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STRL vs. WSP.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

STRL vs. WSP.TO - Performance Comparison

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

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
41.58%
11.39%
STRL
WSP.TO

Returns By Period

In the year-to-date period, STRL achieves a 111.25% return, which is significantly higher than WSP.TO's 28.49% return. Over the past 10 years, STRL has outperformed WSP.TO with an annualized return of 39.75%, while WSP.TO has yielded a comparatively lower 23.43% annualized return.


STRL

YTD

111.25%

1M

16.21%

6M

41.58%

1Y

180.59%

5Y (annualized)

66.46%

10Y (annualized)

39.75%

WSP.TO

YTD

28.49%

1M

-5.20%

6M

14.68%

1Y

25.71%

5Y (annualized)

23.92%

10Y (annualized)

23.43%

Fundamentals


STRLWSP.TO
Market Cap$5.88BCA$31.41B
EPS$5.90CA$5.14
PE Ratio32.4646.88
PEG Ratio2.160.73
Total Revenue (TTM)$2.10BCA$15.23B
Gross Profit (TTM)$398.61MCA$4.74B
EBITDA (TTM)$306.83MCA$1.45B

Key characteristics


STRLWSP.TO
Sharpe Ratio3.521.41
Sortino Ratio3.831.85
Omega Ratio1.501.27
Calmar Ratio7.442.16
Martin Ratio17.635.42
Ulcer Index10.44%4.77%
Daily Std Dev52.42%18.42%
Max Drawdown-92.51%-39.02%
Current Drawdown-4.60%-5.93%

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Correlation

-0.50.00.51.00.2

The correlation between STRL and WSP.TO is 0.24, 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.

Risk-Adjusted Performance

STRL vs. WSP.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) and WSP Global Inc. (WSP.TO). 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 3.56, compared to the broader market-4.00-2.000.002.004.003.561.25
The chart of Sortino ratio for STRL, currently valued at 3.87, compared to the broader market-4.00-2.000.002.004.003.871.69
The chart of Omega ratio for STRL, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.24
The chart of Calmar ratio for STRL, currently valued at 7.51, compared to the broader market0.002.004.006.007.511.92
The chart of Martin ratio for STRL, currently valued at 17.68, compared to the broader market-10.000.0010.0020.0030.0017.684.69
STRL
WSP.TO

The current STRL Sharpe Ratio is 3.52, which is higher than the WSP.TO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of STRL and WSP.TO, 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.56
1.25
STRL
WSP.TO

Dividends

STRL vs. WSP.TO - Dividend Comparison

STRL has not paid dividends to shareholders, while WSP.TO's dividend yield for the trailing twelve months is around 0.64%.


TTM20232022202120202019201820172016201520142013
STRL
Sterling Construction Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WSP.TO
WSP Global Inc.
0.64%0.82%0.97%0.83%1.26%1.69%2.56%2.50%3.36%3.53%4.19%4.65%

Drawdowns

STRL vs. WSP.TO - Drawdown Comparison

The maximum STRL drawdown since its inception was -92.51%, which is greater than WSP.TO's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for STRL and WSP.TO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.60%
-6.88%
STRL
WSP.TO

Volatility

STRL vs. WSP.TO - Volatility Comparison

Sterling Construction Company, Inc. (STRL) has a higher volatility of 17.67% compared to WSP Global Inc. (WSP.TO) at 5.60%. This indicates that STRL's price experiences larger fluctuations and is considered to be riskier than WSP.TO 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%JuneJulyAugustSeptemberOctoberNovember
17.67%
5.60%
STRL
WSP.TO

Financials

STRL vs. WSP.TO - Financials Comparison

This section allows you to compare key financial metrics between Sterling Construction Company, Inc. and WSP Global 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


Please note, different currencies. STRL values in USD, WSP.TO values in CAD