PortfoliosLab logoPortfoliosLab logo
STN vs. EME
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STN vs. EME - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, STN achieves a -20.41% return, which is significantly lower than EME's 35.37% return. Over the past 10 years, STN has underperformed EME with an annualized return of 12.80%, while EME has yielded a comparatively higher 33.58% annualized return.


STN

1D
-2.00%
1M
-18.05%
YTD
-20.41%
6M
-20.29%
1Y
-27.83%
3Y*
8.21%
5Y*
12.01%
10Y*
12.80%

EME

1D
-0.44%
1M
-8.44%
YTD
35.37%
6M
36.58%
1Y
76.52%
3Y*
68.84%
5Y*
46.24%
10Y*
33.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STN vs. EME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STN
Stantec Inc
-20.41%21.08%-1.44%68.90%-13.76%75.67%16.56%31.83%-20.43%12.80%
EME
EMCOR Group, Inc.
35.37%35.05%111.27%46.03%16.81%39.93%6.47%45.18%-26.68%16.09%

Correlation

The correlation between STN and EME is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2005

0.36

Fundamentals

Market Cap

STN:

$8.54B

EME:

$37.27B

EPS

STN:

$3.98

EME:

$29.65

PE Ratio

STN:

18.79

EME:

27.90

PEG Ratio

STN:

0.78

EME:

0.65

PS Ratio

STN:

1.10

EME:

2.10

PB Ratio

STN:

2.52

EME:

9.64

Total Revenue (TTM)

STN:

$7.77B

EME:

$17.75B

Gross Profit (TTM)

STN:

$3.11B

EME:

$3.47B

EBITDA (TTM)

STN:

$1.05B

EME:

$2.03B

Compare stocks, funds, or ETFs

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


Return for Risk

STN vs. EME — Risk / Return Rank

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

STN
STN Risk / Return Rank: 66
Overall Rank
STN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
STN Sortino Ratio Rank: 77
Sortino Ratio Rank
STN Omega Ratio Rank: 77
Omega Ratio Rank
STN Calmar Ratio Rank: 1212
Calmar Ratio Rank
STN Martin Ratio Rank: 22
Martin Ratio Rank

EME
EME Risk / Return Rank: 8383
Overall Rank
EME Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EME Sortino Ratio Rank: 8181
Sortino Ratio Rank
EME Omega Ratio Rank: 8585
Omega Ratio Rank
EME Calmar Ratio Rank: 8282
Calmar Ratio Rank
EME Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STN vs. EME - Risk-Adjusted Trends Comparison

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


STNEMEDifference

Sharpe ratio

Return per unit of total volatility

-1.01

2.03

-3.04

Sortino ratio

Return per unit of downside risk

-1.29

2.42

-3.71

Omega ratio

Gain probability vs. loss probability

0.83

1.36

-0.54

Calmar ratio

Return relative to maximum drawdown

-0.75

3.01

-3.76

Martin ratio

Return relative to average drawdown

-1.78

7.63

-9.41

STN vs. EME - Sharpe Ratio Comparison

The current STN Sharpe Ratio is -1.01, which is lower than the EME Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of STN and EME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


STNEMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.01

2.03

-3.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.40

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

1.02

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.60

-0.19

Drawdowns

STN vs. EME - Drawdown Comparison

The maximum STN drawdown since its inception was -67.42%, roughly equal to the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for STN and EME.


Loading charts...

Drawdown Indicators


STNEMEDifference

Max Drawdown

Largest peak-to-trough decline

-67.42%

-70.56%

+3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-35.66%

-25.15%

-10.51%

Max Drawdown (3Y)

Largest decline over 3 years

-35.66%

-36.19%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-35.66%

-36.19%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.66%

-48.00%

+12.34%

Current Drawdown

Current decline from peak

-33.83%

-12.34%

-21.49%

Average Drawdown

Average peak-to-trough decline

-17.09%

-15.37%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.01%

9.91%

+5.10%

Volatility

STN vs. EME - Volatility Comparison

Stantec Inc (STN) has a higher volatility of 12.94% compared to EMCOR Group, Inc. (EME) at 7.11%. This indicates that STN's price experiences larger fluctuations and is considered to be riskier than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


STNEMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.94%

7.11%

+5.83%

Volatility (6M)

Calculated over the trailing 6-month period

23.81%

25.46%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

27.64%

37.96%

-10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.19%

33.26%

-8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.63%

32.95%

-7.32%

Dividends

STN vs. EME - Dividend Comparison

STN's dividend yield for the trailing twelve months is around 1.05%, more than EME's 0.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EME
EMCOR Group, Inc.
0.16%0.16%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%
STN
Stantec Inc
1.05%0.69%0.78%0.79%1.14%1.17%1.42%1.55%1.91%1.79%1.78%1.69%

Financials

STN vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Stantec 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
2.07B
4.63B
(STN) Total Revenue
(EME) Total Revenue
Values in USD except per share items

STN vs. EME - Profitability Comparison

The chart below illustrates the profitability comparison between Stantec Inc and EMCOR Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%20222023202420252026
39.6%
18.7%
Portfolio components
STN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported a gross profit of 821.42M and revenue of 2.07B. Therefore, the gross margin over that period was 39.6%.

EME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a gross profit of 863.95M and revenue of 4.63B. Therefore, the gross margin over that period was 18.7%.

STN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported an operating income of 175.05M and revenue of 2.07B, resulting in an operating margin of 8.4%.

EME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported an operating income of 403.85M and revenue of 4.63B, resulting in an operating margin of 8.7%.

STN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported a net income of 111.09M and revenue of 2.07B, resulting in a net margin of 5.4%.

EME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a net income of 305.48M and revenue of 4.63B, resulting in a net margin of 6.6%.


Frequently Asked Questions


STN and EME have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STN has higher volatility (12.94%) compared to EME (7.11%). In terms of maximum drawdown, STN dropped -67.42% vs EME's -70.56%.

EME currently has the higher Sharpe Ratio (2.03 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for STN and EME

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer