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TPC vs. STRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TPC and STRL is 0.30, 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.


-0.50.00.51.00.3

Performance

TPC vs. STRL - Performance Comparison

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

0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
2.11%
5.22%
TPC
STRL

Key characteristics

Sharpe Ratio

TPC:

2.30

STRL:

0.80

Sortino Ratio

TPC:

2.86

STRL:

1.41

Omega Ratio

TPC:

1.43

STRL:

1.20

Calmar Ratio

TPC:

1.74

STRL:

1.25

Martin Ratio

TPC:

10.18

STRL:

3.64

Ulcer Index

TPC:

14.96%

STRL:

13.11%

Daily Std Dev

TPC:

66.31%

STRL:

59.56%

Max Drawdown

TPC:

-95.89%

STRL:

-92.51%

Current Drawdown

TPC:

-67.09%

STRL:

-38.04%

Fundamentals

Market Cap

TPC:

$1.21B

STRL:

$3.89B

EPS

TPC:

-$2.52

STRL:

$5.91

PEG Ratio

TPC:

1.24

STRL:

1.36

Total Revenue (TTM)

TPC:

$3.26B

STRL:

$1.62B

Gross Profit (TTM)

TPC:

$206.50M

STRL:

$310.87M

EBITDA (TTM)

TPC:

$39.23M

STRL:

$260.63M

Returns By Period

In the year-to-date period, TPC achieves a -3.80% return, which is significantly higher than STRL's -26.23% return. Over the past 10 years, TPC has underperformed STRL with an annualized return of -1.19%, while STRL has yielded a comparatively higher 45.95% annualized return.


TPC

YTD

-3.80%

1M

-15.07%

6M

8.89%

1Y

163.95%

5Y*

14.66%

10Y*

-1.19%

STRL

YTD

-26.23%

1M

-36.77%

6M

9.32%

1Y

49.87%

5Y*

52.84%

10Y*

45.95%

*Annualized

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Risk-Adjusted Performance

TPC vs. STRL — Risk-Adjusted Performance Rank

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

TPC
The Risk-Adjusted Performance Rank of TPC is 9191
Overall Rank
The Sharpe Ratio Rank of TPC is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TPC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TPC is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TPC is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TPC is 9292
Martin Ratio Rank

STRL
The Risk-Adjusted Performance Rank of STRL is 7474
Overall Rank
The Sharpe Ratio Rank of STRL is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of STRL is 6969
Sortino Ratio Rank
The Omega Ratio Rank of STRL is 7070
Omega Ratio Rank
The Calmar Ratio Rank of STRL is 8383
Calmar Ratio Rank
The Martin Ratio Rank of STRL is 7575
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.

TPC vs. STRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tutor Perini Corporation (TPC) and Sterling Construction Company, Inc. (STRL). 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 TPC, currently valued at 2.30, compared to the broader market-2.000.002.002.300.80
The chart of Sortino ratio for TPC, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.006.002.861.41
The chart of Omega ratio for TPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.20
The chart of Calmar ratio for TPC, currently valued at 1.74, compared to the broader market0.002.004.006.001.741.25
The chart of Martin ratio for TPC, currently valued at 10.18, compared to the broader market-10.000.0010.0020.0030.0010.183.64
TPC
STRL

The current TPC Sharpe Ratio is 2.30, which is higher than the STRL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TPC and STRL, 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
2.30
0.80
TPC
STRL

Dividends

TPC vs. STRL - Dividend Comparison

Neither TPC nor STRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TPC vs. STRL - Drawdown Comparison

The maximum TPC drawdown since its inception was -95.89%, roughly equal to the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for TPC and STRL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-67.09%
-38.04%
TPC
STRL

Volatility

TPC vs. STRL - Volatility Comparison

The current volatility for Tutor Perini Corporation (TPC) is 11.59%, while Sterling Construction Company, Inc. (STRL) has a volatility of 29.56%. This indicates that TPC experiences smaller price fluctuations and is considered to be less risky than STRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
11.59%
29.56%
TPC
STRL

Financials

TPC vs. STRL - Financials Comparison

This section allows you to compare key financial metrics between Tutor Perini Corporation and Sterling Construction Company, 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
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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.

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