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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 -4.32% return, which is significantly lower than EXC's 7.29% return. Over the past 10 years, NOA has outperformed EXC with an annualized return of 18.36%, while EXC has yielded a comparatively lower 10.39% annualized return.


NOA

1D
0.44%
1M
-7.67%
YTD
-4.32%
6M
-0.73%
1Y
-20.67%
3Y*
-10.21%
5Y*
-2.31%
10Y*
18.36%

EXC

1D
0.28%
1M
0.31%
YTD
7.29%
6M
7.39%
1Y
11.73%
3Y*
9.20%
5Y*
11.93%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOA vs. EXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOA
North American Construction Group Ltd
-4.32%-31.98%5.16%58.49%-9.78%54.32%-17.24%37.27%81.63%30.91%
EXC
Exelon Corporation
7.29%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 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

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:

$387.09M

EXC:

$47.13B

EPS

NOA:

CA$1.09

EXC:

$2.74

PE Ratio

NOA:

17.59

EXC:

16.75

PS Ratio

NOA:

0.46

EXC:

1.88

PB Ratio

NOA:

1.15

EXC:

1.61

Total Revenue (TTM)

NOA:

CA$1.26B

EXC:

$24.79B

Gross Profit (TTM)

NOA:

CA$166.23M

EXC:

$7.32B

EBITDA (TTM)

NOA:

CA$324.24M

EXC:

$7.82B

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Return for Risk

NOA vs. EXC — Risk / Return Rank

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

NOA
NOA Risk / Return Rank: 1919
Overall Rank
NOA Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NOA Sortino Ratio Rank: 2727
Sortino Ratio Rank
NOA Omega Ratio Rank: 2525
Omega Ratio Rank
NOA Calmar Ratio Rank: 1414
Calmar Ratio Rank
NOA Martin Ratio Rank: 66
Martin Ratio Rank

EXC
EXC Risk / Return Rank: 5959
Overall Rank
EXC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EXC Sortino Ratio Rank: 5656
Sortino Ratio Rank
EXC Omega Ratio Rank: 5454
Omega Ratio Rank
EXC Calmar Ratio Rank: 6161
Calmar Ratio Rank
EXC Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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

-1.05

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.96

1.12

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.73

0.86

-1.59

Martin ratioReturn relative to average drawdown

-1.46

2.04

-3.50

NOA vs. EXC - Sharpe Ratio Comparison

The current NOA Sharpe Ratio is -0.41, which is lower than the EXC Sharpe Ratio of 0.64. 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%

-20.74%

-29.93%

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

-43.94%

-7.79%

-36.15%

Average Drawdown

Average peak-to-trough decline

-55.65%

-20.03%

-35.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.00%

5.75%

+11.25%

Volatility

NOA vs. EXC - Volatility Comparison

North American Construction Group Ltd (NOA) has a higher volatility of 9.92% compared to Exelon Corporation (EXC) at 5.79%. This indicates that NOA's price experiences larger fluctuations and is considered to be riskier than EXC based on this measure. 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

9.92%

5.79%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

41.39%

14.49%

+26.90%

Volatility (1Y)

Calculated over the trailing 1-year period

51.30%

18.34%

+32.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.85%

20.65%

+21.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.91%

23.95%

+21.96%

Dividends

NOA vs. EXC - Dividend Comparison

NOA's dividend yield for the trailing twelve months is around 2.55%, less than EXC's 3.57% yield.


PositionTTM20252024202320222021202020192018201720162015
EXC
Exelon Corporation
3.57%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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
320.04M
7.24B
(NOA) Total Revenue
(EXC) Total Revenue
Please note, different currencies. NOA values in CAD, EXC values in USD

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

-20.0%0.0%20.0%40.0%20222023202420252026
13.2%
46.9%
Portfolio components
NOA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 Jun 2026, Exelon Corporation reported a gross profit of 3.39B and revenue of 7.24B. Therefore, the gross margin over that period was 46.9%.

NOA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, Exelon Corporation reported an operating income of 1.61B and revenue of 7.24B, resulting in an operating margin of 22.2%.

NOA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 Jun 2026, Exelon Corporation reported a net income of 919.00M and revenue of 7.24B, resulting in a net margin of 12.7%.


Frequently Asked Questions


NOA and EXC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOA has higher volatility (9.92%) compared to EXC (5.79%). In terms of maximum drawdown, NOA dropped -93.59% vs EXC's -62.27%.

EXC currently has the higher Sharpe Ratio (0.64 vs -0.41), 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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