PWR vs. ACM

In the year-to-date period, PWR achieves a 52.33% return, which is significantly higher than ACM's 19.19% return. Over the past 10 years, PWR has outperformed ACM with an annualized return of 26.03%, while ACM has yielded a comparatively lower 12.79% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) and AECOM (ACM). 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.

The current PWR Sharpe Ratio is 2.51, which is higher than the ACM Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of PWR and ACM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PWR's dividend yield for the trailing twelve months is around 0.11%, less than ACM's 0.81% yield.

The maximum PWR drawdown since its inception was -97.07%, which is greater than ACM's maximum drawdown of -59.97%. Use the drawdown chart below to compare losses from any high point for PWR and ACM. For additional features, visit the drawdowns tool.

The current volatility for Quanta Services, Inc. (PWR) is 7.84%, while AECOM (ACM) has a volatility of 8.51%. This indicates that PWR experiences smaller price fluctuations and is considered to be less risky than ACM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Quanta Services, Inc. and AECOM. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.