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

Correlation

The correlation between PWR and EME is 0.56, 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.


Performance

PWR vs. EME - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PWR:

0.73

EME:

0.60

Sortino Ratio

PWR:

1.19

EME:

1.00

Omega Ratio

PWR:

1.17

EME:

1.15

Calmar Ratio

PWR:

0.92

EME:

0.72

Martin Ratio

PWR:

2.28

EME:

1.77

Ulcer Index

PWR:

13.61%

EME:

14.69%

Daily Std Dev

PWR:

42.43%

EME:

42.89%

Max Drawdown

PWR:

-97.07%

EME:

-70.56%

Current Drawdown

PWR:

-3.66%

EME:

-12.17%

Fundamentals

Market Cap

PWR:

$50.44B

EME:

$20.78B

EPS

PWR:

$6.21

EME:

$22.63

PE Ratio

PWR:

54.81

EME:

20.52

PEG Ratio

PWR:

2.11

EME:

1.32

PS Ratio

PWR:

2.03

EME:

1.39

PB Ratio

PWR:

6.76

EME:

7.08

Total Revenue (TTM)

PWR:

$24.87B

EME:

$15.00B

Gross Profit (TTM)

PWR:

$3.53B

EME:

$2.90B

EBITDA (TTM)

PWR:

$2.24B

EME:

$1.56B

Returns By Period

In the year-to-date period, PWR achieves a 9.17% return, which is significantly higher than EME's 3.76% return. Both investments have delivered pretty close results over the past 10 years, with PWR having a 28.21% annualized return and EME not far behind at 26.82%.


PWR

YTD

9.17%

1M

27.96%

6M

6.71%

1Y

30.87%

5Y*

62.09%

10Y*

28.21%

EME

YTD

3.76%

1M

23.10%

6M

-5.59%

1Y

25.55%

5Y*

53.27%

10Y*

26.82%

*Annualized

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Risk-Adjusted Performance

PWR vs. EME — Risk-Adjusted Performance Rank

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

PWR
The Risk-Adjusted Performance Rank of PWR is 7575
Overall Rank
The Sharpe Ratio Rank of PWR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PWR is 7070
Sortino Ratio Rank
The Omega Ratio Rank of PWR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of PWR is 8282
Calmar Ratio Rank
The Martin Ratio Rank of PWR is 7575
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 7171
Overall Rank
The Sharpe Ratio Rank of EME is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6868
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7878
Calmar Ratio Rank
The Martin Ratio Rank of EME is 7171
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.

PWR vs. EME - Risk-Adjusted Performance Comparison

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


The current PWR Sharpe Ratio is 0.73, which is comparable to the EME Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PWR 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.


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Dividends

PWR vs. EME - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.11%, less than EME's 0.21% yield.


TTM20242023202220212020201920182017201620152014
PWR
Quanta Services, Inc.
0.11%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%
EME
EMCOR Group, Inc.
0.21%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

PWR vs. EME - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for PWR and EME. For additional features, visit the drawdowns tool.


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Volatility

PWR vs. EME - Volatility Comparison

Quanta Services, Inc. (PWR) has a higher volatility of 12.84% compared to EMCOR Group, Inc. (EME) at 10.68%. This indicates that PWR's price experiences larger fluctuations and is considered to be riskier than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PWR vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Quanta Services, 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


2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
6.23B
3.87B
(PWR) Total Revenue
(EME) Total Revenue
Values in USD except per share items

PWR vs. EME - Profitability Comparison

The chart below illustrates the profitability comparison between Quanta Services, Inc. and EMCOR Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

12.0%14.0%16.0%18.0%20.0%20212022202320242025
13.4%
18.7%
(PWR) Gross Margin
(EME) Gross Margin
PWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Quanta Services, Inc. reported a gross profit of 834.04M and revenue of 6.23B. Therefore, the gross margin over that period was 13.4%.

EME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported a gross profit of 722.72M and revenue of 3.87B. Therefore, the gross margin over that period was 18.7%.

PWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Quanta Services, Inc. reported an operating income of 239.08M and revenue of 6.23B, resulting in an operating margin of 3.8%.

EME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported an operating income of 318.76M and revenue of 3.87B, resulting in an operating margin of 8.2%.

PWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Quanta Services, Inc. reported a net income of 144.26M and revenue of 6.23B, resulting in a net margin of 2.3%.

EME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported a net income of 240.68M and revenue of 3.87B, resulting in a net margin of 6.2%.