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

Correlation

The correlation between RS and EME is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

RS vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reliance Steel & Aluminum Co. (RS) and EMCOR Group, Inc. (EME). The values are adjusted to include any dividend payments, if applicable.

10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
9,419.12%
17,228.10%
RS
EME

Key characteristics

Sharpe Ratio

RS:

-0.45

EME:

0.19

Sortino Ratio

RS:

-0.52

EME:

0.49

Omega Ratio

RS:

0.94

EME:

1.07

Calmar Ratio

RS:

-0.57

EME:

0.23

Martin Ratio

RS:

-0.86

EME:

0.64

Ulcer Index

RS:

14.09%

EME:

11.71%

Daily Std Dev

RS:

27.02%

EME:

39.51%

Max Drawdown

RS:

-83.80%

EME:

-70.56%

Current Drawdown

RS:

-13.70%

EME:

-29.94%

Fundamentals

Market Cap

RS:

$15.30B

EME:

$16.86B

EPS

RS:

$15.71

EME:

$21.44

PE Ratio

RS:

18.38

EME:

17.24

PEG Ratio

RS:

1.20

EME:

1.32

Total Revenue (TTM)

RS:

$10.19B

EME:

$11.13B

Gross Profit (TTM)

RS:

$2.91B

EME:

$2.18B

EBITDA (TTM)

RS:

$971.00M

EME:

$1.23B

Returns By Period

In the year-to-date period, RS achieves a 7.79% return, which is significantly higher than EME's -17.23% return. Over the past 10 years, RS has underperformed EME with an annualized return of 19.24%, while EME has yielded a comparatively higher 23.82% annualized return.


RS

YTD

7.79%

1M

-2.33%

6M

0.45%

1Y

-11.91%

5Y*

30.57%

10Y*

19.24%

EME

YTD

-17.23%

1M

-8.17%

6M

-12.23%

1Y

6.07%

5Y*

45.75%

10Y*

23.82%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RS vs. EME — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RS
The Risk-Adjusted Performance Rank of RS is 2626
Overall Rank
The Sharpe Ratio Rank of RS is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of RS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of RS is 2626
Omega Ratio Rank
The Calmar Ratio Rank of RS is 1818
Calmar Ratio Rank
The Martin Ratio Rank of RS is 3434
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 5959
Overall Rank
The Sharpe Ratio Rank of EME is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 5353
Sortino Ratio Rank
The Omega Ratio Rank of EME is 5454
Omega Ratio Rank
The Calmar Ratio Rank of EME is 6464
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RS vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reliance Steel & Aluminum Co. (RS) 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 RS, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
RS: -0.45
EME: 0.19
The chart of Sortino ratio for RS, currently valued at -0.52, compared to the broader market-6.00-4.00-2.000.002.004.00
RS: -0.52
EME: 0.49
The chart of Omega ratio for RS, currently valued at 0.94, compared to the broader market0.501.001.502.00
RS: 0.94
EME: 1.07
The chart of Calmar ratio for RS, currently valued at -0.57, compared to the broader market0.001.002.003.004.005.00
RS: -0.57
EME: 0.23
The chart of Martin ratio for RS, currently valued at -0.86, compared to the broader market-5.000.005.0010.0015.0020.00
RS: -0.86
EME: 0.64

The current RS Sharpe Ratio is -0.45, which is lower than the EME Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of RS 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.45
0.19
RS
EME

Dividends

RS vs. EME - Dividend Comparison

RS's dividend yield for the trailing twelve months is around 1.56%, more than EME's 0.27% yield.


TTM20242023202220212020201920182017201620152014
RS
Reliance Steel & Aluminum Co.
1.56%1.63%1.43%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%2.28%
EME
EMCOR Group, Inc.
0.27%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

RS vs. EME - Drawdown Comparison

The maximum RS drawdown since its inception was -83.80%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for RS and EME. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.70%
-29.94%
RS
EME

Volatility

RS vs. EME - Volatility Comparison

The current volatility for Reliance Steel & Aluminum Co. (RS) is 7.34%, while EMCOR Group, Inc. (EME) has a volatility of 12.99%. This indicates that RS 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%25.00%NovemberDecember2025FebruaryMarchApril
7.34%
12.99%
RS
EME

Financials

RS vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Reliance Steel & Aluminum Co. 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
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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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