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

Performance

PWR vs. LMT - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.77%
15.07%
PWR
LMT

Returns By Period

In the year-to-date period, PWR achieves a 52.33% return, which is significantly higher than LMT's 19.46% return. Over the past 10 years, PWR has outperformed LMT with an annualized return of 26.03%, while LMT has yielded a comparatively lower 14.16% annualized return.


PWR

YTD

52.33%

1M

4.50%

6M

22.77%

1Y

79.60%

5Y (annualized)

51.29%

10Y (annualized)

26.03%

LMT

YTD

19.46%

1M

-13.22%

6M

15.29%

1Y

22.62%

5Y (annualized)

9.22%

10Y (annualized)

14.16%

Fundamentals


PWRLMT
Market Cap$48.31B$134.15B
EPS$5.41$27.62
PE Ratio60.4920.49
PEG Ratio1.964.67
Total Revenue (TTM)$22.90B$71.30B
Gross Profit (TTM)$3.09B$8.62B
EBITDA (TTM)$1.75B$10.30B

Key characteristics


PWRLMT
Sharpe Ratio2.511.37
Sortino Ratio3.291.94
Omega Ratio1.441.28
Calmar Ratio5.141.50
Martin Ratio15.055.40
Ulcer Index5.28%4.14%
Daily Std Dev31.70%16.40%
Max Drawdown-97.07%-70.23%
Current Drawdown-0.78%-13.62%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between PWR and LMT is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

PWR vs. LMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) and Lockheed Martin Corporation (LMT). 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 2.51, compared to the broader market-4.00-2.000.002.004.002.511.37
The chart of Sortino ratio for PWR, currently valued at 3.29, compared to the broader market-4.00-2.000.002.004.003.291.94
The chart of Omega ratio for PWR, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.28
The chart of Calmar ratio for PWR, currently valued at 5.14, compared to the broader market0.002.004.006.005.141.50
The chart of Martin ratio for PWR, currently valued at 15.05, compared to the broader market0.0010.0020.0030.0015.055.40
PWR
LMT

The current PWR Sharpe Ratio is 2.51, which is higher than the LMT Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of PWR and LMT, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.51
1.37
PWR
LMT

Dividends

PWR vs. LMT - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.11%, less than LMT's 2.37% 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%
LMT
Lockheed Martin Corporation
2.37%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%

Drawdowns

PWR vs. LMT - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, which is greater than LMT's maximum drawdown of -70.23%. Use the drawdown chart below to compare losses from any high point for PWR and LMT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.78%
-13.62%
PWR
LMT

Volatility

PWR vs. LMT - Volatility Comparison

Quanta Services, Inc. (PWR) and Lockheed Martin Corporation (LMT) have volatilities of 7.84% and 7.98%, 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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.84%
7.98%
PWR
LMT

Financials

PWR vs. LMT - Financials Comparison

This section allows you to compare key financial metrics between Quanta Services, Inc. and Lockheed Martin Corporation. 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