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PWR vs. VMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.78%
7.70%
PWR
VMC

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

YTD

52.33%

1M

4.50%

6M

22.78%

1Y

79.60%

5Y (annualized)

51.30%

10Y (annualized)

26.03%

VMC

YTD

23.66%

1M

6.68%

6M

7.70%

1Y

32.20%

5Y (annualized)

15.94%

10Y (annualized)

16.18%

Fundamentals


PWRVMC
Market Cap$48.31B$38.08B
EPS$5.41$6.40
PE Ratio60.4945.06
PEG Ratio1.962.65
Total Revenue (TTM)$22.90B$7.40B
Gross Profit (TTM)$3.09B$1.93B
EBITDA (TTM)$1.75B$1.92B

Key characteristics


PWRVMC
Sharpe Ratio2.511.38
Sortino Ratio3.302.04
Omega Ratio1.441.25
Calmar Ratio5.142.07
Martin Ratio15.054.76
Ulcer Index5.28%6.78%
Daily Std Dev31.70%23.45%
Max Drawdown-97.07%-76.02%
Current Drawdown-0.78%-4.64%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for PWR, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.511.38
The chart of Sortino ratio for PWR, currently valued at 3.29, compared to the broader market-4.00-2.000.002.004.003.302.04
The chart of Omega ratio for PWR, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.25
The chart of Calmar ratio for PWR, currently valued at 5.14, compared to the broader market0.002.004.006.005.142.07
The chart of Martin ratio for PWR, currently valued at 15.05, compared to the broader market-10.000.0010.0020.0030.0015.054.76
PWR
VMC

The current PWR Sharpe Ratio is 2.51, which is higher than the VMC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of PWR and VMC, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.51
1.38
PWR
VMC

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.


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%
VMC
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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.78%
-4.64%
PWR
VMC

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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
7.84%
10.04%
PWR
VMC

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