PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PWR vs. ACM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PWR and ACM is 0.61, 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.


-0.50.00.51.00.6

Performance

PWR vs. ACM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quanta Services, Inc. (PWR) and AECOM (ACM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.81%
19.79%
PWR
ACM

Key characteristics

Sharpe Ratio

PWR:

1.50

ACM:

0.71

Sortino Ratio

PWR:

2.22

ACM:

1.17

Omega Ratio

PWR:

1.29

ACM:

1.14

Calmar Ratio

PWR:

3.13

ACM:

0.98

Martin Ratio

PWR:

9.14

ACM:

2.67

Ulcer Index

PWR:

5.29%

ACM:

5.85%

Daily Std Dev

PWR:

32.15%

ACM:

22.07%

Max Drawdown

PWR:

-97.07%

ACM:

-59.97%

Current Drawdown

PWR:

-6.93%

ACM:

-8.49%

Fundamentals

Market Cap

PWR:

$49.66B

ACM:

$14.62B

EPS

PWR:

$5.42

ACM:

$3.71

PE Ratio

PWR:

62.07

ACM:

29.76

PEG Ratio

PWR:

2.00

ACM:

1.12

Total Revenue (TTM)

PWR:

$22.90B

ACM:

$16.11B

Gross Profit (TTM)

PWR:

$2.98B

ACM:

$1.08B

EBITDA (TTM)

PWR:

$1.89B

ACM:

$1.12B

Returns By Period

In the year-to-date period, PWR achieves a 49.63% return, which is significantly higher than ACM's 16.91% return. Over the past 10 years, PWR has outperformed ACM with an annualized return of 28.24%, while ACM has yielded a comparatively lower 13.94% annualized return.


PWR

YTD

49.63%

1M

-2.48%

6M

17.82%

1Y

51.74%

5Y*

51.42%

10Y*

28.24%

ACM

YTD

16.91%

1M

-1.64%

6M

20.96%

1Y

18.31%

5Y*

20.37%

10Y*

13.94%

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

PWR vs. ACM - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for PWR, currently valued at 1.50, compared to the broader market-4.00-2.000.002.001.500.71
The chart of Sortino ratio for PWR, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.221.17
The chart of Omega ratio for PWR, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.14
The chart of Calmar ratio for PWR, currently valued at 3.13, compared to the broader market0.002.004.006.003.130.98
The chart of Martin ratio for PWR, currently valued at 9.14, compared to the broader market0.0010.0020.009.142.67
PWR
ACM

The current PWR Sharpe Ratio is 1.50, which is higher than the ACM Sharpe Ratio of 0.71. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.50
0.71
PWR
ACM

Dividends

PWR vs. ACM - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.11%, less than ACM's 0.82% yield.


TTM202320222021202020192018
PWR
Quanta Services, Inc.
0.11%0.15%0.25%0.16%0.29%0.42%0.13%
ACM
AECOM
0.82%0.78%0.71%0.00%0.00%0.00%0.00%

Drawdowns

PWR vs. ACM - Drawdown Comparison

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.93%
-8.49%
PWR
ACM

Volatility

PWR vs. ACM - Volatility Comparison

Quanta Services, Inc. (PWR) has a higher volatility of 8.67% compared to AECOM (ACM) at 6.01%. This indicates that PWR's price experiences larger fluctuations and is considered to be riskier than ACM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.67%
6.01%
PWR
ACM

Financials

PWR vs. ACM - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab