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

Correlation

The correlation between KBR and EME is 0.55, 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.


-0.50.00.51.00.6

Performance

KBR vs. EME - Performance Comparison

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

500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
240.45%
1,575.17%
KBR
EME

Key characteristics

Sharpe Ratio

KBR:

0.30

EME:

3.72

Sortino Ratio

KBR:

0.51

EME:

3.99

Omega Ratio

KBR:

1.09

EME:

1.60

Calmar Ratio

KBR:

0.32

EME:

8.03

Martin Ratio

KBR:

1.06

EME:

23.60

Ulcer Index

KBR:

7.06%

EME:

4.97%

Daily Std Dev

KBR:

24.96%

EME:

31.53%

Max Drawdown

KBR:

-77.47%

EME:

-70.56%

Current Drawdown

KBR:

-20.67%

EME:

-11.60%

Fundamentals

Market Cap

KBR:

$7.57B

EME:

$21.94B

EPS

KBR:

$2.36

EME:

$19.67

PE Ratio

KBR:

24.08

EME:

24.25

PEG Ratio

KBR:

0.97

EME:

1.32

Total Revenue (TTM)

KBR:

$7.35B

EME:

$14.24B

Gross Profit (TTM)

KBR:

$1.05B

EME:

$2.63B

EBITDA (TTM)

KBR:

$668.00M

EME:

$1.38B

Returns By Period

In the year-to-date period, KBR achieves a 3.86% return, which is significantly lower than EME's 116.82% return. Over the past 10 years, KBR has underperformed EME with an annualized return of 14.48%, while EME has yielded a comparatively higher 27.09% annualized return.


KBR

YTD

3.86%

1M

-1.63%

6M

-10.63%

1Y

6.36%

5Y*

14.54%

10Y*

14.48%

EME

YTD

116.82%

1M

-9.69%

6M

22.32%

1Y

118.25%

5Y*

39.94%

10Y*

27.09%

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Risk-Adjusted Performance

KBR vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KBR, Inc. (KBR) 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.


Sharpe ratio
The chart of Sharpe ratio for KBR, currently valued at 0.30, compared to the broader market-4.00-2.000.002.000.303.72
The chart of Sortino ratio for KBR, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.000.513.99
The chart of Omega ratio for KBR, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.60
The chart of Calmar ratio for KBR, currently valued at 0.32, compared to the broader market0.002.004.006.000.328.03
The chart of Martin ratio for KBR, currently valued at 1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.001.0623.60
KBR
EME

The current KBR Sharpe Ratio is 0.30, which is lower than the EME Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of KBR 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.30
3.72
KBR
EME

Dividends

KBR vs. EME - Dividend Comparison

KBR's dividend yield for the trailing twelve months is around 1.05%, more than EME's 0.20% yield.


TTM20232022202120202019201820172016201520142013
KBR
KBR, Inc.
1.05%0.97%0.91%0.92%1.29%1.05%2.11%1.61%1.92%1.89%1.89%1.00%
EME
EMCOR Group, Inc.
0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

KBR vs. EME - Drawdown Comparison

The maximum KBR drawdown since its inception was -77.47%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for KBR and EME. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.67%
-11.60%
KBR
EME

Volatility

KBR vs. EME - Volatility Comparison

The current volatility for KBR, Inc. (KBR) is 7.96%, while EMCOR Group, Inc. (EME) has a volatility of 9.00%. This indicates that KBR 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.96%
9.00%
KBR
EME

Financials

KBR vs. EME - Financials Comparison

This section allows you to compare key financial metrics between KBR, 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


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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