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PPG vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PPG and EME is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PPG vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PPG Industries, Inc. (PPG) and EMCOR Group, Inc. (EME). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
-11.12%
39.05%
PPG
EME

Key characteristics

Sharpe Ratio

PPG:

-0.95

EME:

4.03

Sortino Ratio

PPG:

-1.24

EME:

4.24

Omega Ratio

PPG:

0.85

EME:

1.62

Calmar Ratio

PPG:

-0.52

EME:

8.88

Martin Ratio

PPG:

-1.64

EME:

22.96

Ulcer Index

PPG:

10.68%

EME:

5.65%

Daily Std Dev

PPG:

18.39%

EME:

32.22%

Max Drawdown

PPG:

-63.02%

EME:

-70.56%

Current Drawdown

PPG:

-31.16%

EME:

-4.73%

Fundamentals

Market Cap

PPG:

$27.03B

EME:

$22.67B

EPS

PPG:

$6.31

EME:

$19.65

PE Ratio

PPG:

18.47

EME:

25.08

PEG Ratio

PPG:

0.99

EME:

1.32

Total Revenue (TTM)

PPG:

$13.68B

EME:

$10.80B

Gross Profit (TTM)

PPG:

$5.54B

EME:

$2.01B

EBITDA (TTM)

PPG:

$2.45B

EME:

$1.06B

Returns By Period

In the year-to-date period, PPG achieves a -1.57% return, which is significantly lower than EME's 10.60% return. Over the past 10 years, PPG has underperformed EME with an annualized return of 1.92%, while EME has yielded a comparatively higher 29.08% annualized return.


PPG

YTD

-1.57%

1M

-4.13%

6M

-11.12%

1Y

-16.51%

5Y*

0.04%

10Y*

1.92%

EME

YTD

10.60%

1M

3.61%

6M

39.05%

1Y

128.34%

5Y*

42.69%

10Y*

29.08%

*Annualized

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Risk-Adjusted Performance

PPG vs. EME — Risk-Adjusted Performance Rank

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

PPG
The Risk-Adjusted Performance Rank of PPG is 99
Overall Rank
The Sharpe Ratio Rank of PPG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PPG is 88
Sortino Ratio Rank
The Omega Ratio Rank of PPG is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PPG is 1717
Calmar Ratio Rank
The Martin Ratio Rank of PPG is 44
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 9898
Overall Rank
The Sharpe Ratio Rank of EME is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 9797
Sortino Ratio Rank
The Omega Ratio Rank of EME is 9797
Omega Ratio Rank
The Calmar Ratio Rank of EME is 9999
Calmar Ratio Rank
The Martin Ratio Rank of EME is 9898
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.

PPG vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPG Industries, Inc. (PPG) and EMCOR Group, Inc. (EME). 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 PPG, currently valued at -0.95, compared to the broader market-2.000.002.00-0.954.03
The chart of Sortino ratio for PPG, currently valued at -1.24, compared to the broader market-4.00-2.000.002.004.00-1.244.24
The chart of Omega ratio for PPG, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.62
The chart of Calmar ratio for PPG, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.528.88
The chart of Martin ratio for PPG, currently valued at -1.64, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.6422.96
PPG
EME

The current PPG Sharpe Ratio is -0.95, which is lower than the EME Sharpe Ratio of 4.03. The chart below compares the historical Sharpe Ratios of PPG and EME, 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 Ratio-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.95
4.03
PPG
EME

Dividends

PPG vs. EME - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 2.26%, more than EME's 0.15% yield.


TTM20242023202220212020201920182017201620152014
PPG
PPG Industries, Inc.
2.26%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%
EME
EMCOR Group, Inc.
0.15%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

PPG vs. EME - Drawdown Comparison

The maximum PPG drawdown since its inception was -63.02%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for PPG and EME. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-31.16%
-4.73%
PPG
EME

Volatility

PPG vs. EME - Volatility Comparison

The current volatility for PPG Industries, Inc. (PPG) is 5.53%, while EMCOR Group, Inc. (EME) has a volatility of 8.39%. This indicates that PPG experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.53%
8.39%
PPG
EME

Financials

PPG vs. EME - Financials Comparison

This section allows you to compare key financial metrics between PPG Industries, Inc. and EMCOR 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.


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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