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R vs. PWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between R and PWR is 0.43, 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.


-0.50.00.51.00.4

Performance

R vs. PWR - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.05%
19.94%
R
PWR

Key characteristics

Sharpe Ratio

R:

1.37

PWR:

1.70

Sortino Ratio

R:

2.08

PWR:

2.43

Omega Ratio

R:

1.25

PWR:

1.32

Calmar Ratio

R:

3.33

PWR:

3.53

Martin Ratio

R:

9.38

PWR:

10.27

Ulcer Index

R:

4.12%

PWR:

5.30%

Daily Std Dev

R:

28.16%

PWR:

32.10%

Max Drawdown

R:

-74.02%

PWR:

-97.07%

Current Drawdown

R:

-8.45%

PWR:

-5.25%

Fundamentals

Market Cap

R:

$6.85B

PWR:

$49.66B

EPS

R:

$10.68

PWR:

$5.42

PE Ratio

R:

15.16

PWR:

62.07

PEG Ratio

R:

1.22

PWR:

2.00

Total Revenue (TTM)

R:

$12.49B

PWR:

$22.90B

Gross Profit (TTM)

R:

$2.42B

PWR:

$2.98B

EBITDA (TTM)

R:

$1.33B

PWR:

$1.89B

Returns By Period

In the year-to-date period, R achieves a 38.45% return, which is significantly lower than PWR's 52.33% return. Over the past 10 years, R has underperformed PWR with an annualized return of 8.51%, while PWR has yielded a comparatively higher 28.18% annualized return.


R

YTD

38.45%

1M

-2.64%

6M

30.05%

1Y

35.84%

5Y*

27.92%

10Y*

8.51%

PWR

YTD

52.33%

1M

-1.18%

6M

19.94%

1Y

54.80%

5Y*

51.92%

10Y*

28.18%

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Risk-Adjusted Performance

R vs. PWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryder System, Inc. (R) and Quanta Services, Inc. (PWR). 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 R, currently valued at 1.37, compared to the broader market-4.00-2.000.002.001.371.70
The chart of Sortino ratio for R, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.082.43
The chart of Omega ratio for R, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.32
The chart of Calmar ratio for R, currently valued at 3.33, compared to the broader market0.002.004.006.003.333.53
The chart of Martin ratio for R, currently valued at 9.38, compared to the broader market-5.000.005.0010.0015.0020.0025.009.3810.27
R
PWR

The current R Sharpe Ratio is 1.37, which is comparable to the PWR Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of R and PWR, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.37
1.70
R
PWR

Dividends

R vs. PWR - Dividend Comparison

R's dividend yield for the trailing twelve months is around 1.95%, more than PWR's 0.11% yield.


TTM20232022202120202019201820172016201520142013
R
Ryder System, Inc.
1.95%2.31%2.87%2.77%3.63%4.05%4.40%2.14%2.28%2.75%1.53%1.76%
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%

Drawdowns

R vs. PWR - Drawdown Comparison

The maximum R drawdown since its inception was -74.02%, smaller than the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for R and PWR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.45%
-5.25%
R
PWR

Volatility

R vs. PWR - Volatility Comparison

The current volatility for Ryder System, Inc. (R) is 6.40%, while Quanta Services, Inc. (PWR) has a volatility of 8.86%. This indicates that R experiences smaller price fluctuations and is considered to be less risky than PWR 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%JulyAugustSeptemberOctoberNovemberDecember
6.40%
8.86%
R
PWR

Financials

R vs. PWR - Financials Comparison

This section allows you to compare key financial metrics between Ryder System, Inc. and Quanta Services, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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