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STN vs. ACM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STN and ACM is 0.49, 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: 0.5

Performance

STN vs. ACM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stantec Inc (STN) and AECOM (ACM). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
595.89%
376.17%
STN
ACM

Key characteristics

Sharpe Ratio

STN:

0.31

ACM:

0.18

Sortino Ratio

STN:

0.68

ACM:

0.48

Omega Ratio

STN:

1.08

ACM:

1.05

Calmar Ratio

STN:

0.57

ACM:

0.19

Martin Ratio

STN:

1.21

ACM:

0.48

Ulcer Index

STN:

7.05%

ACM:

9.91%

Daily Std Dev

STN:

27.32%

ACM:

25.76%

Max Drawdown

STN:

-67.42%

ACM:

-59.97%

Current Drawdown

STN:

-2.28%

ACM:

-16.35%

Fundamentals

Market Cap

STN:

$10.09B

ACM:

$12.96B

EPS

STN:

$2.29

ACM:

$4.33

PE Ratio

STN:

38.47

ACM:

22.55

PEG Ratio

STN:

1.63

ACM:

1.02

PS Ratio

STN:

1.72

ACM:

0.80

PB Ratio

STN:

4.64

ACM:

5.88

Total Revenue (TTM)

STN:

$5.78B

ACM:

$12.28B

Gross Profit (TTM)

STN:

$2.37B

ACM:

$847.60M

EBITDA (TTM)

STN:

$701.80M

ACM:

$902.60M

Returns By Period

In the year-to-date period, STN achieves a 11.28% return, which is significantly higher than ACM's -8.40% return. Over the past 10 years, STN has outperformed ACM with an annualized return of 13.89%, while ACM has yielded a comparatively lower 11.82% annualized return.


STN

YTD

11.28%

1M

4.27%

6M

6.94%

1Y

7.71%

5Y*

26.53%

10Y*

13.89%

ACM

YTD

-8.40%

1M

3.18%

6M

-6.36%

1Y

5.04%

5Y*

24.29%

10Y*

11.82%

*Annualized

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Risk-Adjusted Performance

STN vs. ACM — Risk-Adjusted Performance Rank

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

STN
The Risk-Adjusted Performance Rank of STN is 6464
Overall Rank
The Sharpe Ratio Rank of STN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of STN is 5858
Sortino Ratio Rank
The Omega Ratio Rank of STN is 5555
Omega Ratio Rank
The Calmar Ratio Rank of STN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of STN is 6767
Martin Ratio Rank

ACM
The Risk-Adjusted Performance Rank of ACM is 5656
Overall Rank
The Sharpe Ratio Rank of ACM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 5858
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.

STN vs. ACM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stantec Inc (STN) and AECOM (ACM). 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.


The chart of Sharpe ratio for STN, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.00
STN: 0.31
ACM: 0.18
The chart of Sortino ratio for STN, currently valued at 0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
STN: 0.68
ACM: 0.48
The chart of Omega ratio for STN, currently valued at 1.08, compared to the broader market0.501.001.502.00
STN: 1.08
ACM: 1.05
The chart of Calmar ratio for STN, currently valued at 0.57, compared to the broader market0.001.002.003.004.005.00
STN: 0.57
ACM: 0.19
The chart of Martin ratio for STN, currently valued at 1.21, compared to the broader market-5.000.005.0010.0015.0020.00
STN: 1.21
ACM: 0.48

The current STN Sharpe Ratio is 0.31, which is higher than the ACM Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of STN and ACM, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.31
0.18
STN
ACM

Dividends

STN vs. ACM - Dividend Comparison

STN's dividend yield for the trailing twelve months is around 0.70%, less than ACM's 0.99% yield.


TTM20242023202220212020201920182017201620152014
STN
Stantec Inc
0.70%0.78%0.73%1.14%1.22%1.42%2.06%1.91%1.39%1.34%1.30%1.21%
ACM
AECOM
0.99%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STN vs. ACM - Drawdown Comparison

The maximum STN drawdown since its inception was -67.42%, which is greater than ACM's maximum drawdown of -59.97%. Use the drawdown chart below to compare losses from any high point for STN and ACM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.28%
-16.35%
STN
ACM

Volatility

STN vs. ACM - Volatility Comparison

The current volatility for Stantec Inc (STN) is 11.34%, while AECOM (ACM) has a volatility of 12.04%. This indicates that STN experiences smaller price fluctuations and is considered to be less risky than ACM 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%NovemberDecember2025FebruaryMarchApril
11.34%
12.04%
STN
ACM

Financials

STN vs. ACM - Financials Comparison

This section allows you to compare key financial metrics between Stantec Inc and AECOM. 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