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TPC vs. MYRG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TPC vs. MYRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tutor Perini Corporation (TPC) and MYR Group Inc. (MYRG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TPC achieves a 21.80% return, which is significantly lower than MYRG's 121.09% return. Over the past 10 years, TPC has underperformed MYRG with an annualized return of 13.59%, while MYRG has yielded a comparatively higher 35.39% annualized return.


TPC

1D
4.50%
1M
12.01%
YTD
21.80%
6M
17.34%
1Y
92.42%
3Y*
131.33%
5Y*
43.30%
10Y*
13.59%

MYRG

1D
4.77%
1M
8.10%
YTD
121.09%
6M
112.32%
1Y
185.27%
3Y*
53.72%
5Y*
41.40%
10Y*
35.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPC vs. MYRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPC
Tutor Perini Corporation
21.80%177.18%165.93%20.53%-38.97%-4.48%0.70%-19.47%-37.00%-9.46%
MYRG
MYR Group Inc.
121.09%46.87%2.86%57.09%-16.72%83.94%84.41%15.69%-21.16%-5.18%

Correlation

The correlation between TPC and MYRG is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2008

0.46

The correlation between TPC and MYRG shifts across timeframes, from 0.46 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TPC:

$4.38B

MYRG:

$7.57B

EPS

TPC:

$2.35

MYRG:

$9.07

PE Ratio

TPC:

34.69

MYRG:

53.25

PS Ratio

TPC:

0.77

MYRG:

1.98

PB Ratio

TPC:

3.61

MYRG:

10.77

Total Revenue (TTM)

TPC:

$5.69B

MYRG:

$3.82B

Gross Profit (TTM)

TPC:

$667.75M

MYRG:

$461.34M

EBITDA (TTM)

TPC:

$285.88M

MYRG:

$248.38M

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Return for Risk

TPC vs. MYRG — Risk / Return Rank

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

TPC
TPC Risk / Return Rank: 8585
Overall Rank
TPC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TPC Sortino Ratio Rank: 8282
Sortino Ratio Rank
TPC Omega Ratio Rank: 8585
Omega Ratio Rank
TPC Calmar Ratio Rank: 8484
Calmar Ratio Rank
TPC Martin Ratio Rank: 8686
Martin Ratio Rank

MYRG
MYRG Risk / Return Rank: 9797
Overall Rank
MYRG Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MYRG Sortino Ratio Rank: 9696
Sortino Ratio Rank
MYRG Omega Ratio Rank: 9595
Omega Ratio Rank
MYRG Calmar Ratio Rank: 9898
Calmar Ratio Rank
MYRG Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TPC vs. MYRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tutor Perini Corporation (TPC) and MYR Group Inc. (MYRG). 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.


TPCMYRGDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.35

1.54

-0.19

Calmar ratioReturn relative to maximum drawdown

3.17

12.45

-9.28

Martin ratioReturn relative to average drawdown

8.78

35.41

-26.63

TPC vs. MYRG - Sharpe Ratio Comparison

The current TPC Sharpe Ratio is 1.97, which is lower than the MYRG Sharpe Ratio of 4.07. The chart below compares the historical Sharpe Ratios of TPC and MYRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TPC vs. MYRG - Drawdown Comparison

The maximum TPC drawdown since its inception was -95.89%, which is greater than MYRG's maximum drawdown of -64.46%. Use the drawdown chart below to compare losses from any high point for TPC and MYRG.


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Drawdown Indicators


TPCMYRGDifference

Max Drawdown

Largest peak-to-trough decline

-95.89%

-64.46%

-31.43%

Max Drawdown (1Y)

Largest decline over 1 year

-29.33%

-14.97%

-14.36%

Max Drawdown (3Y)

Largest decline over 3 years

-40.94%

-50.29%

+9.35%

Max Drawdown (5Y)

Largest decline over 5 years

-67.46%

-50.29%

-17.17%

Max Drawdown (10Y)

Largest decline over 10 years

-91.02%

-61.52%

-29.50%

Current Drawdown

Current decline from peak

-16.18%

0.00%

-16.18%

Average Drawdown

Average peak-to-trough decline

-51.95%

-17.47%

-34.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.56%

5.26%

+5.30%

Volatility

TPC vs. MYRG - Volatility Comparison

Tutor Perini Corporation (TPC) and MYR Group Inc. (MYRG) have volatilities of 12.93% and 12.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPCMYRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.93%

12.93%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

37.65%

35.67%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

47.20%

45.89%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.35%

41.80%

+13.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.13%

43.75%

+21.38%

Dividends

TPC vs. MYRG - Dividend Comparison

TPC's dividend yield for the trailing twelve months is around 0.22%, while MYRG has not paid dividends to shareholders.


PositionTTM2025
MYRG
MYR Group Inc.
0.00%0.00%
TPC
Tutor Perini Corporation
0.22%0.09%

Financials

TPC vs. MYRG - Financials Comparison

This section allows you to compare key financial metrics between Tutor Perini Corporation and MYR 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


600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
1.39B
1.00B
(TPC) Total Revenue
(MYRG) Total Revenue
Values in USD except per share items

TPC vs. MYRG - Profitability Comparison

The chart below illustrates the profitability comparison between Tutor Perini Corporation and MYR Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-5.0%0.0%5.0%10.0%15.0%20222023202420252026
11.1%
13.4%
Portfolio components
TPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported a gross profit of 154.63M and revenue of 1.39B. Therefore, the gross margin over that period was 11.1%.

MYRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MYR Group Inc. reported a gross profit of 134.44M and revenue of 1.00B. Therefore, the gross margin over that period was 13.4%.

TPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported an operating income of 59.18M and revenue of 1.39B, resulting in an operating margin of 4.3%.

MYRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MYR Group Inc. reported an operating income of 64.72M and revenue of 1.00B, resulting in an operating margin of 6.5%.

TPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tutor Perini Corporation reported a net income of 73.49M and revenue of 1.39B, resulting in a net margin of 5.3%.

MYRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MYR Group Inc. reported a net income of 46.80M and revenue of 1.00B, resulting in a net margin of 4.7%.


Frequently Asked Questions


TPC and MYRG have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYRG has higher volatility (12.93%) compared to TPC (12.93%). In terms of maximum drawdown, TPC dropped -95.89% vs MYRG's -64.46%.

MYRG currently has the higher Sharpe Ratio (4.07 vs 1.97), 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.

Portfolio Optimizer

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