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

Correlation

The correlation between STN and TTEK is 0.33, 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.


-0.50.00.51.00.3

Performance

STN vs. TTEK - Performance Comparison

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

1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,163.47%
1,543.57%
STN
TTEK

Key characteristics

Sharpe Ratio

STN:

0.21

TTEK:

0.79

Sortino Ratio

STN:

0.46

TTEK:

1.17

Omega Ratio

STN:

1.05

TTEK:

1.18

Calmar Ratio

STN:

0.34

TTEK:

1.09

Martin Ratio

STN:

0.82

TTEK:

3.36

Ulcer Index

STN:

5.27%

TTEK:

6.64%

Daily Std Dev

STN:

20.44%

TTEK:

28.25%

Max Drawdown

STN:

-67.42%

TTEK:

-77.90%

Current Drawdown

STN:

-9.47%

TTEK:

-20.32%

Fundamentals

Market Cap

STN:

$9.27B

TTEK:

$11.11B

EPS

STN:

$2.16

TTEK:

$1.23

PE Ratio

STN:

37.56

TTEK:

33.73

PEG Ratio

STN:

1.63

TTEK:

2.23

Total Revenue (TTM)

STN:

$7.15B

TTEK:

$5.20B

Gross Profit (TTM)

STN:

$2.82B

TTEK:

$866.44M

EBITDA (TTM)

STN:

$854.50M

TTEK:

$584.12M

Returns By Period

In the year-to-date period, STN achieves a -0.31% return, which is significantly lower than TTEK's 21.07% return. Over the past 10 years, STN has underperformed TTEK with an annualized return of 12.77%, while TTEK has yielded a comparatively higher 24.65% annualized return.


STN

YTD

-0.31%

1M

-7.59%

6M

-2.51%

1Y

1.60%

5Y*

24.65%

10Y*

12.77%

TTEK

YTD

21.07%

1M

-1.31%

6M

-4.48%

1Y

21.75%

5Y*

20.23%

10Y*

24.65%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

STN vs. TTEK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stantec Inc (STN) and Tetra Tech, Inc. (TTEK). 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-4.00-2.000.002.000.210.79
The chart of Sortino ratio for STN, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.461.17
The chart of Omega ratio for STN, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.18
The chart of Calmar ratio for STN, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.09
The chart of Martin ratio for STN, currently valued at 0.82, compared to the broader market-5.000.005.0010.0015.0020.0025.000.823.36
STN
TTEK

The current STN Sharpe Ratio is 0.21, which is lower than the TTEK Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of STN and TTEK, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.21
0.79
STN
TTEK

Dividends

STN vs. TTEK - Dividend Comparison

STN's dividend yield for the trailing twelve months is around 0.77%, less than TTEK's 1.14% 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%
TTEK
Tetra Tech, Inc.
1.14%2.40%1.80%0.85%1.74%1.92%3.52%2.39%3.31%2.27%2.88%0.00%

Drawdowns

STN vs. TTEK - Drawdown Comparison

The maximum STN drawdown since its inception was -67.42%, smaller than the maximum TTEK drawdown of -77.90%. Use the drawdown chart below to compare losses from any high point for STN and TTEK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.47%
-20.32%
STN
TTEK

Volatility

STN vs. TTEK - Volatility Comparison

Stantec Inc (STN) has a higher volatility of 5.20% compared to Tetra Tech, Inc. (TTEK) at 4.14%. This indicates that STN's price experiences larger fluctuations and is considered to be riskier than TTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.20%
4.14%
STN
TTEK

Financials

STN vs. TTEK - Financials Comparison

This section allows you to compare key financial metrics between Stantec Inc and Tetra Tech, 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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