Emcor (EME): analysis and statistics
Return, volatility, Sharpe ratio and risk for Emcor, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $803.08 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +55.89% |
| Total return over period | +276.15% |
| Annualized volatility | 38.73% |
| Sharpe ratio | 1.35 |
| Sortino ratio | 1.94 |
| Max drawdown | -36.19% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.59% |
| Correlation with the S&P 500 | 0.55 |
| Period range | $190.39 – $943.26 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Emcor (EME) has posted an annualized return of +55.89% with annual volatility of 38.73%, a Sharpe ratio of 1.35. 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 S&P 500 stocks, try the optimizer.
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Information for educational purposes only. Not financial advice or a recommendation to buy or sell. Past performance does not guarantee future results.