AEIS vs. VRT

Last updated Apr 1, 2026

Compare and contrast key facts about Advanced Energy Industries, Inc. (AEIS) and Vertiv Holdings Co. (VRT).

Performance

AEIS vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Energy Industries, Inc. (AEIS) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

AEIS vs. VRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AEIS Advanced Energy Industries, Inc.	54.18%	81.58%	6.55%	27.49%	-5.37%	-5.69%	36.19%	65.85%	-28.78%
VRT Vertiv Holdings Co.	54.71%	42.80%	136.82%	251.81%	-45.25%	33.80%	69.36%	12.55%	-0.51%

Fundamentals

Market Cap AEIS : $12.97B VRT : $98.15B
EPS AEIS : $3.82 VRT : $3.41
PE Ratio AEIS : 84.45 VRT : 73.44
PEG Ratio AEIS : 1.64 VRT : 0.32
PS Ratio AEIS : 6.97 VRT : 13.32
PB Ratio AEIS : 9.52 VRT : 24.90
Total Revenue (TTM) AEIS : $1.80B VRT : $7.35B
Gross Profit (TTM) AEIS : $682.90M VRT : $736.40M
EBITDA (TTM) AEIS : $221.80M VRT : $2.05B

Returns By Period

The year-to-date returns for both investments are quite close, with AEIS having a 54.18% return and VRT slightly higher at 54.71%.

AEIS

• 1D: 8.19%
• 1M: -3.83%
• YTD: 54.18%
• 6M: 89.83%
• 1Y: 239.38%
• 3Y*: 49.26%
• 5Y*: 23.02%
• 10Y*: 25.12%

VRT

• 1D: 6.98%
• 1M: -1.67%
• YTD: 54.71%
• 6M: 66.20%
• 1Y: 247.49%
• 3Y*: 159.97%
• 5Y*: 64.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AEIS vs. VRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEIS

AEIS Risk / Return Rank: 98
AEIS Sharpe Ratio Rank: 99
AEIS Sortino Ratio Rank: 98
AEIS Omega Ratio Rank: 97
AEIS Calmar Ratio Rank: 99
AEIS Martin Ratio Rank: 99

VRT

VRT Risk / Return Rank: 98
VRT Sharpe Ratio Rank: 99
VRT Sortino Ratio Rank: 97
VRT Omega Ratio Rank: 95
VRT Calmar Ratio Rank: 98
VRT Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AEIS vs. VRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Energy Industries, Inc. (AEIS) and Vertiv Holdings Co. (VRT). 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.

	AEIS	VRT	Difference
Sharpe ratio Return per unit of total volatility	4.46	3.97	+0.49
Sortino ratio Return per unit of downside risk	4.31	3.91	+0.40
Omega ratio Gain probability vs. loss probability	1.61	1.52	+0.09
Calmar ratio Return relative to maximum drawdown	13.31	9.60	+3.71
Martin ratio Return relative to average drawdown	44.82	27.88	+16.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AEIS vs. VRT - Sharpe Ratio Comparison

The current AEIS Sharpe Ratio is 4.46, which is comparable to the VRT Sharpe Ratio of 3.97. The chart below compares the historical Sharpe Ratios of AEIS and VRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AEIS	VRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.46	3.97	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	1.06	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.97	-0.77

Correlation

The correlation between AEIS and VRT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AEIS vs. VRT - Dividend Comparison

AEIS's dividend yield for the trailing twelve months is around 0.12%, more than VRT's 0.08% yield.

	TTM	2025	2024	2023	2022	2021	2020
AEIS Advanced Energy Industries, Inc.	0.12%	0.19%	0.35%	0.37%	0.47%	0.44%	0.00%
VRT Vertiv Holdings Co.	0.08%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%

Drawdowns

AEIS vs. VRT - Drawdown Comparison

The maximum AEIS drawdown since its inception was -92.51%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for AEIS and VRT.

Drawdown Indicators

	AEIS	VRT	Difference
Max Drawdown Largest peak-to-trough decline	-92.51%	-71.24%	-21.27%
Max Drawdown (1Y) Largest decline over 1 year	-18.12%	-24.78%	+6.66%
Max Drawdown (5Y) Largest decline over 5 years	-42.05%	-71.24%	+29.19%
Max Drawdown (10Y) Largest decline over 10 years	-62.28%	—	—
Current Drawdown Current decline from peak	-9.45%	-9.26%	-0.19%
Average Drawdown Average peak-to-trough decline	-52.55%	-16.47%	-36.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.38%	8.53%	-3.15%

Volatility

AEIS vs. VRT - Volatility Comparison

Advanced Energy Industries, Inc. (AEIS) has a higher volatility of 21.39% compared to Vertiv Holdings Co. (VRT) at 20.14%. This indicates that AEIS's price experiences larger fluctuations and is considered to be riskier than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AEIS	VRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.39%	20.14%	+1.25%
Volatility (6M) Calculated over the trailing 6-month period	39.09%	45.36%	-6.27%
Volatility (1Y) Calculated over the trailing 1-year period	54.05%	62.91%	-8.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.52%	61.08%	-18.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.91%	54.59%	-10.68%

Financials