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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.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
827.59%
1,445.69%
MYRG
EME

Key characteristics

Sharpe Ratio

MYRG:

0.11

EME:

3.64

Sortino Ratio

MYRG:

0.46

EME:

3.93

Omega Ratio

MYRG:

1.07

EME:

1.58

Calmar Ratio

MYRG:

0.10

EME:

7.86

Martin Ratio

MYRG:

0.21

EME:

23.57

Ulcer Index

MYRG:

23.78%

EME:

4.87%

Daily Std Dev

MYRG:

47.01%

EME:

31.58%

Max Drawdown

MYRG:

-64.46%

EME:

-70.56%

Current Drawdown

MYRG:

-13.60%

EME:

-11.87%

Fundamentals

Market Cap

MYRG:

$2.63B

EME:

$21.94B

EPS

MYRG:

$2.29

EME:

$19.67

PE Ratio

MYRG:

71.36

EME:

24.25

PEG Ratio

MYRG:

4.91

EME:

1.32

Total Revenue (TTM)

MYRG:

$3.54B

EME:

$14.24B

Gross Profit (TTM)

MYRG:

$298.20M

EME:

$2.63B

EBITDA (TTM)

MYRG:

$123.11M

EME:

$1.38B

Returns By Period

In the year-to-date period, MYRG achieves a 6.46% return, which is significantly lower than EME's 116.17% return. Over the past 10 years, MYRG has underperformed EME with an annualized return of 19.15%, while EME has yielded a comparatively higher 27.29% annualized return.


MYRG

YTD

6.46%

1M

9.24%

6M

10.16%

1Y

1.92%

5Y*

35.49%

10Y*

19.15%

EME

YTD

116.17%

1M

-7.27%

6M

20.56%

1Y

113.43%

5Y*

39.94%

10Y*

27.29%

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Risk-Adjusted Performance

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-4.00-2.000.002.000.113.64
The chart of Sortino ratio for MYRG, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.463.93
The chart of Omega ratio for MYRG, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.58
The chart of Calmar ratio for MYRG, currently valued at 0.10, compared to the broader market0.002.004.006.000.107.86
The chart of Martin ratio for MYRG, currently valued at 0.21, compared to the broader market0.0010.0020.000.2123.57
MYRG
EME

The current MYRG Sharpe Ratio is 0.11, which is lower than the EME Sharpe Ratio of 3.64. 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-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.11
3.64
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 0.20%.


TTM20232022202120202019201820172016201520142013
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.
0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

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%JulyAugustSeptemberOctoberNovemberDecember
-13.60%
-11.87%
MYRG
EME

Volatility

MYRG vs. EME - Volatility Comparison

MYR Group Inc. (MYRG) has a higher volatility of 12.08% compared to EMCOR Group, Inc. (EME) at 9.51%. 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%JulyAugustSeptemberOctoberNovemberDecember
12.08%
9.51%
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
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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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