MYRG vs. WLDN
MYRG (MYR Group Inc.) and WLDN (Willdan Group, Inc.) are both stocks. Both operate in the Engineering & Construction industry within the Industrials sector. Over the past 10 years, MYRG returned 29.68%/yr vs 20.58%/yr for WLDN. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
MYRG vs. WLDN - Performance Comparison
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Returns By Period
In the year-to-date period, MYRG achieves a 52.50% return, which is significantly higher than WLDN's -33.89% return. Over the past 10 years, MYRG has outperformed WLDN with an annualized return of 29.68%, while WLDN has yielded a comparatively lower 20.58% annualized return.
MYRG
- 1D
- 0.72%
- 1M
- -23.05%
- 6M
- 33.27%
- YTD
- 52.50%
- 1Y
- 77.77%
- 3Y*
- 32.04%
- 5Y*
- 28.36%
- 10Y*
- 29.68%
- ALL TIME*
- 18.42%
WLDN
- 1D
- -2.59%
- 1M
- -10.18%
- 6M
- -45.70%
- YTD
- -33.89%
- 1Y
- -18.42%
- 3Y*
- 49.87%
- 5Y*
- 10.69%
- 10Y*
- 20.58%
- ALL TIME*
- 10.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MYRG MYR Group Inc. | $135.72M | $116.51M | $134.99M |
| $15.08M | $19.41M | $31.57M |
MYRG vs. WLDN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MYRG MYR Group Inc. | 52.50% | 46.87% | 2.86% | 57.09% | -16.72% | 83.94% | 84.41% | 15.69% | -21.16% | -5.18% |
WLDN Willdan Group, Inc. | -33.89% | 172.14% | 77.16% | 20.45% | -49.29% | -15.59% | 31.21% | -9.15% | 46.12% | 5.98% |
Correlation
The correlation between MYRG and WLDN is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2008 | 0.23 |
The correlation between MYRG and WLDN shifts across timeframes, from 0.23 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MYRG:
$5.19B
WLDN:
$1.04B
MYRG:
$10.55
WLDN:
$3.69
MYRG:
31.59
WLDN:
18.58
MYRG:
0.50
WLDN:
0.29
MYRG:
1.30
WLDN:
1.53
MYRG:
6.94
WLDN:
3.40
MYRG:
$4.01B
WLDN:
$684.28M
MYRG:
$497.87M
WLDN:
$261.18M
MYRG:
$257.22M
WLDN:
$64.86M
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Return for Risk
MYRG vs. WLDN — Risk / Return Rank
MYRG
WLDN
MYRG vs. WLDN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MYR Group Inc. (MYRG) and Willdan Group, Inc. (WLDN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MYRG | WLDN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | -0.39 | +2.42 |
| Martin ratioReturn relative to average drawdown | 9.22 | -0.69 | +9.91 |
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Drawdowns
MYRG vs. WLDN - Drawdown Comparison
The maximum MYRG drawdown since its inception was -64.46%, smaller than the maximum WLDN drawdown of -89.19%. Use the drawdown chart below to compare losses from any high point for MYRG and WLDN.
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Drawdown Indicators
| MYRG | WLDN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.46% | -89.19% | +24.73% |
Max Drawdown (1Y)Largest decline over 1 year | -35.73% | -50.41% | +14.68% |
Max Drawdown (3Y)Largest decline over 3 years | -50.29% | -50.41% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -50.29% | -72.59% | +22.30% |
Max Drawdown (10Y)Largest decline over 10 years | -61.52% | -78.71% | +17.19% |
Current DrawdownCurrent decline from peak | -33.51% | -49.21% | +15.70% |
Average DrawdownAverage peak-to-trough decline | -17.46% | -42.35% | +24.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | 28.45% | -20.53% |
Volatility
MYRG vs. WLDN - Volatility Comparison
MYR Group Inc. (MYRG) has a higher volatility of 15.96% compared to Willdan Group, Inc. (WLDN) at 10.31%. This indicates that MYRG's price experiences larger fluctuations and is considered to be riskier than WLDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYRG | WLDN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.96% | 10.31% | +5.65% |
Volatility (6M)Calculated over the trailing 6-month period | 39.32% | 49.69% | -10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.36% | 65.50% | -16.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.47% | 56.04% | -13.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.10% | 54.22% | -10.12% |
Dividends
MYRG vs. WLDN - Dividend Comparison
Neither MYRG nor WLDN has paid dividends to shareholders.
Financials
MYRG vs. WLDN - Financials Comparison
This section allows you to compare key financial metrics between MYR Group Inc. and Willdan 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.
Total Revenue: Total amount of money received from sales and other business activities
MYRG vs. WLDN - Profitability Comparison
MYRG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, MYR Group Inc. reported a gross profit of 143.89M and revenue of 1.08B. Therefore, the gross margin over that period was 13.3%.
WLDN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Willdan Group, Inc. reported a gross profit of 63.16M and revenue of 155.11M. Therefore, the gross margin over that period was 40.7%.
MYRG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, MYR Group Inc. reported an operating income of 67.95M and revenue of 1.08B, resulting in an operating margin of 6.3%.
WLDN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Willdan Group, Inc. reported an operating income of 7.29M and revenue of 155.11M, resulting in an operating margin of 4.7%.
MYRG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, MYR Group Inc. reported a net income of 49.85M and revenue of 1.08B, resulting in a net margin of 4.6%.
WLDN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Willdan Group, Inc. reported a net income of 8.53M and revenue of 155.11M, resulting in a net margin of 5.5%.
Frequently Asked Questions
MYRG and WLDN have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MYRG has higher volatility (15.96%) compared to WLDN (10.31%). In terms of maximum drawdown, MYRG dropped -64.46% vs WLDN's -89.19%.
MYRG currently has the higher Sharpe Ratio (1.47 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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