for GVA, currently valued at 2.87, compared to the broader market0.002.004.006.002.873.13
The chart of Martin ratio for GVA, currently valued at 17.63, compared to the broader market0.0010.0020.0017.639.14
GVA
PWR

The current GVA Sharpe Ratio is 3.43, which is higher than the PWR Sharpe Ratio of 1.50. 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.43
1.50
GVA
PWR

Dividends

GVA vs. PWR - Dividend Comparison

GVA's dividend yield for the trailing twelve months is around 0.58%, more than PWR's 0.11% yield.


TTM20232022202120202019201820172016201520142013
GVA
Granite Construction Incorporated
0.58%1.02%1.48%1.34%1.95%1.88%1.29%0.82%0.95%1.21%1.37%1.49%
PWR
Quanta Services, Inc.
0.11%0.15%0.25%0.16%0.29%0.42%0.13%0.00%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%JulyAugustSeptemberOctoberNovemberDecember
-10.18%
-6.93%
GVA
PWR

Volatility

GVA vs. PWR - Volatility Comparison

The current volatility for Granite Construction Incorporated (GVA) is 5.68%, while Quanta Services, Inc. (PWR) has a volatility of 8.67%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.68%
8.67%
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
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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.

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