MTZ vs. EXPO
MTZ (MasTec, Inc.) and EXPO (Exponent, Inc.) are both stocks. Both are in the Industrials sector — MTZ in Engineering & Construction, EXPO in Consulting Services. Over the past 10 years, MTZ returned 32.06%/yr vs 9.03%/yr for EXPO. At a 0.21 correlation, their price movements are largely independent.
Performance
MTZ vs. EXPO - Performance Comparison
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Returns By Period
In the year-to-date period, MTZ achieves a 66.40% return, which is significantly higher than EXPO's -14.63% return. Over the past 10 years, MTZ has outperformed EXPO with an annualized return of 32.06%, while EXPO has yielded a comparatively lower 9.03% annualized return.
MTZ
- 1D
- -0.60%
- 1M
- -12.69%
- YTD
- 66.40%
- 6M
- 63.98%
- 1Y
- 120.95%
- 3Y*
- 48.70%
- 5Y*
- 24.55%
- 10Y*
- 32.06%
EXPO
- 1D
- -1.54%
- 1M
- -3.86%
- YTD
- -14.63%
- 6M
- -17.61%
- 1Y
- -22.77%
- 3Y*
- -13.93%
- 5Y*
- -6.72%
- 10Y*
- 9.03%
MTZ vs. EXPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTZ MasTec, Inc. | 66.40% | 59.67% | 79.79% | -11.26% | -7.53% | 35.35% | 6.27% | 58.19% | -17.14% | 27.97% |
EXPO Exponent, Inc. | -14.63% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
Correlation
The correlation between MTZ and EXPO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 1990 | 0.21 |
The correlation between MTZ and EXPO shifts across timeframes, from 0.08 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MTZ:
$28.50B
EXPO:
$2.94B
MTZ:
$5.71
EXPO:
$2.14
MTZ:
63.34
EXPO:
27.47
MTZ:
0.60
EXPO:
13.02
MTZ:
1.87
EXPO:
6.85
MTZ:
8.61
EXPO:
8.70
MTZ:
$15.28B
EXPO:
$436.51M
MTZ:
$1.85B
EXPO:
$95.87M
MTZ:
$1.10B
EXPO:
$153.50M
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Return for Risk
MTZ vs. EXPO — Risk / Return Rank
MTZ
EXPO
MTZ vs. EXPO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MasTec, Inc. (MTZ) and Exponent, Inc. (EXPO). 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.
| MTZ | EXPO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.91 | ||
| Sortino ratioReturn per unit of downside risk | +4.41 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.89 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 7.02 | -0.70 | +7.72 |
| Martin ratioReturn relative to average drawdown | 21.90 | -1.80 | +23.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MTZ | EXPO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.17 | -0.74 | +3.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | -0.22 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.31 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.22 | -0.02 |
Drawdowns
MTZ vs. EXPO - Drawdown Comparison
The maximum MTZ drawdown since its inception was -97.72%, which is greater than EXPO's maximum drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for MTZ and EXPO.
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Drawdown Indicators
| MTZ | EXPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.72% | -86.44% | -11.28% |
Max Drawdown (1Y)Largest decline over 1 year | -17.33% | -32.45% | +15.12% |
Max Drawdown (3Y)Largest decline over 3 years | -61.01% | -52.37% | -8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -61.01% | -54.79% | -6.22% |
Max Drawdown (10Y)Largest decline over 10 years | -67.92% | -54.79% | -13.13% |
Current DrawdownCurrent decline from peak | -17.33% | -50.26% | +32.93% |
Average DrawdownAverage peak-to-trough decline | -51.89% | -32.72% | -19.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 12.67% | -7.12% |
Volatility
MTZ vs. EXPO - Volatility Comparison
The current volatility for MasTec, Inc. (MTZ) is 11.37%, while Exponent, Inc. (EXPO) has a volatility of 12.62%. This indicates that MTZ experiences smaller price fluctuations and is considered to be less risky than EXPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTZ | EXPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.37% | 12.62% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 29.25% | 25.38% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.48% | 31.02% | +7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.57% | 30.06% | +12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.74% | 28.89% | +14.85% |
Dividends
MTZ vs. EXPO - Dividend Comparison
MTZ has not paid dividends to shareholders, while EXPO's dividend yield for the trailing twelve months is around 2.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 2.08% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
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% |
Financials
MTZ vs. EXPO - Financials Comparison
This section allows you to compare key financial metrics between MasTec, Inc. and Exponent, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MTZ and EXPO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPO has higher volatility (12.62%) compared to MTZ (11.37%). In terms of maximum drawdown, MTZ dropped -97.72% vs EXPO's -86.44%.
MTZ currently has the higher Sharpe Ratio (3.17 vs -0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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