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

Correlation

The correlation between TAYD and EME is 0.07, 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.


-0.50.00.51.00.1

Performance

TAYD vs. EME - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-30.93%
37.68%
TAYD
EME

Key characteristics

Sharpe Ratio

TAYD:

0.28

EME:

4.03

Sortino Ratio

TAYD:

0.89

EME:

4.24

Omega Ratio

TAYD:

1.11

EME:

1.62

Calmar Ratio

TAYD:

0.42

EME:

8.88

Martin Ratio

TAYD:

0.91

EME:

22.96

Ulcer Index

TAYD:

21.92%

EME:

5.65%

Daily Std Dev

TAYD:

71.88%

EME:

32.22%

Max Drawdown

TAYD:

-74.53%

EME:

-70.56%

Current Drawdown

TAYD:

-46.66%

EME:

-4.73%

Fundamentals

Market Cap

TAYD:

$138.78M

EME:

$23.09B

EPS

TAYD:

$2.91

EME:

$20.03

PE Ratio

TAYD:

15.24

EME:

25.06

PEG Ratio

TAYD:

0.00

EME:

1.32

Total Revenue (TTM)

TAYD:

$39.82M

EME:

$10.80B

Gross Profit (TTM)

TAYD:

$21.03M

EME:

$2.01B

EBITDA (TTM)

TAYD:

$10.53M

EME:

$1.06B

Returns By Period

In the year-to-date period, TAYD achieves a -18.36% return, which is significantly lower than EME's 10.60% return. Over the past 10 years, TAYD has underperformed EME with an annualized return of 12.23%, while EME has yielded a comparatively higher 29.08% annualized return.


TAYD

YTD

-18.36%

1M

-22.03%

6M

-32.31%

1Y

16.19%

5Y*

22.84%

10Y*

12.23%

EME

YTD

10.60%

1M

3.61%

6M

39.05%

1Y

128.34%

5Y*

42.69%

10Y*

29.08%

*Annualized

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

TAYD vs. EME — Risk-Adjusted Performance Rank

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

TAYD
The Risk-Adjusted Performance Rank of TAYD is 6060
Overall Rank
The Sharpe Ratio Rank of TAYD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of TAYD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TAYD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of TAYD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TAYD is 5959
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 9898
Overall Rank
The Sharpe Ratio Rank of EME is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 9797
Sortino Ratio Rank
The Omega Ratio Rank of EME is 9797
Omega Ratio Rank
The Calmar Ratio Rank of EME is 9999
Calmar Ratio Rank
The Martin Ratio Rank of EME is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TAYD vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) 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.


Sharpe ratio
The chart of Sharpe ratio for TAYD, currently valued at 0.28, compared to the broader market-2.000.002.000.284.03
The chart of Sortino ratio for TAYD, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.894.24
The chart of Omega ratio for TAYD, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.62
The chart of Calmar ratio for TAYD, currently valued at 0.42, compared to the broader market0.002.004.006.000.428.88
The chart of Martin ratio for TAYD, currently valued at 0.91, compared to the broader market-30.00-20.00-10.000.0010.0020.000.9122.96
TAYD
EME

The current TAYD Sharpe Ratio is 0.28, which is lower than the EME Sharpe Ratio of 4.03. The chart below compares the historical Sharpe Ratios of TAYD and EME, 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.28
4.03
TAYD
EME

Dividends

TAYD vs. EME - Dividend Comparison

TAYD has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.15%.


TTM20242023202220212020201920182017201620152014
TAYD
Taylor Devices, 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%
EME
EMCOR Group, Inc.
0.15%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

TAYD vs. EME - Drawdown Comparison

The maximum TAYD drawdown since its inception was -74.53%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for TAYD and EME. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-46.66%
-4.73%
TAYD
EME

Volatility

TAYD vs. EME - Volatility Comparison

Taylor Devices, Inc. (TAYD) has a higher volatility of 17.60% compared to EMCOR Group, Inc. (EME) at 8.39%. This indicates that TAYD'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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
17.60%
8.39%
TAYD
EME

Financials

TAYD vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Taylor Devices, 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


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 © 2025 PortfoliosLab