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

Key characteristics


RMDEME
YTD Return48.08%139.32%
1Y Return77.62%146.57%
3Y Return (Ann)-0.31%58.32%
5Y Return (Ann)12.87%42.56%
10Y Return (Ann)18.93%28.21%
Sharpe Ratio1.924.84
Sortino Ratio2.764.91
Omega Ratio1.401.75
Calmar Ratio1.4010.16
Martin Ratio13.7632.57
Ulcer Index5.18%4.55%
Daily Std Dev37.09%30.65%
Max Drawdown-61.60%-70.56%
Current Drawdown-12.68%0.00%

Fundamentals


RMDEME
Market Cap$37.05B$23.65B
EPS$7.65$20.05
PE Ratio32.9925.64
PEG Ratio1.921.32
Total Revenue (TTM)$4.81B$14.24B
Gross Profit (TTM)$2.75B$2.63B
EBITDA (TTM)$1.76B$1.34B

Correlation

-0.50.00.51.00.3

The correlation between RMD and EME is 0.28, 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.

Performance

RMD vs. EME - Performance Comparison

In the year-to-date period, RMD achieves a 48.08% return, which is significantly lower than EME's 139.32% return. Over the past 10 years, RMD has underperformed EME with an annualized return of 18.93%, while EME has yielded a comparatively higher 28.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
18.57%
35.37%
RMD
EME

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Risk-Adjusted Performance

RMD vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ResMed Inc. (RMD) 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.


RMD
Sharpe ratio
The chart of Sharpe ratio for RMD, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.92
Sortino ratio
The chart of Sortino ratio for RMD, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.006.002.76
Omega ratio
The chart of Omega ratio for RMD, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for RMD, currently valued at 1.40, compared to the broader market0.002.004.006.001.40
Martin ratio
The chart of Martin ratio for RMD, currently valued at 13.76, compared to the broader market0.0010.0020.0030.0013.76
EME
Sharpe ratio
The chart of Sharpe ratio for EME, currently valued at 4.84, compared to the broader market-4.00-2.000.002.004.004.84
Sortino ratio
The chart of Sortino ratio for EME, currently valued at 4.91, compared to the broader market-4.00-2.000.002.004.006.004.91
Omega ratio
The chart of Omega ratio for EME, currently valued at 1.75, compared to the broader market0.501.001.502.001.75
Calmar ratio
The chart of Calmar ratio for EME, currently valued at 10.16, compared to the broader market0.002.004.006.0010.16
Martin ratio
The chart of Martin ratio for EME, currently valued at 32.57, compared to the broader market0.0010.0020.0030.0032.57

RMD vs. EME - Sharpe Ratio Comparison

The current RMD Sharpe Ratio is 1.92, which is lower than the EME Sharpe Ratio of 4.84. The chart below compares the historical Sharpe Ratios of RMD 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
1.92
4.84
RMD
EME

Dividends

RMD vs. EME - Dividend Comparison

RMD's dividend yield for the trailing twelve months is around 0.80%, more than EME's 0.18% yield.


TTM20232022202120202019201820172016201520142013
RMD
ResMed Inc.
0.80%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%1.78%
EME
EMCOR Group, Inc.
0.18%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

RMD vs. EME - Drawdown Comparison

The maximum RMD drawdown since its inception was -61.60%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for RMD and EME. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.68%
0
RMD
EME

Volatility

RMD vs. EME - Volatility Comparison

The current volatility for ResMed Inc. (RMD) is 8.56%, while EMCOR Group, Inc. (EME) has a volatility of 9.07%. This indicates that RMD 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.56%
9.07%
RMD
EME

Financials

RMD vs. EME - Financials Comparison

This section allows you to compare key financial metrics between ResMed 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