MTZ vs. PWR
Compare and contrast key facts about MasTec, Inc. (MTZ) and Quanta Services, Inc. (PWR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTZ or PWR.
Key characteristics
| MTZ | PWR | |
|---|---|---|
| YTD Return | 84.54% | 51.81% |
| 1Y Return | 184.58% | 85.96% |
| 3Y Return (Ann) | 13.52% | 41.36% |
| 5Y Return (Ann) | 14.60% | 51.38% |
| 10Y Return (Ann) | 18.76% | 26.02% |
| Sharpe Ratio | 4.42 | 2.78 |
| Sortino Ratio | 4.69 | 3.55 |
| Omega Ratio | 1.59 | 1.48 |
| Calmar Ratio | 3.07 | 5.20 |
| Martin Ratio | 33.19 | 16.75 |
| Ulcer Index | 5.53% | 5.27% |
| Daily Std Dev | 41.57% | 31.80% |
| Max Drawdown | -97.72% | -97.07% |
| Current Drawdown | -3.69% | -1.12% |
Fundamentals
| MTZ | PWR | |
|---|---|---|
| Market Cap | $11.07B | $48.31B |
| EPS | $1.13 | $5.41 |
| PE Ratio | 123.65 | 60.49 |
| PEG Ratio | 1.02 | 1.96 |
| Total Revenue (TTM) | $12.18B | $22.90B |
| Gross Profit (TTM) | $1.13B | $3.09B |
| EBITDA (TTM) | $890.00M | $1.75B |
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.
Performance
MTZ vs. PWR - Performance Comparison
In the year-to-date period, MTZ achieves a 84.54% return, which is significantly higher than PWR's 51.81% return. Over the past 10 years, MTZ has underperformed PWR with an annualized return of 18.76%, while PWR has yielded a comparatively higher 26.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
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.
Volatility
MTZ vs. PWR - Volatility Comparison
MasTec, Inc. (MTZ) has a higher volatility of 10.05% compared to Quanta Services, Inc. (PWR) at 8.13%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities