TPC vs. EUAD
TPC (Tutor Perini Corporation) is a stock, while EUAD (Select STOXX Europe Aerospace & Defense ETF) is Aerospace & Defense fund tracking the STOXX Europe Total Market Aerospace & Defense Index. Over the past year, TPC returned 75.81% vs 2.75% for EUAD. At a 0.29 correlation, their price movements are largely independent.
Performance
TPC vs. EUAD - Performance Comparison
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Returns By Period
In the year-to-date period, TPC achieves a 11.97% return, which is significantly higher than EUAD's -2.37% return.
TPC
- 1D
- 1.78%
- 1M
- -7.02%
- YTD
- 11.97%
- 6M
- 11.44%
- 1Y
- 75.81%
- 3Y*
- 120.04%
- 5Y*
- 38.76%
- 10Y*
- 12.65%
EUAD
- 1D
- -0.77%
- 1M
- 4.47%
- YTD
- -2.37%
- 6M
- -0.54%
- 1Y
- 2.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TPC vs. EUAD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TPC Tutor Perini Corporation | 11.97% | 177.18% | -21.07% |
EUAD Select STOXX Europe Aerospace & Defense ETF | -2.37% | 74.51% | -6.86% |
Correlation
The correlation between TPC and EUAD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.29 |
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Return for Risk
TPC vs. EUAD — Risk / Return Rank
TPC
EUAD
TPC vs. EUAD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tutor Perini Corporation (TPC) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TPC | EUAD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.04 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 0.13 | +2.47 |
| Martin ratioReturn relative to average drawdown | 7.47 | 0.30 | +7.17 |
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Drawdowns
TPC vs. EUAD - Drawdown Comparison
The maximum TPC drawdown since its inception was -95.89%, which is greater than EUAD's maximum drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for TPC and EUAD.
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Drawdown Indicators
| TPC | EUAD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.89% | -22.04% | -73.85% |
Max Drawdown (1Y)Largest decline over 1 year | -29.33% | -22.04% | -7.29% |
Max Drawdown (3Y)Largest decline over 3 years | -40.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -91.02% | — | — |
Current DrawdownCurrent decline from peak | -22.95% | -14.81% | -8.14% |
Average DrawdownAverage peak-to-trough decline | -51.96% | -5.88% | -46.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 9.34% | +0.84% |
Volatility
TPC vs. EUAD - Volatility Comparison
Tutor Perini Corporation (TPC) has a higher volatility of 14.19% compared to Select STOXX Europe Aerospace & Defense ETF (EUAD) at 9.65%. This indicates that TPC's price experiences larger fluctuations and is considered to be riskier than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPC | EUAD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.19% | 9.65% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 38.23% | 24.40% | +13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.98% | 29.15% | +17.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.36% | 29.90% | +25.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.08% | 29.90% | +35.18% |
Dividends
TPC vs. EUAD - Dividend Comparison
TPC's dividend yield for the trailing twelve months is around 0.24%, less than EUAD's 0.41% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.41% | 0.40% | 0.10% |
TPC Tutor Perini Corporation | 0.24% | 0.09% | 0.00% |
Frequently Asked Questions
TPC and EUAD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPC has higher volatility (14.19%) compared to EUAD (9.65%). In terms of maximum drawdown, TPC dropped -95.89% vs EUAD's -22.04%.
TPC currently has the higher Sharpe Ratio (1.62 vs 0.09), 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.
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