Emcor (EME): analysis and statistics
Return, volatility, Sharpe ratio and risk for Emcor, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $678.55 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +49.59% |
| Total return over period | +232.58% |
| Annualized volatility | 39.37% |
| Period volatility | 68.02% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.24 |
| Sortino ratio | 4.61 |
| Max drawdown | -36.19% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.71% |
| Correlation with the S&P 500 | 0.55 |
| Period range | $203.67 – $943.26 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Emcor (EME) has posted an annualized return of +49.59% with annual volatility of 39.37%, a Sharpe ratio of 3.24. Its worst stretch (max drawdown from a peak) was -36.19%. Its correlation with the S&P 500 is 0.55, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how EME would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with EME →
Other Industrials stocks
Is it part of the S&P 500?
Yes, Emcor (EME) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio