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

Correlation

The correlation between IDXX and EME is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

IDXX vs. EME - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
3,833.18%
18,402.96%
IDXX
EME

Key characteristics

Sharpe Ratio

IDXX:

-0.42

EME:

0.32

Sortino Ratio

IDXX:

-0.43

EME:

0.67

Omega Ratio

IDXX:

0.95

EME:

1.10

Calmar Ratio

IDXX:

-0.27

EME:

0.37

Martin Ratio

IDXX:

-0.76

EME:

0.95

Ulcer Index

IDXX:

17.62%

EME:

14.21%

Daily Std Dev

IDXX:

31.77%

EME:

42.52%

Max Drawdown

IDXX:

-81.46%

EME:

-70.56%

Current Drawdown

IDXX:

-38.70%

EME:

-25.19%

Fundamentals

Market Cap

IDXX:

$35.45B

EME:

$18.49B

EPS

IDXX:

$10.67

EME:

$21.54

PE Ratio

IDXX:

40.67

EME:

19.05

PEG Ratio

IDXX:

3.72

EME:

1.32

PS Ratio

IDXX:

9.10

EME:

1.27

PB Ratio

IDXX:

22.22

EME:

6.29

Total Revenue (TTM)

IDXX:

$2.93B

EME:

$15.00B

Gross Profit (TTM)

IDXX:

$1.79B

EME:

$2.90B

EBITDA (TTM)

IDXX:

$940.32M

EME:

$1.52B

Returns By Period

In the year-to-date period, IDXX achieves a 4.65% return, which is significantly higher than EME's -11.62% return. Over the past 10 years, IDXX has underperformed EME with an annualized return of 20.65%, while EME has yielded a comparatively higher 24.97% annualized return.


IDXX

YTD

4.65%

1M

3.02%

6M

-4.09%

1Y

-12.20%

5Y*

9.87%

10Y*

20.65%

EME

YTD

-11.62%

1M

8.48%

6M

-7.09%

1Y

12.45%

5Y*

47.17%

10Y*

24.97%

*Annualized

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Risk-Adjusted Performance

IDXX vs. EME — Risk-Adjusted Performance Rank

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

IDXX
The Risk-Adjusted Performance Rank of IDXX is 3030
Overall Rank
The Sharpe Ratio Rank of IDXX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of IDXX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of IDXX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of IDXX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of IDXX is 3535
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6262
Overall Rank
The Sharpe Ratio Rank of EME is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 5757
Sortino Ratio Rank
The Omega Ratio Rank of EME is 5858
Omega Ratio Rank
The Calmar Ratio Rank of EME is 6969
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6464
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.

IDXX vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEXX Laboratories, Inc. (IDXX) 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 IDXX, currently valued at -0.42, compared to the broader market-2.00-1.000.001.002.003.00
IDXX: -0.42
EME: 0.32
The chart of Sortino ratio for IDXX, currently valued at -0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
IDXX: -0.43
EME: 0.67
The chart of Omega ratio for IDXX, currently valued at 0.95, compared to the broader market0.501.001.502.00
IDXX: 0.95
EME: 1.10
The chart of Calmar ratio for IDXX, currently valued at -0.27, compared to the broader market0.001.002.003.004.005.00
IDXX: -0.27
EME: 0.37
The chart of Martin ratio for IDXX, currently valued at -0.76, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
IDXX: -0.76
EME: 0.95

The current IDXX Sharpe Ratio is -0.42, which is lower than the EME Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of IDXX 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 Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.42
0.32
IDXX
EME

Dividends

IDXX vs. EME - Dividend Comparison

IDXX has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.25%.


TTM20242023202220212020201920182017201620152014
IDXX
IDEXX Laboratories, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EME
EMCOR Group, Inc.
0.25%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

IDXX vs. EME - Drawdown Comparison

The maximum IDXX drawdown since its inception was -81.46%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for IDXX and EME. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.70%
-25.19%
IDXX
EME

Volatility

IDXX vs. EME - Volatility Comparison

The current volatility for IDEXX Laboratories, Inc. (IDXX) is 15.57%, while EMCOR Group, Inc. (EME) has a volatility of 17.37%. This indicates that IDXX experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
15.57%
17.37%
IDXX
EME

Financials

IDXX vs. EME - Financials Comparison

This section allows you to compare key financial metrics between IDEXX Laboratories, Inc. 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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20212022202320242025
954.29M
3.87B
(IDXX) Total Revenue
(EME) Total Revenue
Values in USD except per share items

IDXX vs. EME - Profitability Comparison

The chart below illustrates the profitability comparison between IDEXX Laboratories, Inc. and EMCOR Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
59.8%
18.7%
(IDXX) Gross Margin
(EME) Gross Margin
IDXX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, IDEXX Laboratories, Inc. reported a gross profit of 570.66M and revenue of 954.29M. Therefore, the gross margin over that period was 59.8%.
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported a gross profit of 722.72M and revenue of 3.87B. Therefore, the gross margin over that period was 18.7%.
IDXX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, IDEXX Laboratories, Inc. reported an operating income of 261.69M and revenue of 954.29M, resulting in an operating margin of 27.4%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported an operating income of 318.76M and revenue of 3.87B, resulting in an operating margin of 8.2%.
IDXX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, IDEXX Laboratories, Inc. reported a net income of 216.15M and revenue of 954.29M, resulting in a net margin of 22.7%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported a net income of 240.68M and revenue of 3.87B, resulting in a net margin of 6.2%.