PWR vs. EME
Compare and contrast key facts about Quanta Services, Inc. (PWR) and EMCOR Group, Inc. (EME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWR or EME.
Performance
PWR vs. EME - Performance Comparison
Returns By Period
In the year-to-date period, PWR achieves a 52.33% return, which is significantly lower than EME's 132.20% return. Over the past 10 years, PWR has underperformed EME with an annualized return of 26.03%, while EME has yielded a comparatively higher 27.99% annualized return.
PWR
52.33%
4.50%
22.77%
79.60%
51.29%
26.03%
EME
132.20%
9.94%
32.01%
133.02%
41.60%
27.99%
Fundamentals
PWR | EME | |
---|---|---|
Market Cap | $48.31B | $23.65B |
EPS | $5.41 | $19.67 |
PE Ratio | 60.49 | 26.14 |
PEG Ratio | 1.96 | 1.32 |
Total Revenue (TTM) | $22.90B | $14.24B |
Gross Profit (TTM) | $3.09B | $2.63B |
EBITDA (TTM) | $1.75B | $1.34B |
Key characteristics
PWR | EME | |
---|---|---|
Sharpe Ratio | 2.51 | 4.33 |
Sortino Ratio | 3.29 | 4.54 |
Omega Ratio | 1.44 | 1.68 |
Calmar Ratio | 5.14 | 9.10 |
Martin Ratio | 15.05 | 29.10 |
Ulcer Index | 5.28% | 4.57% |
Daily Std Dev | 31.70% | 30.71% |
Max Drawdown | -97.07% | -70.56% |
Current Drawdown | -0.78% | -4.15% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between PWR and EME is 0.48, 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.
Risk-Adjusted Performance
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.
Dividends
PWR vs. EME - Dividend Comparison
PWR's dividend yield for the trailing twelve months is around 0.11%, less than EME's 0.19% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Quanta Services, Inc. | 0.11% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMCOR Group, Inc. | 0.19% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% | 0.42% |
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.
Volatility
PWR vs. EME - Volatility Comparison
The current volatility for Quanta Services, Inc. (PWR) is 7.84%, while EMCOR Group, Inc. (EME) has a volatility of 9.54%. This indicates that PWR 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.
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.
Total Revenue: Total amount of money received from sales and other business activities