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

Correlation

The correlation between MTZ and EME is 0.40, 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: 0.4

Performance

MTZ vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MasTec, Inc. (MTZ) 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%NovemberDecember2025FebruaryMarchApril
2,078.74%
17,546.52%
MTZ
EME

Key characteristics

Sharpe Ratio

MTZ:

0.83

EME:

0.25

Sortino Ratio

MTZ:

1.35

EME:

0.58

Omega Ratio

MTZ:

1.19

EME:

1.09

Calmar Ratio

MTZ:

1.14

EME:

0.28

Martin Ratio

MTZ:

3.40

EME:

0.78

Ulcer Index

MTZ:

11.36%

EME:

13.28%

Daily Std Dev

MTZ:

46.55%

EME:

41.99%

Max Drawdown

MTZ:

-97.72%

EME:

-70.56%

Current Drawdown

MTZ:

-26.98%

EME:

-28.66%

Fundamentals

Market Cap

MTZ:

$9.28B

EME:

$17.39B

EPS

MTZ:

$2.05

EME:

$21.53

PE Ratio

MTZ:

57.27

EME:

17.76

PEG Ratio

MTZ:

0.62

EME:

1.32

PS Ratio

MTZ:

0.75

EME:

1.19

PB Ratio

MTZ:

3.22

EME:

6.04

Total Revenue (TTM)

MTZ:

$9.62B

EME:

$11.13B

Gross Profit (TTM)

MTZ:

$1.18B

EME:

$2.18B

EBITDA (TTM)

MTZ:

$803.20M

EME:

$1.23B

Returns By Period

In the year-to-date period, MTZ achieves a -13.76% return, which is significantly higher than EME's -15.71% return. Over the past 10 years, MTZ has underperformed EME with an annualized return of 20.13%, while EME has yielded a comparatively higher 24.17% annualized return.


MTZ

YTD

-13.76%

1M

-5.42%

6M

-8.22%

1Y

38.68%

5Y*

27.63%

10Y*

20.13%

EME

YTD

-15.71%

1M

-3.21%

6M

-14.46%

1Y

10.95%

5Y*

44.00%

10Y*

24.17%

*Annualized

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Risk-Adjusted Performance

MTZ vs. EME — Risk-Adjusted Performance Rank

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

MTZ
The Risk-Adjusted Performance Rank of MTZ is 8181
Overall Rank
The Sharpe Ratio Rank of MTZ is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MTZ is 7777
Sortino Ratio Rank
The Omega Ratio Rank of MTZ is 7777
Omega Ratio Rank
The Calmar Ratio Rank of MTZ is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MTZ is 8282
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6363
Overall Rank
The Sharpe Ratio Rank of EME is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 5858
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6060
Omega Ratio Rank
The Calmar Ratio Rank of EME is 6868
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.

MTZ vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MasTec, Inc. (MTZ) 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 MTZ, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.00
MTZ: 0.83
EME: 0.25
The chart of Sortino ratio for MTZ, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
MTZ: 1.35
EME: 0.58
The chart of Omega ratio for MTZ, currently valued at 1.19, compared to the broader market0.501.001.502.00
MTZ: 1.19
EME: 1.09
The chart of Calmar ratio for MTZ, currently valued at 1.14, compared to the broader market0.001.002.003.004.00
MTZ: 1.14
EME: 0.28
The chart of Martin ratio for MTZ, currently valued at 3.40, compared to the broader market-5.000.005.0010.0015.0020.00
MTZ: 3.40
EME: 0.78

The current MTZ Sharpe Ratio is 0.83, which is higher than the EME Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of MTZ 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.83
0.25
MTZ
EME

Dividends

MTZ vs. EME - Dividend Comparison

MTZ has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.20%.


TTM20242023202220212020201920182017201620152014
MTZ
MasTec, 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.
0.20%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

MTZ vs. EME - Drawdown Comparison

The maximum MTZ drawdown since its inception was -97.72%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for MTZ and EME. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.98%
-28.66%
MTZ
EME

Volatility

MTZ vs. EME - Volatility Comparison

MasTec, Inc. (MTZ) has a higher volatility of 21.57% compared to EMCOR Group, Inc. (EME) at 17.52%. This indicates that MTZ'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%NovemberDecember2025FebruaryMarchApril
21.57%
17.52%
MTZ
EME

Financials

MTZ vs. EME - Financials Comparison

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