WSP.TO vs. ACM
Compare and contrast key facts about WSP Global Inc. (WSP.TO) and AECOM (ACM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSP.TO or ACM.
Performance
WSP.TO vs. ACM - Performance Comparison
Returns By Period
In the year-to-date period, WSP.TO achieves a 28.49% return, which is significantly higher than ACM's 19.19% return. Over the past 10 years, WSP.TO has outperformed ACM with an annualized return of 23.43%, while ACM has yielded a comparatively lower 12.79% annualized return.
WSP.TO
28.49%
-5.20%
14.68%
25.71%
23.92%
23.43%
ACM
19.19%
1.15%
22.41%
26.66%
21.39%
12.79%
Fundamentals
WSP.TO | ACM | |
---|---|---|
Market Cap | CA$31.41B | $14.63B |
EPS | CA$5.14 | $2.71 |
PE Ratio | 46.88 | 40.27 |
PEG Ratio | 0.73 | 0.35 |
Total Revenue (TTM) | CA$15.23B | $16.11B |
Gross Profit (TTM) | CA$4.74B | $1.08B |
EBITDA (TTM) | CA$1.45B | $1.05B |
Key characteristics
WSP.TO | ACM | |
---|---|---|
Sharpe Ratio | 1.41 | 1.24 |
Sortino Ratio | 1.85 | 1.84 |
Omega Ratio | 1.27 | 1.23 |
Calmar Ratio | 2.16 | 1.68 |
Martin Ratio | 5.42 | 4.58 |
Ulcer Index | 4.77% | 5.82% |
Daily Std Dev | 18.42% | 21.54% |
Max Drawdown | -39.02% | -59.97% |
Current Drawdown | -5.93% | -4.37% |
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Correlation
The correlation between WSP.TO and ACM is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
WSP.TO vs. ACM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WSP Global Inc. (WSP.TO) and AECOM (ACM). 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.
Dividends
WSP.TO vs. ACM - Dividend Comparison
WSP.TO's dividend yield for the trailing twelve months is around 0.64%, less than ACM's 0.81% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
WSP Global Inc. | 0.64% | 0.82% | 0.97% | 0.83% | 1.26% | 1.69% | 2.56% | 2.50% | 3.36% | 3.53% | 4.19% | 4.65% |
AECOM | 0.81% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WSP.TO vs. ACM - Drawdown Comparison
The maximum WSP.TO drawdown since its inception was -39.02%, smaller than the maximum ACM drawdown of -59.97%. Use the drawdown chart below to compare losses from any high point for WSP.TO and ACM. For additional features, visit the drawdowns tool.
Volatility
WSP.TO vs. ACM - Volatility Comparison
The current volatility for WSP Global Inc. (WSP.TO) is 5.60%, while AECOM (ACM) has a volatility of 8.51%. This indicates that WSP.TO experiences smaller price fluctuations and is considered to be less risky than ACM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WSP.TO vs. ACM - Financials Comparison
This section allows you to compare key financial metrics between WSP Global Inc. and AECOM. 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