PortfoliosLab logoPortfoliosLab logo
TTEK vs. EXPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TTEK vs. EXPO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TTEK achieves a -17.39% return, which is significantly lower than EXPO's -14.63% return. Over the past 10 years, TTEK has outperformed EXPO with an annualized return of 17.14%, while EXPO has yielded a comparatively lower 9.03% annualized return.


TTEK

1D
-1.11%
1M
-8.67%
YTD
-17.39%
6M
-17.49%
1Y
-21.86%
3Y*
-3.57%
5Y*
2.99%
10Y*
17.14%

EXPO

1D
-1.54%
1M
-3.86%
YTD
-14.63%
6M
-17.61%
1Y
-22.77%
3Y*
-13.93%
5Y*
-6.72%
10Y*
9.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTEK vs. EXPO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTEK
Tetra Tech, Inc.
-17.39%-15.19%19.98%15.74%-13.96%47.46%35.34%67.76%8.39%12.57%
EXPO
Exponent, Inc.
-14.63%-20.81%2.42%-10.14%-14.25%30.67%31.74%37.51%44.22%19.46%

Correlation

The correlation between TTEK and EXPO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.43

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

0.51

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

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 17, 1991

0.27

The correlation between TTEK and EXPO shifts across timeframes, from 0.27 (all time) to 0.54 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TTEK:

$7.24B

EXPO:

$2.94B

EPS

TTEK:

$2.20

EXPO:

$2.14

PE Ratio

TTEK:

12.57

EXPO:

27.47

PEG Ratio

TTEK:

3.22

EXPO:

13.02

PS Ratio

TTEK:

1.48

EXPO:

6.85

PB Ratio

TTEK:

3.89

EXPO:

8.70

Total Revenue (TTM)

TTEK:

$4.91B

EXPO:

$436.51M

Gross Profit (TTM)

TTEK:

$960.15M

EXPO:

$95.87M

EBITDA (TTM)

TTEK:

$627.52M

EXPO:

$153.50M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TTEK vs. EXPO — Risk / Return Rank

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

TTEK
TTEK Risk / Return Rank: 1616
Overall Rank
TTEK Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TTEK Sortino Ratio Rank: 1616
Sortino Ratio Rank
TTEK Omega Ratio Rank: 1515
Omega Ratio Rank
TTEK Calmar Ratio Rank: 2222
Calmar Ratio Rank
TTEK Martin Ratio Rank: 1212
Martin Ratio Rank

EXPO
EXPO Risk / Return Rank: 1111
Overall Rank
EXPO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXPO Sortino Ratio Rank: 1212
Sortino Ratio Rank
EXPO Omega Ratio Rank: 1414
Omega Ratio Rank
EXPO Calmar Ratio Rank: 1616
Calmar Ratio Rank
EXPO Martin Ratio Rank: 22
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.

TTEK vs. EXPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) and Exponent, Inc. (EXPO). 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.


TTEKEXPODifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

0.90

0.89

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.57

-0.70

+0.13

Martin ratioReturn relative to average drawdown

-1.30

-1.80

+0.50

TTEK vs. EXPO - Sharpe Ratio Comparison

The current TTEK Sharpe Ratio is -0.63, which is comparable to the EXPO Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of TTEK and EXPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TTEKEXPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

-0.74

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.22

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.31

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.22

+0.11

Drawdowns

TTEK vs. EXPO - Drawdown Comparison

The maximum TTEK drawdown since its inception was -77.89%, smaller than the maximum EXPO drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for TTEK and EXPO.


Loading charts...

Drawdown Indicators


TTEKEXPODifference

Max Drawdown

Largest peak-to-trough decline

-77.89%

-86.44%

+8.55%

Max Drawdown (1Y)

Largest decline over 1 year

-38.30%

-32.45%

-5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-47.50%

-52.37%

+4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-47.50%

-54.79%

+7.29%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

-54.79%

+7.29%

Current Drawdown

Current decline from peak

-44.67%

-50.26%

+5.59%

Average Drawdown

Average peak-to-trough decline

-20.66%

-32.72%

+12.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.81%

12.67%

+4.14%

Volatility

TTEK vs. EXPO - Volatility Comparison

The current volatility for Tetra Tech, Inc. (TTEK) is 10.76%, while Exponent, Inc. (EXPO) has a volatility of 12.62%. This indicates that TTEK experiences smaller price fluctuations and is considered to be less risky than EXPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TTEKEXPODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.76%

12.62%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

27.12%

25.38%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

34.96%

31.02%

+3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.05%

30.06%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.03%

28.89%

+3.14%

Dividends

TTEK vs. EXPO - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 0.97%, less than EXPO's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
EXPO
Exponent, Inc.
2.08%1.73%1.26%1.18%0.97%0.69%0.84%0.93%1.03%1.18%1.19%1.20%
TTEK
Tetra Tech, Inc.
0.97%0.75%0.57%0.61%0.61%0.45%0.57%0.66%0.89%0.81%0.81%1.19%

Financials

TTEK vs. EXPO - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
1.22B
0
(TTEK) Total Revenue
(EXPO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TTEK and EXPO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXPO has higher volatility (12.62%) compared to TTEK (10.76%). In terms of maximum drawdown, TTEK dropped -77.89% vs EXPO's -86.44%.

TTEK currently has the higher Sharpe Ratio (-0.63 vs -0.74), 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

Find the right allocation for TTEK and EXPO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer