PortfoliosLab logoPortfoliosLab logo
MTZ vs. PWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with MTZ having a 70.06% return and PWR slightly lower at 69.64%. Over the past 10 years, MTZ has underperformed PWR with an annualized return of 32.14%, while PWR has yielded a comparatively higher 40.93% annualized return.


MTZ

1D
0.92%
1M
-13.10%
YTD
70.06%
6M
69.34%
1Y
131.60%
3Y*
51.82%
5Y*
25.35%
10Y*
32.14%

PWR

1D
1.36%
1M
-5.50%
YTD
69.64%
6M
57.01%
1Y
100.95%
3Y*
58.60%
5Y*
50.60%
10Y*
40.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTZ vs. PWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTZ
MasTec, Inc.
70.06%59.67%79.79%-11.26%-7.53%35.35%6.27%58.19%-17.14%27.97%
PWR
Quanta Services, Inc.
69.64%33.70%46.60%51.70%24.63%59.50%77.74%35.84%-22.93%12.22%

Correlation

The correlation between MTZ and PWR is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Feb 13, 1998

0.47

Over the past year, MTZ and PWR have become more correlated (0.80) than their long-term average of 0.47, meaning their price movements have been converging.

Fundamentals

Market Cap

MTZ:

$29.12B

PWR:

$108.84B

EPS

MTZ:

$5.71

PWR:

$7.29

PE Ratio

MTZ:

64.74

PWR:

98.17

PEG Ratio

MTZ:

0.61

PWR:

4.86

PS Ratio

MTZ:

1.91

PWR:

3.62

PB Ratio

MTZ:

8.80

PWR:

12.03

Total Revenue (TTM)

MTZ:

$15.28B

PWR:

$29.99B

Gross Profit (TTM)

MTZ:

$1.85B

PWR:

$4.08B

EBITDA (TTM)

MTZ:

$1.10B

PWR:

$2.40B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MTZ vs. PWR — Risk / Return Rank

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

MTZ
MTZ Risk / Return Rank: 9595
Overall Rank
MTZ Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MTZ Sortino Ratio Rank: 9292
Sortino Ratio Rank
MTZ Omega Ratio Rank: 9292
Omega Ratio Rank
MTZ Calmar Ratio Rank: 9595
Calmar Ratio Rank
MTZ Martin Ratio Rank: 9797
Martin Ratio Rank

PWR
PWR Risk / Return Rank: 9393
Overall Rank
PWR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 9292
Sortino Ratio Rank
PWR Omega Ratio Rank: 9191
Omega Ratio Rank
PWR Calmar Ratio Rank: 9696
Calmar Ratio Rank
PWR Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MTZ vs. PWR - Risk-Adjusted Trends 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.


MTZPWRDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.50

1.47

+0.03

Calmar ratioReturn relative to maximum drawdown

7.68

8.15

-0.47

Martin ratioReturn relative to average drawdown

25.13

20.17

+4.96

MTZ vs. PWR - Sharpe Ratio Comparison

The current MTZ Sharpe Ratio is 3.45, which is comparable to the PWR Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of MTZ and PWR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MTZPWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.45

2.81

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.43

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

1.22

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.35

-0.16

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.


Loading charts...

Drawdown Indicators


MTZPWRDifference

Max Drawdown

Largest peak-to-trough decline

-97.72%

-97.07%

-0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.24%

-12.45%

-4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-61.01%

-33.89%

-27.12%

Max Drawdown (5Y)

Largest decline over 5 years

-61.01%

-33.89%

-27.12%

Max Drawdown (10Y)

Largest decline over 10 years

-67.92%

-45.53%

-22.39%

Current Drawdown

Current decline from peak

-15.51%

-8.86%

-6.65%

Average Drawdown

Average peak-to-trough decline

-51.91%

-46.88%

-5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

5.02%

+0.24%

Volatility

MTZ vs. PWR - Volatility Comparison

MasTec, Inc. (MTZ) and Quanta Services, Inc. (PWR) have volatilities of 12.32% and 11.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MTZPWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.32%

11.90%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

29.09%

29.40%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

38.38%

36.23%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.55%

35.60%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.74%

33.69%

+10.05%

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 0.06%.


PositionTTM20252024202320222021202020192018
MTZ
MasTec, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%

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


2.00B3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
3.83B
7.87B
(MTZ) Total Revenue
(PWR) Total Revenue
Values in USD except per share items

MTZ vs. PWR - Profitability Comparison

The chart below illustrates the profitability comparison between MasTec, Inc. and Quanta Services, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

4.0%6.0%8.0%10.0%12.0%14.0%16.0%20222023202420252026
12.5%
14.1%
Portfolio components
MTZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported a gross profit of 477.90M and revenue of 3.83B. Therefore, the gross margin over that period was 12.5%.

PWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a gross profit of 1.11B and revenue of 7.87B. Therefore, the gross margin over that period was 14.1%.

MTZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported an operating income of 141.80M and revenue of 3.83B, resulting in an operating margin of 3.7%.

PWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported an operating income of 338.78M and revenue of 7.87B, resulting in an operating margin of 4.3%.

MTZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported a net income of 60.84M and revenue of 3.83B, resulting in a net margin of 1.6%.

PWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a net income of 220.63M and revenue of 7.87B, resulting in a net margin of 2.8%.


Frequently Asked Questions


MTZ and PWR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTZ has higher volatility (12.32%) compared to PWR (11.90%). In terms of maximum drawdown, MTZ dropped -97.72% vs PWR's -97.07%.

MTZ currently has the higher Sharpe Ratio (3.45 vs 2.81), 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.

Portfolio Optimizer

Find the right allocation for MTZ and PWR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer