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ORN vs. STRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ORN and STRL is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ORN vs. STRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orion Group Holdings, Inc. (ORN) and Sterling Construction Company, Inc. (STRL). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
12.26%
16.23%
ORN
STRL

Key characteristics

Sharpe Ratio

ORN:

0.41

STRL:

0.96

Sortino Ratio

ORN:

1.06

STRL:

1.56

Omega Ratio

ORN:

1.14

STRL:

1.22

Calmar Ratio

ORN:

0.41

STRL:

1.63

Martin Ratio

ORN:

1.04

STRL:

4.64

Ulcer Index

ORN:

30.71%

STRL:

12.31%

Daily Std Dev

ORN:

78.35%

STRL:

59.62%

Max Drawdown

ORN:

-93.27%

STRL:

-92.51%

Current Drawdown

ORN:

-65.89%

STRL:

-35.13%

Fundamentals

Market Cap

ORN:

$333.00M

STRL:

$4.45B

EPS

ORN:

-$0.38

STRL:

$5.90

PEG Ratio

ORN:

1.32

STRL:

1.56

Total Revenue (TTM)

ORN:

$579.51M

STRL:

$1.62B

Gross Profit (TTM)

ORN:

$60.88M

STRL:

$310.87M

EBITDA (TTM)

ORN:

$25.52M

STRL:

$260.63M

Returns By Period

In the year-to-date period, ORN achieves a 11.32% return, which is significantly higher than STRL's -22.77% return. Over the past 10 years, ORN has underperformed STRL with an annualized return of -2.42%, while STRL has yielded a comparatively higher 45.94% annualized return.


ORN

YTD

11.32%

1M

15.58%

6M

13.02%

1Y

32.90%

5Y*

11.61%

10Y*

-2.42%

STRL

YTD

-22.77%

1M

-24.06%

6M

13.46%

1Y

56.50%

5Y*

54.54%

10Y*

45.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ORN vs. STRL — Risk-Adjusted Performance Rank

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

ORN
The Risk-Adjusted Performance Rank of ORN is 6161
Overall Rank
The Sharpe Ratio Rank of ORN is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ORN is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ORN is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ORN is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ORN is 5858
Martin Ratio Rank

STRL
The Risk-Adjusted Performance Rank of STRL is 7777
Overall Rank
The Sharpe Ratio Rank of STRL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of STRL is 7272
Sortino Ratio Rank
The Omega Ratio Rank of STRL is 7373
Omega Ratio Rank
The Calmar Ratio Rank of STRL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of STRL is 7979
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.

ORN vs. STRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Orion Group Holdings, Inc. (ORN) and Sterling Construction Company, Inc. (STRL). 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.


Sharpe ratio
The chart of Sharpe ratio for ORN, currently valued at 0.41, compared to the broader market-2.000.002.004.000.410.96
The chart of Sortino ratio for ORN, currently valued at 1.06, compared to the broader market-6.00-4.00-2.000.002.004.006.001.061.56
The chart of Omega ratio for ORN, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.22
The chart of Calmar ratio for ORN, currently valued at 0.41, compared to the broader market0.002.004.006.000.411.63
The chart of Martin ratio for ORN, currently valued at 1.04, compared to the broader market0.0010.0020.0030.001.044.64
ORN
STRL

The current ORN Sharpe Ratio is 0.41, which is lower than the STRL Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of ORN and STRL, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.41
0.96
ORN
STRL

Dividends

ORN vs. STRL - Dividend Comparison

Neither ORN nor STRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ORN vs. STRL - Drawdown Comparison

The maximum ORN drawdown since its inception was -93.27%, roughly equal to the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for ORN and STRL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-65.89%
-35.13%
ORN
STRL

Volatility

ORN vs. STRL - Volatility Comparison

The current volatility for Orion Group Holdings, Inc. (ORN) is 27.14%, while Sterling Construction Company, Inc. (STRL) has a volatility of 31.58%. This indicates that ORN experiences smaller price fluctuations and is considered to be less risky than STRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
27.14%
31.58%
ORN
STRL

Financials

ORN vs. STRL - Financials Comparison

This section allows you to compare key financial metrics between Orion Group Holdings, Inc. and Sterling Construction Company, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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