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

Correlation

The correlation between MTZ and STRL is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

MTZ vs. STRL - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,429.85%
7,765.41%
MTZ
STRL

Key characteristics

Sharpe Ratio

MTZ:

2.07

STRL:

2.13

Sortino Ratio

MTZ:

2.76

STRL:

2.79

Omega Ratio

MTZ:

1.34

STRL:

1.36

Calmar Ratio

MTZ:

1.72

STRL:

4.63

Martin Ratio

MTZ:

14.44

STRL:

10.66

Ulcer Index

MTZ:

5.76%

STRL:

10.58%

Daily Std Dev

MTZ:

40.10%

STRL:

53.01%

Max Drawdown

MTZ:

-97.72%

STRL:

-92.51%

Current Drawdown

MTZ:

-11.65%

STRL:

-16.02%

Fundamentals

Market Cap

MTZ:

$10.82B

STRL:

$5.42B

EPS

MTZ:

$1.13

STRL:

$5.90

PE Ratio

MTZ:

120.83

STRL:

29.93

PEG Ratio

MTZ:

1.02

STRL:

1.90

Total Revenue (TTM)

MTZ:

$12.18B

STRL:

$2.10B

Gross Profit (TTM)

MTZ:

$1.13B

STRL:

$398.61M

EBITDA (TTM)

MTZ:

$900.99M

STRL:

$331.79M

Returns By Period

In the year-to-date period, MTZ achieves a 72.62% return, which is significantly lower than STRL's 90.08% return. Over the past 10 years, MTZ has underperformed STRL with an annualized return of 19.98%, while STRL has yielded a comparatively higher 38.60% annualized return.


MTZ

YTD

72.62%

1M

-5.61%

6M

18.11%

1Y

77.86%

5Y*

15.13%

10Y*

19.98%

STRL

YTD

90.08%

1M

-10.02%

6M

36.24%

1Y

107.42%

5Y*

62.21%

10Y*

38.60%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MTZ vs. STRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MasTec, Inc. (MTZ) and Sterling Construction Company, Inc. (STRL). 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 2.07, compared to the broader market-4.00-2.000.002.002.072.13
The chart of Sortino ratio for MTZ, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.002.762.79
The chart of Omega ratio for MTZ, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.36
The chart of Calmar ratio for MTZ, currently valued at 1.72, compared to the broader market0.002.004.006.001.724.63
The chart of Martin ratio for MTZ, currently valued at 14.44, compared to the broader market0.0010.0020.0014.4410.66
MTZ
STRL

The current MTZ Sharpe Ratio is 2.07, which is comparable to the STRL Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of MTZ and STRL, 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
2.07
2.13
MTZ
STRL

Dividends

MTZ vs. STRL - Dividend Comparison

Neither MTZ nor STRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MTZ vs. STRL - Drawdown Comparison

The maximum MTZ drawdown since its inception was -97.72%, which is greater than STRL's maximum drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for MTZ and STRL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.65%
-16.02%
MTZ
STRL

Volatility

MTZ vs. STRL - Volatility Comparison

The current volatility for MasTec, Inc. (MTZ) is 10.53%, while Sterling Construction Company, Inc. (STRL) has a volatility of 12.05%. This indicates that MTZ experiences smaller price fluctuations and is considered to be less risky than STRL 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%JulyAugustSeptemberOctoberNovemberDecember
10.53%
12.05%
MTZ
STRL

Financials

MTZ vs. STRL - Financials Comparison

This section allows you to compare key financial metrics between MasTec, Inc. and Sterling Construction Company, 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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