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OMEX vs. TPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OMEX vs. TPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Odyssey Marine Exploration, Inc. (OMEX) and Tutor Perini Corporation (TPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OMEX achieves a -56.12% return, which is significantly lower than TPC's 21.05% return. Over the past 10 years, OMEX has underperformed TPC with an annualized return of -8.36%, while TPC has yielded a comparatively higher 13.52% annualized return.


OMEX

1D
-0.46%
1M
-20.37%
YTD
-56.12%
6M
-61.09%
1Y
-30.65%
3Y*
-38.29%
5Y*
-33.77%
10Y*
-8.36%

TPC

1D
-0.61%
1M
11.32%
YTD
21.05%
6M
18.18%
1Y
87.53%
3Y*
130.86%
5Y*
41.65%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OMEX vs. TPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OMEX
Odyssey Marine Exploration, Inc.
-56.12%172.22%-84.52%19.85%-25.38%-26.76%122.57%-4.20%-11.67%10.23%
TPC
Tutor Perini Corporation
21.05%177.18%165.93%20.53%-38.97%-4.48%0.70%-19.47%-37.00%-9.46%

Correlation

The correlation between OMEX and TPC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.13

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

0.10

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

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 26, 1999

0.13

The correlation between OMEX and TPC shifts across timeframes, from 0.07 (10 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

OMEX:

-$1.00

TPC:

$2.35

PS Ratio

OMEX:

56.61

TPC:

0.76

Total Revenue (TTM)

OMEX:

$467.12K

TPC:

$5.69B

Gross Profit (TTM)

OMEX:

-$1.46M

TPC:

$667.75M

EBITDA (TTM)

OMEX:

$1.32B

TPC:

$285.88M

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Return for Risk

OMEX vs. TPC — Risk / Return Rank

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

OMEX
OMEX Risk / Return Rank: 3636
Overall Rank
OMEX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
OMEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
OMEX Omega Ratio Rank: 4242
Omega Ratio Rank
OMEX Calmar Ratio Rank: 3030
Calmar Ratio Rank
OMEX Martin Ratio Rank: 3232
Martin Ratio Rank

TPC
TPC Risk / Return Rank: 8484
Overall Rank
TPC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TPC Sortino Ratio Rank: 8181
Sortino Ratio Rank
TPC Omega Ratio Rank: 8484
Omega Ratio Rank
TPC Calmar Ratio Rank: 8484
Calmar Ratio Rank
TPC Martin Ratio Rank: 8585
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.

OMEX vs. TPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Odyssey Marine Exploration, Inc. (OMEX) and Tutor Perini Corporation (TPC). 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.


OMEXTPCDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.06

1.33

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.38

3.00

-3.38

Martin ratioReturn relative to average drawdown

-0.59

8.28

-8.87

OMEX vs. TPC - Sharpe Ratio Comparison

The current OMEX Sharpe Ratio is -0.24, which is lower than the TPC Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of OMEX and TPC, 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

OMEX vs. TPC - Drawdown Comparison

The maximum OMEX drawdown since its inception was -99.70%, roughly equal to the maximum TPC drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for OMEX and TPC.


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Drawdown Indicators


OMEXTPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.70%

-95.89%

-3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-81.36%

-29.33%

-52.03%

Max Drawdown (3Y)

Largest decline over 3 years

-94.60%

-40.94%

-53.66%

Max Drawdown (5Y)

Largest decline over 5 years

-96.05%

-67.46%

-28.59%

Max Drawdown (10Y)

Largest decline over 10 years

-97.40%

-91.02%

-6.38%

Current Drawdown

Current decline from peak

-99.14%

-16.70%

-82.44%

Average Drawdown

Average peak-to-trough decline

-71.63%

-51.95%

-19.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.59%

10.61%

+40.98%

Volatility

OMEX vs. TPC - Volatility Comparison

Odyssey Marine Exploration, Inc. (OMEX) has a higher volatility of 17.55% compared to Tutor Perini Corporation (TPC) at 12.59%. This indicates that OMEX's price experiences larger fluctuations and is considered to be riskier than TPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OMEXTPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.55%

12.59%

+4.96%

Volatility (6M)

Calculated over the trailing 6-month period

84.02%

37.60%

+46.42%

Volatility (1Y)

Calculated over the trailing 1-year period

125.61%

47.12%

+78.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

145.91%

55.34%

+90.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.72%

65.10%

+54.62%

Dividends

OMEX vs. TPC - Dividend Comparison

OMEX has not paid dividends to shareholders, while TPC's dividend yield for the trailing twelve months is around 0.22%.


PositionTTM2025
OMEX
Odyssey Marine Exploration, Inc.
0.00%0.00%
TPC
Tutor Perini Corporation
0.22%0.09%

Financials

OMEX vs. TPC - Financials Comparison

This section allows you to compare key financial metrics between Odyssey Marine Exploration, Inc. and Tutor Perini 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


0.00500.00M1.00B1.50B20222023202420252026
60.98K
1.39B
(OMEX) Total Revenue
(TPC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OMEX and TPC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OMEX has higher volatility (17.55%) compared to TPC (12.59%). In terms of maximum drawdown, OMEX dropped -99.70% vs TPC's -95.89%.

TPC currently has the higher Sharpe Ratio (1.87 vs -0.24), 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

Find the right allocation for OMEX and TPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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