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

Performance

QSR vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Restaurant Brands International Inc. (QSR) 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%JuneJulyAugustSeptemberOctoberNovember
0.10%
30.65%
QSR
EME

Returns By Period

In the year-to-date period, QSR achieves a -9.67% return, which is significantly lower than EME's 133.13% return.


QSR

YTD

-9.67%

1M

-2.32%

6M

0.10%

1Y

-0.05%

5Y (annualized)

4.45%

10Y (annualized)

N/A

EME

YTD

133.13%

1M

10.38%

6M

30.65%

1Y

133.95%

5Y (annualized)

42.09%

10Y (annualized)

28.01%

Fundamentals


QSREME
Market Cap$30.42B$23.04B
EPS$3.99$19.66
PE Ratio16.8825.48
PEG Ratio1.791.32
Total Revenue (TTM)$7.98B$14.24B
Gross Profit (TTM)$5.13B$2.63B
EBITDA (TTM)$2.17B$1.38B

Key characteristics


QSREME
Sharpe Ratio0.024.56
Sortino Ratio0.184.71
Omega Ratio1.021.72
Calmar Ratio0.029.55
Martin Ratio0.0430.50
Ulcer Index10.94%4.57%
Daily Std Dev22.06%30.59%
Max Drawdown-63.03%-70.56%
Current Drawdown-14.72%-3.76%

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Correlation

-0.50.00.51.00.4

The correlation between QSR and EME is 0.35, 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

QSR vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Restaurant Brands International Inc. (QSR) 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 QSR, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.000.024.56
The chart of Sortino ratio for QSR, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.184.71
The chart of Omega ratio for QSR, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.72
The chart of Calmar ratio for QSR, currently valued at 0.02, compared to the broader market0.002.004.006.000.029.55
The chart of Martin ratio for QSR, currently valued at 0.04, compared to the broader market-10.000.0010.0020.0030.000.0430.50
QSR
EME

The current QSR Sharpe Ratio is 0.02, which is lower than the EME Sharpe Ratio of 4.56. The chart below compares the historical Sharpe Ratios of QSR 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 Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
0.02
4.56
QSR
EME

Dividends

QSR vs. EME - Dividend Comparison

QSR's dividend yield for the trailing twelve months is around 3.32%, more than EME's 0.19% yield.


TTM20232022202120202019201820172016201520142013
QSR
Restaurant Brands International Inc.
3.32%2.82%3.34%3.49%3.40%3.14%3.44%1.27%1.30%1.18%0.00%0.00%
EME
EMCOR Group, Inc.
0.19%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

QSR vs. EME - Drawdown Comparison

The maximum QSR drawdown since its inception was -63.03%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for QSR and EME. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.72%
-3.76%
QSR
EME

Volatility

QSR vs. EME - Volatility Comparison

The current volatility for Restaurant Brands International Inc. (QSR) is 6.54%, while EMCOR Group, Inc. (EME) has a volatility of 9.53%. This indicates that QSR experiences smaller price fluctuations and is considered to be less risky than EME 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%JuneJulyAugustSeptemberOctoberNovember
6.54%
9.53%
QSR
EME

Financials

QSR vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Restaurant Brands International 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