AZZ vs. IESC

In the year-to-date period, AZZ achieves a 44.10% return, which is significantly lower than IESC's 234.51% return. Over the past 10 years, AZZ has underperformed IESC with an annualized return of 7.92%, while IESC has yielded a comparatively higher 43.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AZZ Inc. (AZZ) 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 AZZ Sharpe Ratio is 2.08, which is lower than the IESC Sharpe Ratio of 5.46. The chart below compares the historical Sharpe Ratios of AZZ 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.

AZZ's dividend yield for the trailing twelve months is around 0.82%, while IESC has not paid dividends to shareholders.

The maximum AZZ drawdown since its inception was -74.83%, smaller than the maximum IESC drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for AZZ and IESC. For additional features, visit the drawdowns tool.

The current volatility for AZZ Inc. (AZZ) is 9.24%, while IES Holdings, Inc. (IESC) has a volatility of 16.17%. This indicates that AZZ experiences smaller price fluctuations and is considered to be less risky 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 AZZ 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.