PortfoliosLab logoPortfoliosLab logo
PWR vs. VMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PWR vs. VMC - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PWR achieves a 61.92% return, which is significantly higher than VMC's 0.93% return. Over the past 10 years, PWR has outperformed VMC with an annualized return of 39.56%, while VMC has yielded a comparatively lower 10.14% annualized return.


PWR

1D
-1.44%
1M
1.33%
6M
47.07%
YTD
61.92%
1Y
75.67%
3Y*
50.70%
5Y*
49.45%
10Y*
39.56%
ALL TIME*
17.34%

VMC

1D
0.59%
1M
-5.93%
6M
-7.58%
YTD
0.93%
1Y
2.01%
3Y*
9.07%
5Y*
10.50%
10Y*
10.14%
ALL TIME*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$923.30M$742.05M$877.80M
$361.44M$308.62M$338.21M

PWR vs. VMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWR
Quanta Services, Inc.
61.92%33.70%46.60%51.70%24.63%59.50%77.74%35.84%-22.93%12.22%
VMC
Vulcan Materials Company
0.93%11.70%14.12%30.75%-14.87%41.09%4.15%47.13%-22.28%3.42%

Correlation

The correlation between PWR and VMC is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.48

Correlation (10Y)
Provides a long-term view across more market conditions.

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 12, 1998

0.41

The correlation between PWR and VMC shifts across timeframes, from 0.24 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PWR:

$102.68B

VMC:

$37.16B

EPS

PWR:

$8.81

VMC:

$8.49

PE Ratio

PWR:

77.57

VMC:

33.77

PEG Ratio

PWR:

3.84

VMC:

2.10

PS Ratio

PWR:

3.17

VMC:

4.67

PB Ratio

PWR:

10.80

VMC:

4.43

Total Revenue (TTM)

PWR:

$32.78B

VMC:

$8.11B

Gross Profit (TTM)

PWR:

$4.73B

VMC:

$2.22B

EBITDA (TTM)

PWR:

$3.04B

VMC:

$2.56B

Compare stocks, funds, or ETFs

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


Return for Risk

PWR vs. VMC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PWR
PWR Risk / Return Rank: 8787
Overall Rank
PWR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 8686
Sortino Ratio Rank
PWR Omega Ratio Rank: 8686
Omega Ratio Rank
PWR Calmar Ratio Rank: 8484
Calmar Ratio Rank
PWR Martin Ratio Rank: 9191
Martin Ratio Rank

VMC
VMC Risk / Return Rank: 4242
Overall Rank
VMC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VMC Sortino Ratio Rank: 3838
Sortino Ratio Rank
VMC Omega Ratio Rank: 3838
Omega Ratio Rank
VMC Calmar Ratio Rank: 4545
Calmar Ratio Rank
VMC Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PWR vs. VMC - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PWRVMCDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.33

1.04

+0.29

Calmar ratioReturn relative to maximum drawdown

2.67

0.09

+2.57

Martin ratioReturn relative to average drawdown

10.55

0.20

+10.35

PWR vs. VMC - Sharpe Ratio Comparison

The current PWR Sharpe Ratio is 1.77, which is higher than the VMC Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of PWR and VMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


PWRVMCDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-76.02%

-21.05%

Max Drawdown (1Y)

Largest decline over 1 year

-28.53%

-22.05%

-6.48%

Max Drawdown (3Y)

Largest decline over 3 years

-33.89%

-24.43%

-9.46%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-32.50%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-45.53%

-49.23%

+3.70%

Current Drawdown

Current decline from peak

-13.01%

-12.86%

-0.15%

Average Drawdown

Average peak-to-trough decline

-46.67%

-18.70%

-27.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

10.06%

-2.86%

Volatility

PWR vs. VMC - Volatility Comparison

Quanta Services, Inc. (PWR) has a higher volatility of 19.51% compared to Vulcan Materials Company (VMC) at 10.50%. This indicates that PWR's price experiences larger fluctuations and is considered to be riskier than VMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PWRVMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.51%

10.50%

+9.01%

Volatility (6M)

Calculated over the trailing 6-month period

35.50%

23.34%

+12.16%

Volatility (1Y)

Calculated over the trailing 1-year period

43.03%

27.70%

+15.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.99%

26.54%

+10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.30%

30.52%

+3.78%

Dividends

PWR vs. VMC - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.06%, less than VMC's 0.70% yield.


PositionTTM20252024202320222021202020192018201720162015
PWR
Quanta Services, Inc.
0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%
VMC
Vulcan Materials Company
0.70%0.69%0.72%0.76%0.91%0.71%0.92%0.86%1.13%0.78%0.64%0.42%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

PWR vs. VMC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

PWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Quanta Services, Inc. reported a gross profit of 1.55B and revenue of 9.56B. Therefore, the gross margin over that period was 16.2%.

VMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Vulcan Materials Company reported a gross profit of 625.50M and revenue of 2.16B. Therefore, the gross margin over that period was 29.0%.

PWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Quanta Services, Inc. reported an operating income of 694.83M and revenue of 9.56B, resulting in an operating margin of 7.3%.

VMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Vulcan Materials Company reported an operating income of 425.30M and revenue of 2.16B, resulting in an operating margin of 19.7%.

PWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Quanta Services, Inc. reported a net income of 451.38M and revenue of 9.56B, resulting in a net margin of 4.7%.

VMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Vulcan Materials Company reported a net income of 323.40M and revenue of 2.16B, resulting in a net margin of 15.0%.


Frequently Asked Questions


PWR and VMC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWR has higher volatility (19.51%) compared to VMC (10.50%). In terms of maximum drawdown, PWR dropped -97.07% vs VMC's -76.02%.

PWR currently has the higher Sharpe Ratio (1.77 vs 0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PWR and VMC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer