PWR vs. VMC
Compare and contrast key facts about Quanta Services, Inc. (PWR) and Vulcan Materials Company (VMC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWR or VMC.
Performance
PWR vs. VMC - Performance Comparison
Returns By Period
In the year-to-date period, PWR achieves a 52.33% return, which is significantly higher than VMC's 23.66% return. Over the past 10 years, PWR has outperformed VMC with an annualized return of 26.03%, while VMC has yielded a comparatively lower 16.18% annualized return.
PWR
52.33%
4.50%
22.78%
79.60%
51.30%
26.03%
VMC
23.66%
6.68%
7.70%
32.20%
15.94%
16.18%
Fundamentals
PWR | VMC | |
---|---|---|
Market Cap | $48.31B | $38.08B |
EPS | $5.41 | $6.40 |
PE Ratio | 60.49 | 45.06 |
PEG Ratio | 1.96 | 2.65 |
Total Revenue (TTM) | $22.90B | $7.40B |
Gross Profit (TTM) | $3.09B | $1.93B |
EBITDA (TTM) | $1.75B | $1.92B |
Key characteristics
PWR | VMC | |
---|---|---|
Sharpe Ratio | 2.51 | 1.38 |
Sortino Ratio | 3.30 | 2.04 |
Omega Ratio | 1.44 | 1.25 |
Calmar Ratio | 5.14 | 2.07 |
Martin Ratio | 15.05 | 4.76 |
Ulcer Index | 5.28% | 6.78% |
Daily Std Dev | 31.70% | 23.45% |
Max Drawdown | -97.07% | -76.02% |
Current Drawdown | -0.78% | -4.64% |
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Correlation
The correlation between PWR and VMC is 0.41, 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. VMC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) and Vulcan Materials Company (VMC). 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. VMC - Dividend Comparison
PWR's dividend yield for the trailing twelve months is around 0.11%, less than VMC's 0.66% 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% |
Vulcan Materials Company | 0.66% | 0.76% | 0.91% | 1.68% | 0.92% | 0.86% | 1.13% | 0.78% | 0.64% | 0.42% | 0.33% | 0.07% |
Drawdowns
PWR vs. VMC - Drawdown Comparison
The maximum PWR drawdown since its inception was -97.07%, which is greater than VMC's maximum drawdown of -76.02%. Use the drawdown chart below to compare losses from any high point for PWR and VMC. For additional features, visit the drawdowns tool.
Volatility
PWR vs. VMC - Volatility Comparison
The current volatility for Quanta Services, Inc. (PWR) is 7.84%, while Vulcan Materials Company (VMC) has a volatility of 10.04%. This indicates that PWR experiences smaller price fluctuations and is considered to be less risky than VMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PWR vs. VMC - Financials Comparison
This section allows you to compare key financial metrics between Quanta Services, Inc. and Vulcan Materials Company. 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