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

Correlation

The correlation between MTZ 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

MTZ vs. PWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MasTec, Inc. (MTZ) and Quanta Services, Inc. (PWR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.31%
17.81%
MTZ
PWR

Key characteristics

Sharpe Ratio

MTZ:

1.99

PWR:

1.50

Sortino Ratio

MTZ:

2.68

PWR:

2.22

Omega Ratio

MTZ:

1.33

PWR:

1.29

Calmar Ratio

MTZ:

1.65

PWR:

3.13

Martin Ratio

MTZ:

13.76

PWR:

9.14

Ulcer Index

MTZ:

5.79%

PWR:

5.29%

Daily Std Dev

MTZ:

40.02%

PWR:

32.15%

Max Drawdown

MTZ:

-97.72%

PWR:

-97.07%

Current Drawdown

MTZ:

-10.73%

PWR:

-6.93%

Fundamentals

Market Cap

MTZ:

$10.82B

PWR:

$49.66B

EPS

MTZ:

$1.13

PWR:

$5.42

PE Ratio

MTZ:

120.83

PWR:

62.07

PEG Ratio

MTZ:

1.02

PWR:

2.00

Total Revenue (TTM)

MTZ:

$12.18B

PWR:

$22.90B

Gross Profit (TTM)

MTZ:

$1.13B

PWR:

$2.98B

EBITDA (TTM)

MTZ:

$900.99M

PWR:

$1.89B

Returns By Period

In the year-to-date period, MTZ achieves a 74.42% return, which is significantly higher than PWR's 49.63% return. Over the past 10 years, MTZ has underperformed PWR with an annualized return of 19.98%, while PWR has yielded a comparatively higher 28.24% annualized return.


MTZ

YTD

74.42%

1M

-7.25%

6M

20.94%

1Y

87.25%

5Y*

15.35%

10Y*

19.98%

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

MTZ vs. PWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MasTec, Inc. (MTZ) 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 MTZ, currently valued at 1.99, compared to the broader market-4.00-2.000.002.001.991.50
The chart of Sortino ratio for MTZ, currently valued at 2.68, compared to the broader market-4.00-2.000.002.004.002.682.22
The chart of Omega ratio for MTZ, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.29
The chart of Calmar ratio for MTZ, currently valued at 1.65, compared to the broader market0.002.004.006.001.653.13
The chart of Martin ratio for MTZ, currently valued at 13.76, compared to the broader market0.0010.0020.0013.769.14
MTZ
PWR

The current MTZ Sharpe Ratio is 1.99, which is higher than the PWR Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of MTZ 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.99
1.50
MTZ
PWR

Dividends

MTZ vs. PWR - Dividend Comparison

MTZ has not paid dividends to shareholders, while PWR's dividend yield for the trailing twelve months is around 0.11%.


TTM202320222021202020192018
MTZ
MasTec, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.11%0.15%0.25%0.16%0.29%0.42%0.13%

Drawdowns

MTZ vs. PWR - Drawdown Comparison

The maximum MTZ drawdown since its inception was -97.72%, roughly equal to the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for MTZ and PWR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.73%
-6.93%
MTZ
PWR

Volatility

MTZ vs. PWR - Volatility Comparison

MasTec, Inc. (MTZ) has a higher volatility of 10.13% compared to Quanta Services, Inc. (PWR) at 8.67%. This indicates that MTZ's price experiences larger fluctuations and is considered to be riskier 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
10.13%
8.67%
MTZ
PWR

Financials

MTZ vs. PWR - Financials Comparison

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