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

Correlation

The correlation between TTEK and EME is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TTEK vs. EME - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
2,612.73%
18,843.48%
TTEK
EME

Key characteristics

Sharpe Ratio

TTEK:

-0.52

EME:

0.51

Sortino Ratio

TTEK:

-0.54

EME:

0.88

Omega Ratio

TTEK:

0.92

EME:

1.13

Calmar Ratio

TTEK:

-0.37

EME:

0.60

Martin Ratio

TTEK:

-0.77

EME:

1.55

Ulcer Index

TTEK:

21.40%

EME:

13.97%

Daily Std Dev

TTEK:

31.80%

EME:

42.60%

Max Drawdown

TTEK:

-77.89%

EME:

-70.56%

Current Drawdown

TTEK:

-38.02%

EME:

-23.41%

Fundamentals

Market Cap

TTEK:

$8.44B

EME:

$18.49B

EPS

TTEK:

$0.95

EME:

$21.54

PE Ratio

TTEK:

32.85

EME:

19.05

PEG Ratio

TTEK:

2.23

EME:

1.32

PS Ratio

TTEK:

1.87

EME:

1.27

PB Ratio

TTEK:

4.94

EME:

6.29

Total Revenue (TTM)

TTEK:

$4.14B

EME:

$11.13B

Gross Profit (TTM)

TTEK:

$689.93M

EME:

$2.18B

EBITDA (TTM)

TTEK:

$340.66M

EME:

$1.23B

Returns By Period

In the year-to-date period, TTEK achieves a -21.52% return, which is significantly lower than EME's -9.51% return. Over the past 10 years, TTEK has underperformed EME with an annualized return of 22.20%, while EME has yielded a comparatively higher 25.49% annualized return.


TTEK

YTD

-21.52%

1M

7.07%

6M

-34.66%

1Y

-18.04%

5Y*

17.09%

10Y*

22.20%

EME

YTD

-9.51%

1M

10.69%

6M

-4.17%

1Y

16.16%

5Y*

44.35%

10Y*

25.49%

*Annualized

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Risk-Adjusted Performance

TTEK vs. EME — Risk-Adjusted Performance Rank

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

TTEK
The Risk-Adjusted Performance Rank of TTEK is 2626
Overall Rank
The Sharpe Ratio Rank of TTEK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of TTEK is 2323
Sortino Ratio Rank
The Omega Ratio Rank of TTEK is 2222
Omega Ratio Rank
The Calmar Ratio Rank of TTEK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TTEK is 3535
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 7070
Overall Rank
The Sharpe Ratio Rank of EME is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6666
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7676
Calmar Ratio Rank
The Martin Ratio Rank of EME is 7070
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.

TTEK vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) 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 chart of Sharpe ratio for TTEK, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.00
TTEK: -0.52
EME: 0.51
The chart of Sortino ratio for TTEK, currently valued at -0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
TTEK: -0.54
EME: 0.88
The chart of Omega ratio for TTEK, currently valued at 0.92, compared to the broader market0.501.001.502.00
TTEK: 0.92
EME: 1.13
The chart of Calmar ratio for TTEK, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
TTEK: -0.37
EME: 0.60
The chart of Martin ratio for TTEK, currently valued at -0.77, compared to the broader market-5.000.005.0010.0015.0020.00
TTEK: -0.77
EME: 1.55

The current TTEK Sharpe Ratio is -0.52, which is lower than the EME Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of TTEK 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.52
0.51
TTEK
EME

Dividends

TTEK vs. EME - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 0.74%, more than EME's 0.24% yield.


TTM20242023202220212020201920182017201620152014
TTEK
Tetra Tech, Inc.
0.74%0.57%0.61%0.61%0.45%0.57%0.66%0.89%0.81%0.81%1.19%0.79%
EME
EMCOR Group, Inc.
0.24%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

TTEK vs. EME - Drawdown Comparison

The maximum TTEK drawdown since its inception was -77.89%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for TTEK and EME. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.02%
-23.41%
TTEK
EME

Volatility

TTEK vs. EME - Volatility Comparison

The current volatility for Tetra Tech, Inc. (TTEK) is 11.03%, while EMCOR Group, Inc. (EME) has a volatility of 17.64%. This indicates that TTEK experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
11.03%
17.64%
TTEK
EME

Financials

TTEK vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Tetra Tech, 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


Values in USD except per share items