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

Correlation

The correlation between STN and ACM is 0.39, 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.


-0.50.00.51.00.4

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.

250.00%300.00%350.00%400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
532.97%
420.37%
STN
ACM

Key characteristics

Sharpe Ratio

STN:

0.21

ACM:

0.73

Sortino Ratio

STN:

0.46

ACM:

1.20

Omega Ratio

STN:

1.05

ACM:

1.14

Calmar Ratio

STN:

0.35

ACM:

1.02

Martin Ratio

STN:

0.84

ACM:

2.74

Ulcer Index

STN:

5.21%

ACM:

5.91%

Daily Std Dev

STN:

20.46%

ACM:

22.07%

Max Drawdown

STN:

-67.42%

ACM:

-59.97%

Current Drawdown

STN:

-9.42%

ACM:

-8.58%

Fundamentals

Market Cap

STN:

$9.27B

ACM:

$14.62B

EPS

STN:

$2.16

ACM:

$3.71

PE Ratio

STN:

37.56

ACM:

29.76

PEG Ratio

STN:

1.63

ACM:

1.12

Total Revenue (TTM)

STN:

$7.15B

ACM:

$16.11B

Gross Profit (TTM)

STN:

$2.82B

ACM:

$1.08B

EBITDA (TTM)

STN:

$854.50M

ACM:

$1.12B

Returns By Period

In the year-to-date period, STN achieves a -0.24% return, which is significantly lower than ACM's 16.79% return. Over the past 10 years, STN has underperformed ACM with an annualized return of 12.94%, while ACM has yielded a comparatively higher 14.18% annualized return.


STN

YTD

-0.24%

1M

-3.61%

6M

-3.05%

1Y

3.71%

5Y*

24.86%

10Y*

12.94%

ACM

YTD

16.79%

1M

-2.02%

6M

21.46%

1Y

15.52%

5Y*

20.36%

10Y*

14.18%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for STN, currently valued at 0.21, compared to the broader market-4.00-2.000.002.000.210.73
The chart of Sortino ratio for STN, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.461.20
The chart of Omega ratio for STN, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.14
The chart of Calmar ratio for STN, currently valued at 0.35, compared to the broader market0.002.004.006.000.351.02
The chart of Martin ratio for STN, currently valued at 0.84, compared to the broader market0.0010.0020.000.842.74
STN
ACM

The current STN Sharpe Ratio is 0.21, which is lower than the ACM Sharpe Ratio of 0.73. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.21
0.73
STN
ACM

Dividends

STN vs. ACM - Dividend Comparison

STN's dividend yield for the trailing twelve months is around 0.77%, less than ACM's 0.82% yield.


TTM20232022202120202019201820172016201520142013
STN
Stantec Inc
0.77%0.73%1.14%1.23%1.42%2.06%1.91%1.38%1.34%1.31%1.21%1.02%
ACM
AECOM
0.82%0.78%0.71%0.00%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.42%
-8.58%
STN
ACM

Volatility

STN vs. ACM - Volatility Comparison

The current volatility for Stantec Inc (STN) is 5.47%, while AECOM (ACM) has a volatility of 6.01%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.47%
6.01%
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
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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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