PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
STRL vs. ACM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STRL and ACM is 0.43, 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.


-0.50.00.51.00.4

Performance

STRL vs. ACM - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
41.94%
20.84%
STRL
ACM

Key characteristics

Sharpe Ratio

STRL:

2.13

ACM:

0.73

Sortino Ratio

STRL:

2.79

ACM:

1.20

Omega Ratio

STRL:

1.36

ACM:

1.14

Calmar Ratio

STRL:

4.63

ACM:

1.02

Martin Ratio

STRL:

10.66

ACM:

2.74

Ulcer Index

STRL:

10.58%

ACM:

5.91%

Daily Std Dev

STRL:

53.01%

ACM:

22.07%

Max Drawdown

STRL:

-92.51%

ACM:

-59.97%

Current Drawdown

STRL:

-16.02%

ACM:

-8.58%

Fundamentals

Market Cap

STRL:

$5.42B

ACM:

$14.62B

EPS

STRL:

$5.90

ACM:

$3.71

PE Ratio

STRL:

29.93

ACM:

29.76

PEG Ratio

STRL:

1.90

ACM:

1.12

Total Revenue (TTM)

STRL:

$2.10B

ACM:

$16.11B

Gross Profit (TTM)

STRL:

$398.61M

ACM:

$1.08B

EBITDA (TTM)

STRL:

$331.79M

ACM:

$1.12B

Returns By Period

In the year-to-date period, STRL achieves a 90.08% return, which is significantly higher than ACM's 16.79% return. Over the past 10 years, STRL has outperformed ACM with an annualized return of 38.60%, while ACM has yielded a comparatively lower 14.18% annualized return.


STRL

YTD

90.08%

1M

-10.02%

6M

36.24%

1Y

107.42%

5Y*

62.21%

10Y*

38.60%

ACM

YTD

16.79%

1M

-2.02%

6M

21.46%

1Y

15.52%

5Y*

20.36%

10Y*

14.18%

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

STRL vs. ACM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) 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 STRL, currently valued at 2.13, compared to the broader market-4.00-2.000.002.002.130.73
The chart of Sortino ratio for STRL, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.791.20
The chart of Omega ratio for STRL, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.14
The chart of Calmar ratio for STRL, currently valued at 4.63, compared to the broader market0.002.004.006.004.631.02
The chart of Martin ratio for STRL, currently valued at 10.66, compared to the broader market0.0010.0020.0010.662.74
STRL
ACM

The current STRL Sharpe Ratio is 2.13, which is higher than the ACM Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of STRL 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.13
0.73
STRL
ACM

Dividends

STRL vs. ACM - Dividend Comparison

STRL has not paid dividends to shareholders, while ACM's dividend yield for the trailing twelve months is around 0.82%.


TTM20232022
STRL
Sterling Construction Company, Inc.
0.00%0.00%0.00%
ACM
AECOM
0.82%0.78%0.71%

Drawdowns

STRL vs. ACM - Drawdown Comparison

The maximum STRL drawdown since its inception was -92.51%, which is greater than ACM's maximum drawdown of -59.97%. Use the drawdown chart below to compare losses from any high point for STRL and ACM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.02%
-8.58%
STRL
ACM

Volatility

STRL vs. ACM - Volatility Comparison

Sterling Construction Company, Inc. (STRL) has a higher volatility of 12.05% compared to AECOM (ACM) at 6.01%. This indicates that STRL's price experiences larger fluctuations and is considered to be riskier than ACM 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%JulyAugustSeptemberOctoberNovemberDecember
12.05%
6.01%
STRL
ACM

Financials

STRL vs. ACM - Financials Comparison

This section allows you to compare key financial metrics between Sterling Construction Company, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab