WLDN vs. MTZ
WLDN (Willdan Group, Inc.) and MTZ (MasTec, Inc.) are both stocks. Both operate in the Engineering & Construction industry within the Industrials sector. Over the past 10 years, WLDN returned 25.60%/yr vs 31.87%/yr for MTZ. At a 0.22 correlation, their price movements are largely independent.
Performance
WLDN vs. MTZ - Performance Comparison
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Returns By Period
In the year-to-date period, WLDN achieves a -5.56% return, which is significantly lower than MTZ's 72.39% return. Over the past 10 years, WLDN has underperformed MTZ with an annualized return of 25.60%, while MTZ has yielded a comparatively higher 31.87% annualized return.
WLDN
- 1D
- 0.99%
- 1M
- 27.72%
- YTD
- -5.56%
- 6M
- -6.89%
- 1Y
- 72.27%
- 3Y*
- 74.83%
- 5Y*
- 20.09%
- 10Y*
- 25.60%
MTZ
- 1D
- 1.37%
- 1M
- -14.35%
- YTD
- 72.39%
- 6M
- 71.02%
- 1Y
- 137.73%
- 3Y*
- 52.21%
- 5Y*
- 25.69%
- 10Y*
- 31.87%
WLDN vs. MTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLDN Willdan Group, Inc. | -5.56% | 172.14% | 77.16% | 20.45% | -49.29% | -15.59% | 31.21% | -9.15% | 46.12% | 5.98% |
MTZ MasTec, Inc. | 72.39% | 59.67% | 79.79% | -11.26% | -7.53% | 35.35% | 6.27% | 58.19% | -17.14% | 27.97% |
Correlation
The correlation between WLDN and MTZ 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 | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2006 | 0.22 |
The correlation between WLDN and MTZ shifts across timeframes, from 0.22 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
WLDN:
$1.51B
MTZ:
$29.52B
WLDN:
$3.71
MTZ:
$5.71
WLDN:
26.38
MTZ:
65.62
WLDN:
0.42
MTZ:
0.62
WLDN:
2.17
MTZ:
1.93
WLDN:
4.85
MTZ:
8.92
WLDN:
$684.28M
MTZ:
$15.28B
WLDN:
$261.18M
MTZ:
$1.85B
WLDN:
$64.86M
MTZ:
$1.10B
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Return for Risk
WLDN vs. MTZ — Risk / Return Rank
WLDN
MTZ
WLDN vs. MTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Willdan Group, Inc. (WLDN) and MasTec, Inc. (MTZ). 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.
| WLDN | MTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.52 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 8.04 | -6.60 |
| Martin ratioReturn relative to average drawdown | 3.10 | 25.92 | -22.82 |
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
| WLDN | MTZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 3.62 | -2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.61 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.73 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.20 | -0.01 |
Drawdowns
WLDN vs. MTZ - Drawdown Comparison
The maximum WLDN drawdown since its inception was -89.19%, smaller than the maximum MTZ drawdown of -97.72%. Use the drawdown chart below to compare losses from any high point for WLDN and MTZ.
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Drawdown Indicators
| WLDN | MTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.19% | -97.72% | +8.53% |
Max Drawdown (1Y)Largest decline over 1 year | -50.41% | -17.24% | -33.17% |
Max Drawdown (3Y)Largest decline over 3 years | -50.41% | -61.01% | +10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -72.59% | -61.01% | -11.58% |
Max Drawdown (10Y)Largest decline over 10 years | -78.71% | -67.92% | -10.79% |
Current DrawdownCurrent decline from peak | -27.45% | -14.35% | -13.10% |
Average DrawdownAverage peak-to-trough decline | -42.37% | -51.90% | +9.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.40% | 5.33% | +18.07% |
Volatility
WLDN vs. MTZ - Volatility Comparison
Willdan Group, Inc. (WLDN) has a higher volatility of 19.58% compared to MasTec, Inc. (MTZ) at 11.98%. This indicates that WLDN's price experiences larger fluctuations and is considered to be riskier than MTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WLDN | MTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.58% | 11.98% | +7.60% |
Volatility (6M)Calculated over the trailing 6-month period | 50.99% | 29.11% | +21.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.15% | 38.36% | +26.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.92% | 42.56% | +13.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.17% | 43.74% | +10.43% |
Dividends
WLDN vs. MTZ - Dividend Comparison
Neither WLDN nor MTZ has paid dividends to shareholders.
Financials
WLDN vs. MTZ - Financials Comparison
This section allows you to compare key financial metrics between Willdan Group, Inc. and MasTec, 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
WLDN vs. MTZ - Profitability Comparison
WLDN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Willdan Group, Inc. reported a gross profit of 63.16M and revenue of 155.11M. Therefore, the gross margin over that period was 40.7%.
MTZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported a gross profit of 477.90M and revenue of 3.83B. Therefore, the gross margin over that period was 12.5%.
WLDN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Willdan Group, Inc. reported an operating income of 7.29M and revenue of 155.11M, resulting in an operating margin of 4.7%.
MTZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported an operating income of 141.80M and revenue of 3.83B, resulting in an operating margin of 3.7%.
WLDN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Willdan Group, Inc. reported a net income of 8.53M and revenue of 155.11M, resulting in a net margin of 5.5%.
MTZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MasTec, Inc. reported a net income of 60.84M and revenue of 3.83B, resulting in a net margin of 1.6%.
Frequently Asked Questions
WLDN and MTZ 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.
WLDN has higher volatility (19.58%) compared to MTZ (11.98%). In terms of maximum drawdown, WLDN dropped -89.19% vs MTZ's -97.72%.
MTZ currently has the higher Sharpe Ratio (3.62 vs 1.12), 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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