AGX vs. IESC

The year-to-date returns for both investments are quite close, with AGX having a 245.31% return and IESC slightly higher at 250.93%. Over the past 10 years, AGX has underperformed IESC with an annualized return of 19.35%, while IESC has yielded a comparatively higher 43.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Argan, Inc. (AGX) and IES Holdings, Inc. (IESC). 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.

The current AGX Sharpe Ratio is 4.91, which is comparable to the IESC Sharpe Ratio of 5.07. The chart below compares the historical Sharpe Ratios of AGX and IESC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AGX's dividend yield for the trailing twelve months is around 0.80%, while IESC has not paid dividends to shareholders.

The maximum AGX drawdown since its inception was -94.35%, smaller than the maximum IESC drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for AGX and IESC. For additional features, visit the drawdowns tool.

Argan, Inc. (AGX) has a higher volatility of 18.47% compared to IES Holdings, Inc. (IESC) at 17.55%. This indicates that AGX's price experiences larger fluctuations and is considered to be riskier than IESC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Argan, Inc. and IES Holdings, 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.