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TTEK vs. ACA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TTEK and ACA is 0.45, 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.


-0.50.00.51.00.4

Performance

TTEK vs. ACA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tetra Tech, Inc. (TTEK) and Arcosa, Inc. (ACA). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
235.97%
384.38%
TTEK
ACA

Key characteristics

Sharpe Ratio

TTEK:

0.79

ACA:

0.71

Sortino Ratio

TTEK:

1.17

ACA:

1.13

Omega Ratio

TTEK:

1.18

ACA:

1.15

Calmar Ratio

TTEK:

1.09

ACA:

1.28

Martin Ratio

TTEK:

3.36

ACA:

4.14

Ulcer Index

TTEK:

6.64%

ACA:

5.55%

Daily Std Dev

TTEK:

28.25%

ACA:

32.19%

Max Drawdown

TTEK:

-77.90%

ACA:

-36.79%

Current Drawdown

TTEK:

-20.32%

ACA:

-10.95%

Fundamentals

Market Cap

TTEK:

$11.11B

ACA:

$5.21B

EPS

TTEK:

$1.23

ACA:

$2.63

PE Ratio

TTEK:

33.73

ACA:

40.60

PEG Ratio

TTEK:

2.23

ACA:

6.72

Total Revenue (TTM)

TTEK:

$5.20B

ACA:

$2.49B

Gross Profit (TTM)

TTEK:

$866.44M

ACA:

$493.30M

EBITDA (TTM)

TTEK:

$584.12M

ACA:

$374.10M

Returns By Period

The year-to-date returns for both stocks are quite close, with TTEK having a 21.07% return and ACA slightly lower at 20.50%.


TTEK

YTD

21.07%

1M

-1.31%

6M

-4.48%

1Y

21.75%

5Y*

20.23%

10Y*

24.65%

ACA

YTD

20.50%

1M

-6.12%

6M

18.62%

1Y

20.85%

5Y*

17.49%

10Y*

N/A

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Risk-Adjusted Performance

TTEK vs. ACA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) and Arcosa, Inc. (ACA). 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 TTEK, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.790.71
The chart of Sortino ratio for TTEK, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.171.13
The chart of Omega ratio for TTEK, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.15
The chart of Calmar ratio for TTEK, currently valued at 1.09, compared to the broader market0.002.004.006.001.091.28
The chart of Martin ratio for TTEK, currently valued at 3.36, compared to the broader market-5.000.005.0010.0015.0020.0025.003.364.14
TTEK
ACA

The current TTEK Sharpe Ratio is 0.79, which is comparable to the ACA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of TTEK and ACA, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.79
0.71
TTEK
ACA

Dividends

TTEK vs. ACA - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 1.14%, more than ACA's 0.20% yield.


TTM2023202220212020201920182017201620152014
TTEK
Tetra Tech, Inc.
1.14%2.40%1.80%0.85%1.74%1.92%3.52%2.39%3.31%2.27%2.88%
ACA
Arcosa, Inc.
0.20%0.24%0.37%0.38%0.36%0.45%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TTEK vs. ACA - Drawdown Comparison

The maximum TTEK drawdown since its inception was -77.90%, which is greater than ACA's maximum drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for TTEK and ACA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.32%
-10.95%
TTEK
ACA

Volatility

TTEK vs. ACA - Volatility Comparison

The current volatility for Tetra Tech, Inc. (TTEK) is 4.14%, while Arcosa, Inc. (ACA) has a volatility of 8.16%. This indicates that TTEK experiences smaller price fluctuations and is considered to be less risky than ACA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.14%
8.16%
TTEK
ACA

Financials

TTEK vs. ACA - Financials Comparison

This section allows you to compare key financial metrics between Tetra Tech, Inc. and Arcosa, 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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