PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MYRG vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MYRG and EME is 0.53, 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

MYRG vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MYR Group Inc. (MYRG) and EMCOR Group, Inc. (EME). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
3.71%
39.05%
MYRG
EME

Key characteristics

Sharpe Ratio

MYRG:

0.11

EME:

4.03

Sortino Ratio

MYRG:

0.46

EME:

4.24

Omega Ratio

MYRG:

1.07

EME:

1.62

Calmar Ratio

MYRG:

0.10

EME:

8.88

Martin Ratio

MYRG:

0.21

EME:

22.96

Ulcer Index

MYRG:

24.10%

EME:

5.65%

Daily Std Dev

MYRG:

47.32%

EME:

32.22%

Max Drawdown

MYRG:

-64.46%

EME:

-70.56%

Current Drawdown

MYRG:

-18.06%

EME:

-4.73%

Fundamentals

Market Cap

MYRG:

$2.35B

EME:

$23.09B

EPS

MYRG:

$2.34

EME:

$20.03

PE Ratio

MYRG:

62.41

EME:

25.06

PEG Ratio

MYRG:

4.91

EME:

1.32

Total Revenue (TTM)

MYRG:

$2.53B

EME:

$10.80B

Gross Profit (TTM)

MYRG:

$201.93M

EME:

$2.01B

EBITDA (TTM)

MYRG:

$71.23M

EME:

$1.06B

Returns By Period

In the year-to-date period, MYRG achieves a -1.84% return, which is significantly lower than EME's 10.60% return. Over the past 10 years, MYRG has underperformed EME with an annualized return of 19.09%, while EME has yielded a comparatively higher 29.08% annualized return.


MYRG

YTD

-1.84%

1M

-12.39%

6M

3.71%

1Y

2.12%

5Y*

35.67%

10Y*

19.09%

EME

YTD

10.60%

1M

3.61%

6M

39.05%

1Y

128.34%

5Y*

42.69%

10Y*

29.08%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MYRG vs. EME — Risk-Adjusted Performance Rank

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

MYRG
The Risk-Adjusted Performance Rank of MYRG is 5050
Overall Rank
The Sharpe Ratio Rank of MYRG is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MYRG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of MYRG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of MYRG is 5353
Calmar Ratio Rank
The Martin Ratio Rank of MYRG is 5050
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 9898
Overall Rank
The Sharpe Ratio Rank of EME is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 9797
Sortino Ratio Rank
The Omega Ratio Rank of EME is 9797
Omega Ratio Rank
The Calmar Ratio Rank of EME is 9999
Calmar Ratio Rank
The Martin Ratio Rank of EME is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MYRG vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MYR Group Inc. (MYRG) and EMCOR Group, Inc. (EME). 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 MYRG, currently valued at 0.11, compared to the broader market-2.000.002.000.114.03
The chart of Sortino ratio for MYRG, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.464.24
The chart of Omega ratio for MYRG, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.62
The chart of Calmar ratio for MYRG, currently valued at 0.10, compared to the broader market0.002.004.006.000.108.88
The chart of Martin ratio for MYRG, currently valued at 0.21, compared to the broader market-30.00-20.00-10.000.0010.0020.000.2122.96
MYRG
EME

The current MYRG Sharpe Ratio is 0.11, which is lower than the EME Sharpe Ratio of 4.03. The chart below compares the historical Sharpe Ratios of MYRG and EME, 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 Ratio-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.11
4.03
MYRG
EME

Dividends

MYRG vs. EME - Dividend Comparison

MYRG has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.15%.


TTM20242023202220212020201920182017201620152014
MYRG
MYR Group 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%
EME
EMCOR Group, Inc.
0.15%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

MYRG vs. EME - Drawdown Comparison

The maximum MYRG drawdown since its inception was -64.46%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for MYRG and EME. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-18.06%
-4.73%
MYRG
EME

Volatility

MYRG vs. EME - Volatility Comparison

MYR Group Inc. (MYRG) has a higher volatility of 10.38% compared to EMCOR Group, Inc. (EME) at 8.39%. This indicates that MYRG's price experiences larger fluctuations and is considered to be riskier than EME 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%30.00%AugustSeptemberOctoberNovemberDecember2025
10.38%
8.39%
MYRG
EME

Financials

MYRG vs. EME - Financials Comparison

This section allows you to compare key financial metrics between MYR Group Inc. and EMCOR Group, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab