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

Correlation

The correlation between WKHS and EME is 0.60, 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

WKHS vs. EME - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WKHS:

-0.79

EME:

0.58

Sortino Ratio

WKHS:

-3.70

EME:

0.90

Omega Ratio

WKHS:

0.61

EME:

1.14

Calmar Ratio

WKHS:

-0.98

EME:

0.61

Martin Ratio

WKHS:

-1.20

EME:

1.51

Ulcer Index

WKHS:

82.02%

EME:

14.71%

Daily Std Dev

WKHS:

125.10%

EME:

42.89%

Max Drawdown

WKHS:

-99.99%

EME:

-70.56%

Current Drawdown

WKHS:

-99.99%

EME:

-12.26%

Fundamentals

Market Cap

WKHS:

$6.73M

EME:

$21.06B

EPS

WKHS:

-$51.69

EME:

$22.63

PEG Ratio

WKHS:

0.00

EME:

1.32

PS Ratio

WKHS:

1.02

EME:

1.40

PB Ratio

WKHS:

0.15

EME:

7.14

Total Revenue (TTM)

WKHS:

$5.92M

EME:

$15.00B

Gross Profit (TTM)

WKHS:

-$21.65M

EME:

$2.90B

EBITDA (TTM)

WKHS:

-$62.83M

EME:

$1.56B

Returns By Period

In the year-to-date period, WKHS achieves a -90.06% return, which is significantly lower than EME's 3.66% return. Over the past 10 years, WKHS has underperformed EME with an annualized return of -49.11%, while EME has yielded a comparatively higher 26.87% annualized return.


WKHS

YTD

-90.06%

1M

-38.04%

6M

-94.22%

1Y

-98.55%

3Y*

-89.23%

5Y*

-73.49%

10Y*

-49.11%

EME

YTD

3.66%

1M

24.07%

6M

-6.05%

1Y

24.51%

3Y*

66.70%

5Y*

50.55%

10Y*

26.87%

*Annualized

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Workhorse Group Inc.

EMCOR Group, Inc.

Risk-Adjusted Performance

WKHS vs. EME — Risk-Adjusted Performance Rank

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

WKHS
The Risk-Adjusted Performance Rank of WKHS is 66
Overall Rank
The Sharpe Ratio Rank of WKHS is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of WKHS is 00
Sortino Ratio Rank
The Omega Ratio Rank of WKHS is 11
Omega Ratio Rank
The Calmar Ratio Rank of WKHS is 11
Calmar Ratio Rank
The Martin Ratio Rank of WKHS is 1717
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 6969
Overall Rank
The Sharpe Ratio Rank of EME is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6262
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7575
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6868
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.

WKHS vs. EME - Risk-Adjusted Performance 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.


The current WKHS Sharpe Ratio is -0.79, which is lower than the EME Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of WKHS 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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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 0.21%.


TTM20242023202220212020201920182017201620152014
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%
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

WKHS vs. EME - Drawdown Comparison

The maximum WKHS drawdown since its inception was -99.99%, 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. For additional features, visit the drawdowns tool.


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Volatility

WKHS vs. EME - Volatility Comparison

Workhorse Group Inc. (WKHS) has a higher volatility of 19.61% compared to EMCOR Group, Inc. (EME) at 10.57%. 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20212022202320242025
640.92K
3.87B
(WKHS) Total Revenue
(EME) Total Revenue
Values in USD except per share items