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TRML vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRML and EME is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

TRML vs. EME - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TRML:

0.32

EME:

0.45

Sortino Ratio

TRML:

0.96

EME:

0.79

Omega Ratio

TRML:

1.11

EME:

1.12

Calmar Ratio

TRML:

0.27

EME:

0.49

Martin Ratio

TRML:

0.72

EME:

1.20

Ulcer Index

TRML:

31.47%

EME:

14.77%

Daily Std Dev

TRML:

67.94%

EME:

42.88%

Max Drawdown

TRML:

-94.97%

EME:

-70.56%

Current Drawdown

TRML:

-80.03%

EME:

-12.58%

Fundamentals

Market Cap

TRML:

$401.77M

EME:

$21.29B

EPS

TRML:

-$3.23

EME:

$22.28

PS Ratio

TRML:

0.00

EME:

1.42

PB Ratio

TRML:

1.44

EME:

7.12

Total Revenue (TTM)

TRML:

$40.00K

EME:

$15.00B

Gross Profit (TTM)

TRML:

$10.00K

EME:

$2.90B

EBITDA (TTM)

TRML:

-$98.47M

EME:

$1.56B

Returns By Period

In the year-to-date period, TRML achieves a -18.59% return, which is significantly lower than EME's 3.28% return.


TRML

YTD

-18.59%

1M

1.57%

6M

-35.66%

1Y

21.31%

3Y*

-20.51%

5Y*

N/A

10Y*

N/A

EME

YTD

3.28%

1M

13.37%

6M

-7.71%

1Y

19.16%

3Y*

63.78%

5Y*

49.68%

10Y*

26.73%

*Annualized

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Tourmaline Bio Inc.

EMCOR Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TRML vs. EME — Risk-Adjusted Performance Rank

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

TRML
The Risk-Adjusted Performance Rank of TRML is 6262
Overall Rank
The Sharpe Ratio Rank of TRML is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of TRML is 6464
Sortino Ratio Rank
The Omega Ratio Rank of TRML is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TRML is 6464
Calmar Ratio Rank
The Martin Ratio Rank of TRML is 6161
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6565
Overall Rank
The Sharpe Ratio Rank of EME is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 5959
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6161
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7272
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6666
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.

TRML vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tourmaline Bio Inc. (TRML) 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.


The current TRML Sharpe Ratio is 0.32, which is comparable to the EME Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of TRML 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TRML vs. EME - Dividend Comparison

TRML has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.21%.


TTM20242023202220212020201920182017201620152014
TRML
Tourmaline Bio Inc.
0.00%0.00%57.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EME
EMCOR Group, Inc.
0.21%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

TRML vs. EME - Drawdown Comparison

The maximum TRML drawdown since its inception was -94.97%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for TRML and EME.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TRML vs. EME - Volatility Comparison

Tourmaline Bio Inc. (TRML) has a higher volatility of 21.07% compared to EMCOR Group, Inc. (EME) at 8.99%. This indicates that TRML'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.


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Financials

TRML vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Tourmaline Bio 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


0.001.00B2.00B3.00B4.00B202120222023202420250
3.87B
(TRML) Total Revenue
(EME) Total Revenue
Values in USD except per share items