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

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.


-0.50.00.51.00.5

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
17.82%
20.46%
PWR
EME

Key characteristics

Sharpe Ratio

PWR:

1.50

EME:

3.59

Sortino Ratio

PWR:

2.22

EME:

3.90

Omega Ratio

PWR:

1.29

EME:

1.58

Calmar Ratio

PWR:

3.13

EME:

7.76

Martin Ratio

PWR:

9.14

EME:

23.06

Ulcer Index

PWR:

5.29%

EME:

4.92%

Daily Std Dev

PWR:

32.15%

EME:

31.58%

Max Drawdown

PWR:

-97.07%

EME:

-70.56%

Current Drawdown

PWR:

-6.93%

EME:

-11.89%

Fundamentals

Market Cap

PWR:

$49.66B

EME:

$21.94B

EPS

PWR:

$5.42

EME:

$19.67

PE Ratio

PWR:

62.07

EME:

24.25

PEG Ratio

PWR:

2.00

EME:

1.32

Total Revenue (TTM)

PWR:

$22.90B

EME:

$14.24B

Gross Profit (TTM)

PWR:

$2.98B

EME:

$2.63B

EBITDA (TTM)

PWR:

$1.89B

EME:

$1.38B

Returns By Period

In the year-to-date period, PWR achieves a 49.63% return, which is significantly lower than EME's 116.11% return. Both investments have delivered pretty close results over the past 10 years, with PWR having a 28.24% annualized return and EME not far behind at 27.23%.


PWR

YTD

49.63%

1M

-2.48%

6M

17.82%

1Y

51.74%

5Y*

51.42%

10Y*

28.24%

EME

YTD

116.11%

1M

-9.67%

6M

20.46%

1Y

116.58%

5Y*

39.89%

10Y*

27.23%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for PWR, currently valued at 1.50, compared to the broader market-4.00-2.000.002.001.503.59
The chart of Sortino ratio for PWR, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.223.90
The chart of Omega ratio for PWR, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.58
The chart of Calmar ratio for PWR, currently valued at 3.13, compared to the broader market0.002.004.006.003.137.76
The chart of Martin ratio for PWR, currently valued at 9.14, compared to the broader market0.0010.0020.009.1423.06
PWR
EME

The current PWR Sharpe Ratio is 1.50, which is lower than the EME Sharpe Ratio of 3.59. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.50
3.59
PWR
EME

Dividends

PWR vs. EME - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.11%, less than EME's 0.20% yield.


TTM20232022202120202019201820172016201520142013
PWR
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%
EME
EMCOR Group, Inc.
0.20%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.93%
-11.89%
PWR
EME

Volatility

PWR vs. EME - Volatility Comparison

Quanta Services, Inc. (PWR) and EMCOR Group, Inc. (EME) have volatilities of 8.67% and 9.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.67%
9.00%
PWR
EME

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


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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