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NOA vs. EXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NOA vs. EXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North American Construction Group Ltd (NOA) and Exelon Corporation (EXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NOA achieves a -4.18% return, which is significantly lower than EXC's 7.01% return. Over the past 10 years, NOA has outperformed EXC with an annualized return of 20.25%, while EXC has yielded a comparatively lower 9.62% annualized return.


NOA

1D
0.97%
1M
5.34%
6M
-7.90%
YTD
-4.18%
1Y
-6.67%
3Y*
-16.82%
5Y*
-0.16%
10Y*
20.25%
ALL TIME*
0.48%

EXC

1D
0.53%
1M
-4.30%
6M
4.17%
YTD
7.01%
1Y
6.28%
3Y*
7.69%
5Y*
10.58%
10Y*
9.62%
ALL TIME*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$454.24M$436.53M$409.53M
$634.03K$742.97K$1.48M

NOA vs. EXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOA
North American Construction Group Ltd
-4.18%-31.98%5.16%58.49%-9.78%54.32%-17.24%37.27%81.63%30.91%
EXC
Exelon Corporation
7.01%20.02%10.29%-13.96%8.29%41.48%-3.87%4.27%18.33%15.08%

Correlation

The correlation between NOA and EXC is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.02

Correlation (3Y)
Balances recent behavior with more history.

0.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2006

0.17

The correlation between NOA and EXC shifts across timeframes, from 0.00 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NOA:

$368.59M

EXC:

$46.88B

EPS

NOA:

CA$1.12

EXC:

$2.73

PE Ratio

NOA:

17.02

EXC:

16.78

PS Ratio

NOA:

0.45

EXC:

1.84

PB Ratio

NOA:

1.14

EXC:

1.59

Total Revenue (TTM)

NOA:

CA$1.26B

EXC:

$25.33B

Gross Profit (TTM)

NOA:

CA$166.23M

EXC:

$6.22B

EBITDA (TTM)

NOA:

CA$324.24M

EXC:

$9.06B

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Return for Risk

NOA vs. EXC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NOA
NOA Risk / Return Rank: 3737
Overall Rank
NOA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NOA Sortino Ratio Rank: 3737
Sortino Ratio Rank
NOA Omega Ratio Rank: 3939
Omega Ratio Rank
NOA Calmar Ratio Rank: 3636
Calmar Ratio Rank
NOA Martin Ratio Rank: 3636
Martin Ratio Rank

EXC
EXC Risk / Return Rank: 5252
Overall Rank
EXC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EXC Sortino Ratio Rank: 4848
Sortino Ratio Rank
EXC Omega Ratio Rank: 4646
Omega Ratio Rank
EXC Calmar Ratio Rank: 5555
Calmar Ratio Rank
EXC Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NOA vs. EXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North American Construction Group Ltd (NOA) and Exelon Corporation (EXC). 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.


NOAEXCDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.03

1.06

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.26

0.41

-0.67

Martin ratioReturn relative to average drawdown

-0.48

0.93

-1.40

NOA vs. EXC - Sharpe Ratio Comparison

The current NOA Sharpe Ratio is -0.14, which is lower than the EXC Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of NOA and EXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NOA vs. EXC - Drawdown Comparison

The maximum NOA drawdown since its inception was -93.59%, which is greater than EXC's maximum drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for NOA and EXC.


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Drawdown Indicators


NOAEXCDifference

Max Drawdown

Largest peak-to-trough decline

-93.59%

-62.27%

-31.32%

Max Drawdown (1Y)

Largest decline over 1 year

-28.32%

-13.74%

-14.58%

Max Drawdown (3Y)

Largest decline over 3 years

-50.67%

-18.89%

-31.78%

Max Drawdown (5Y)

Largest decline over 5 years

-50.67%

-29.06%

-21.61%

Max Drawdown (10Y)

Largest decline over 10 years

-68.41%

-40.04%

-28.37%

Current Drawdown

Current decline from peak

-43.86%

-8.03%

-35.83%

Average Drawdown

Average peak-to-trough decline

-55.58%

-20.00%

-35.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.25%

6.11%

+9.14%

Volatility

NOA vs. EXC - Volatility Comparison

North American Construction Group Ltd (NOA) and Exelon Corporation (EXC) have volatilities of 7.53% and 7.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOAEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

7.31%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

40.42%

15.73%

+24.69%

Volatility (1Y)

Calculated over the trailing 1-year period

50.67%

19.11%

+31.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.47%

20.82%

+20.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.85%

23.98%

+21.87%

Dividends

NOA vs. EXC - Dividend Comparison

NOA's dividend yield for the trailing twelve months is around 2.55%, less than EXC's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
EXC
Exelon Corporation
3.58%3.67%5.05%4.01%3.12%2.65%3.62%3.18%3.06%3.32%3.56%4.47%
NOA
North American Construction Group Ltd
2.55%2.39%1.42%1.54%1.84%0.85%1.21%0.74%0.73%1.62%2.08%4.62%

Financials

NOA vs. EXC - Financials Comparison

This section allows you to compare key financial metrics between North American Construction Group Ltd and Exelon Corporation. 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

NOA vs. EXC - Profitability Comparison

The chart below illustrates the profitability comparison between North American Construction Group Ltd and Exelon Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

NOA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, North American Construction Group Ltd reported a gross profit of 42.36M and revenue of 320.04M. Therefore, the gross margin over that period was 13.2%.

EXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported a gross profit of 2.45B and revenue of 5.97B. Therefore, the gross margin over that period was 41.0%.

NOA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, North American Construction Group Ltd reported an operating income of 21.87M and revenue of 320.04M, resulting in an operating margin of 6.8%.

EXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported an operating income of 979.00M and revenue of 5.97B, resulting in an operating margin of 16.4%.

NOA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, North American Construction Group Ltd reported a net income of 5.57M and revenue of 320.04M, resulting in a net margin of 1.7%.

EXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported a net income of 396.00M and revenue of 5.97B, resulting in a net margin of 6.6%.


Frequently Asked Questions


NOA and EXC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOA has higher volatility (7.53%) compared to EXC (7.31%). In terms of maximum drawdown, NOA dropped -93.59% vs EXC's -62.27%.

EXC currently has the higher Sharpe Ratio (0.30 vs -0.14), 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.

Portfolio Optimizer

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