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

Correlation

The correlation between ZGN and EME is 0.20, 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.


-0.50.00.51.00.2

Performance

ZGN vs. EME - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-15.16%
298.24%
ZGN
EME

Key characteristics

Sharpe Ratio

ZGN:

-0.55

EME:

3.72

Sortino Ratio

ZGN:

-0.56

EME:

3.99

Omega Ratio

ZGN:

0.93

EME:

1.60

Calmar Ratio

ZGN:

-0.41

EME:

8.03

Martin Ratio

ZGN:

-0.78

EME:

23.60

Ulcer Index

ZGN:

29.16%

EME:

4.97%

Daily Std Dev

ZGN:

41.61%

EME:

31.53%

Max Drawdown

ZGN:

-54.86%

EME:

-70.56%

Current Drawdown

ZGN:

-44.51%

EME:

-11.60%

Fundamentals

Market Cap

ZGN:

$1.90B

EME:

$21.94B

EPS

ZGN:

$0.42

EME:

$19.67

PE Ratio

ZGN:

17.88

EME:

24.25

Total Revenue (TTM)

ZGN:

$960.12M

EME:

$14.24B

Gross Profit (TTM)

ZGN:

$637.44M

EME:

$2.63B

EBITDA (TTM)

ZGN:

$117.27M

EME:

$1.38B

Returns By Period

In the year-to-date period, ZGN achieves a -23.17% return, which is significantly lower than EME's 116.82% return.


ZGN

YTD

-23.17%

1M

14.60%

6M

-24.98%

1Y

-23.17%

5Y*

N/A

10Y*

N/A

EME

YTD

116.82%

1M

-9.69%

6M

22.32%

1Y

118.25%

5Y*

39.94%

10Y*

27.09%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ZGN vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ermenegildo Zegna N.V. (ZGN) 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.


Sharpe ratio
The chart of Sharpe ratio for ZGN, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.553.72
The chart of Sortino ratio for ZGN, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.563.99
The chart of Omega ratio for ZGN, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.60
The chart of Calmar ratio for ZGN, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.418.03
The chart of Martin ratio for ZGN, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7823.60
ZGN
EME

The current ZGN Sharpe Ratio is -0.55, which is lower than the EME Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of ZGN 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.55
3.72
ZGN
EME

Dividends

ZGN vs. EME - Dividend Comparison

ZGN's dividend yield for the trailing twelve months is around 1.48%, more than EME's 0.20% yield.


TTM20232022202120202019201820172016201520142013
ZGN
Ermenegildo Zegna N.V.
1.48%1.81%0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EME
EMCOR Group, Inc.
0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

ZGN vs. EME - Drawdown Comparison

The maximum ZGN drawdown since its inception was -54.86%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for ZGN and EME. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.51%
-11.60%
ZGN
EME

Volatility

ZGN vs. EME - Volatility Comparison

Ermenegildo Zegna N.V. (ZGN) has a higher volatility of 10.88% compared to EMCOR Group, Inc. (EME) at 9.00%. This indicates that ZGN'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.88%
9.00%
ZGN
EME

Financials

ZGN vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Ermenegildo Zegna N.V. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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