WKHS vs. EME
WKHS (Workhorse Group Inc.) and EME (EMCOR Group, Inc.) are both stocks. WKHS operates in Auto Manufacturers (Consumer Cyclical), while EME operates in Engineering & Construction (Industrials). Over the past 10 years, WKHS returned -57.93%/yr vs 33.77%/yr for EME. At a 0.14 correlation, their price movements are largely independent.
Performance
WKHS vs. EME - Performance Comparison
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Returns By Period
In the year-to-date period, WKHS achieves a -29.47% return, which is significantly lower than EME's 37.38% return. Over the past 10 years, WKHS has underperformed EME with an annualized return of -57.93%, while EME has yielded a comparatively higher 33.77% annualized return.
WKHS
- 1D
- -3.49%
- 1M
- 11.49%
- YTD
- -29.47%
- 6M
- -66.72%
- 1Y
- -67.45%
- 3Y*
- -88.91%
- 5Y*
- -84.42%
- 10Y*
- -57.93%
EME
- 1D
- 1.48%
- 1M
- -7.77%
- YTD
- 37.38%
- 6M
- 37.33%
- 1Y
- 73.87%
- 3Y*
- 69.67%
- 5Y*
- 46.30%
- 10Y*
- 33.77%
WKHS vs. EME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WKHS Workhorse Group Inc. | -29.47% | -95.14% | -90.31% | -76.32% | -65.14% | -77.96% | 550.66% | 475.76% | -79.38% | -63.74% |
EME EMCOR Group, Inc. | 37.38% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
Correlation
The correlation between WKHS and EME is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2014 | 0.14 |
The correlation between WKHS and EME shifts across timeframes, from 0.14 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
WKHS:
$34.59M
EME:
$37.82B
WKHS:
-$5.65
EME:
$29.65
WKHS:
2.21
EME:
2.13
WKHS:
0.80
EME:
9.78
WKHS:
$18.44M
EME:
$17.75B
WKHS:
-$19.61M
EME:
$3.47B
WKHS:
-$49.47M
EME:
$2.03B
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Return for Risk
WKHS vs. EME — Risk / Return Rank
WKHS
EME
WKHS vs. EME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Workhorse Group Inc. (WKHS) 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.
| WKHS | EME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.35 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.95 | -3.66 |
| Martin ratioReturn relative to average drawdown | -0.85 | 7.46 | -8.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WKHS | EME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 1.96 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.79 | 1.40 | -2.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.46 | 1.03 | -1.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.34 | 0.60 | -0.95 |
Drawdowns
WKHS vs. EME - Drawdown Comparison
The maximum WKHS drawdown since its inception was -100.00%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for WKHS and EME.
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Drawdown Indicators
| WKHS | EME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -70.56% | -29.44% |
Max Drawdown (1Y)Largest decline over 1 year | -95.59% | -25.15% | -70.44% |
Max Drawdown (3Y)Largest decline over 3 years | -99.94% | -36.19% | -63.75% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -36.19% | -63.81% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -48.00% | -52.00% |
Current DrawdownCurrent decline from peak | -100.00% | -11.04% | -88.96% |
Average DrawdownAverage peak-to-trough decline | -71.95% | -15.37% | -56.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 79.10% | 9.94% | +69.16% |
Volatility
WKHS vs. EME - Volatility Comparison
Workhorse Group Inc. (WKHS) has a higher volatility of 47.33% compared to EMCOR Group, Inc. (EME) at 7.27%. This indicates that WKHS'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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Volatility by Period
| WKHS | EME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 47.33% | 7.27% | +40.06% |
Volatility (6M)Calculated over the trailing 6-month period | 70.89% | 25.45% | +45.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 135.74% | 37.97% | +97.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.76% | 33.27% | +73.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 125.19% | 32.94% | +92.25% |
Dividends
WKHS vs. EME - Dividend Comparison
WKHS has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 0.15% | 0.16% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% |
WKHS Workhorse Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
WKHS vs. EME - Financials Comparison
This section allows you to compare key financial metrics between Workhorse Group 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
WKHS and EME have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WKHS has higher volatility (47.33%) compared to EME (7.27%). In terms of maximum drawdown, WKHS dropped -100.00% vs EME's -70.56%.
EME currently has the higher Sharpe Ratio (1.96 vs -0.50), 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.
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