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MYRG vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MYRG and EME is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

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.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
656.81%
1,276.21%
MYRG
EME

Key characteristics

Sharpe Ratio

MYRG:

-0.45

EME:

0.44

Sortino Ratio

MYRG:

-0.32

EME:

0.80

Omega Ratio

MYRG:

0.96

EME:

1.12

Calmar Ratio

MYRG:

-0.48

EME:

0.51

Martin Ratio

MYRG:

-0.93

EME:

1.31

Ulcer Index

MYRG:

26.18%

EME:

14.13%

Daily Std Dev

MYRG:

53.73%

EME:

42.49%

Max Drawdown

MYRG:

-64.46%

EME:

-70.56%

Current Drawdown

MYRG:

-29.50%

EME:

-22.89%

Fundamentals

Market Cap

MYRG:

$1.98B

EME:

$18.49B

EPS

MYRG:

$1.83

EME:

$21.54

PE Ratio

MYRG:

67.19

EME:

19.05

PEG Ratio

MYRG:

4.91

EME:

1.32

PS Ratio

MYRG:

0.59

EME:

1.27

PB Ratio

MYRG:

3.31

EME:

6.29

Total Revenue (TTM)

MYRG:

$2.55B

EME:

$11.13B

Gross Profit (TTM)

MYRG:

$202.86M

EME:

$2.18B

EBITDA (TTM)

MYRG:

$78.23M

EME:

$1.23B

Returns By Period

In the year-to-date period, MYRG achieves a -15.55% return, which is significantly lower than EME's -8.90% return. Over the past 10 years, MYRG has underperformed EME with an annualized return of 15.56%, while EME has yielded a comparatively higher 25.36% annualized return.


MYRG

YTD

-15.55%

1M

8.01%

6M

7.87%

1Y

-26.40%

5Y*

33.32%

10Y*

15.56%

EME

YTD

-8.90%

1M

11.44%

6M

-5.33%

1Y

13.85%

5Y*

46.20%

10Y*

25.36%

*Annualized

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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 2727
Overall Rank
The Sharpe Ratio Rank of MYRG is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of MYRG is 2828
Sortino Ratio Rank
The Omega Ratio Rank of MYRG is 2828
Omega Ratio Rank
The Calmar Ratio Rank of MYRG is 2121
Calmar Ratio Rank
The Martin Ratio Rank of MYRG is 3030
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6767
Overall Rank
The Sharpe Ratio Rank of EME is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6161
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6363
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7373
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6868
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.


The chart of Sharpe ratio for MYRG, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
MYRG: -0.45
EME: 0.44
The chart of Sortino ratio for MYRG, currently valued at -0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
MYRG: -0.32
EME: 0.80
The chart of Omega ratio for MYRG, currently valued at 0.96, compared to the broader market0.501.001.502.00
MYRG: 0.96
EME: 1.12
The chart of Calmar ratio for MYRG, currently valued at -0.48, compared to the broader market0.001.002.003.004.005.00
MYRG: -0.48
EME: 0.51
The chart of Martin ratio for MYRG, currently valued at -0.93, compared to the broader market-5.000.005.0010.0015.0020.00
MYRG: -0.93
EME: 1.31

The current MYRG Sharpe Ratio is -0.45, which is lower than the EME Sharpe Ratio of 0.44. 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.45
0.44
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 0.24%.


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.
0.24%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.50%
-22.89%
MYRG
EME

Volatility

MYRG vs. EME - Volatility Comparison

MYR Group Inc. (MYRG) has a higher volatility of 19.16% compared to EMCOR Group, Inc. (EME) at 17.02%. 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.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
19.16%
17.02%
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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
829.80M
3.77B
(MYRG) Total Revenue
(EME) Total Revenue
Values in USD except per share items

MYRG vs. EME - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
10.4%
20.1%
(MYRG) Gross Margin
(EME) Gross Margin
MYRG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2025, MYR Group Inc. reported a gross profit of 85.95M and revenue of 829.80M. Therefore, the gross margin over that period was 10.4%.
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2025, EMCOR Group, Inc. reported a gross profit of 757.02M and revenue of 3.77B. Therefore, the gross margin over that period was 20.1%.
MYRG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2025, MYR Group Inc. reported an operating income of 30.16M and revenue of 829.80M, resulting in an operating margin of 3.6%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2025, EMCOR Group, Inc. reported an operating income of 388.56M and revenue of 3.77B, resulting in an operating margin of 10.3%.
MYRG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2025, MYR Group Inc. reported a net income of 15.95M and revenue of 829.80M, resulting in a net margin of 1.9%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2025, EMCOR Group, Inc. reported a net income of 292.16M and revenue of 3.77B, resulting in a net margin of 7.8%.