CSL vs. IEX

Last updated Apr 1, 2026

Compare and contrast key facts about Carlisle Companies Incorporated (CSL) and IDEX Corporation (IEX).

Performance

CSL vs. IEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carlisle Companies Incorporated (CSL) and IDEX Corporation (IEX). The values are adjusted to include any dividend payments, if applicable.

CSL vs. IEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CSL Carlisle Companies Incorporated	4.58%	-12.26%	19.14%	34.26%	-4.08%	60.64%	-1.96%	63.10%	-10.31%	4.51%
IEX IDEX Corporation	6.91%	-13.69%	-2.35%	-3.80%	-2.22%	19.82%	17.22%	37.94%	-3.16%	48.53%

Fundamentals

Market Cap CSL : $13.95B IEX : $14.18B
EPS CSL : $17.27 IEX : $6.42
PE Ratio CSL : 19.32 IEX : 29.51
PEG Ratio CSL : 0.50 IEX : 8.71
PS Ratio CSL : 2.85 IEX : 4.12
PB Ratio CSL : 7.77 IEX : 3.52
Total Revenue (TTM) CSL : $5.02B IEX : $3.46B
Gross Profit (TTM) CSL : $1.41B IEX : $1.54B
EBITDA (TTM) CSL : $1.16B IEX : $849.70M

Returns By Period

In the year-to-date period, CSL achieves a 4.58% return, which is significantly lower than IEX's 6.91% return. Over the past 10 years, CSL has outperformed IEX with an annualized return of 14.23%, while IEX has yielded a comparatively lower 9.87% annualized return.

CSL

• 1D: 2.38%
• 1M: -15.49%
• YTD: 4.58%
• 6M: 2.05%
• 1Y: -0.88%
• 3Y*: 15.12%
• 5Y*: 16.07%
• 10Y*: 14.23%

IEX

• 1D: 3.30%
• 1M: -9.51%
• YTD: 6.91%
• 6M: 17.39%
• 1Y: 6.38%
• 3Y*: -5.11%
• 5Y*: -1.00%
• 10Y*: 9.87%

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

Return for Risk

CSL vs. IEX — Risk / Return Rank

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

CSL

CSL Risk / Return Rank: 38
CSL Sharpe Ratio Rank: 41
CSL Sortino Ratio Rank: 36
CSL Omega Ratio Rank: 35
CSL Calmar Ratio Rank: 41
CSL Martin Ratio Rank: 40

IEX

IEX Risk / Return Rank: 48
IEX Sharpe Ratio Rank: 50
IEX Sortino Ratio Rank: 43
IEX Omega Ratio Rank: 43
IEX Calmar Ratio Rank: 51
IEX Martin Ratio Rank: 50

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.

CSL vs. IEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carlisle Companies Incorporated (CSL) and IDEX Corporation (IEX). 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.

	CSL	IEX	Difference
Sharpe ratio Return per unit of total volatility	-0.02	0.22	-0.25
Sortino ratio Return per unit of downside risk	0.23	0.51	-0.28
Omega ratio Gain probability vs. loss probability	1.03	1.07	-0.04
Calmar ratio Return relative to maximum drawdown	-0.05	0.38	-0.42
Martin ratio Return relative to average drawdown	-0.09	0.70	-0.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSL vs. IEX - Sharpe Ratio Comparison

The current CSL Sharpe Ratio is -0.02, which is lower than the IEX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CSL and IEX, 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

	CSL	IEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	0.22	-0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	-0.04	+0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.41	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.14	+0.38

Correlation

The correlation between CSL and IEX is 0.45, 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

CSL vs. IEX - Dividend Comparison

CSL's dividend yield for the trailing twelve months is around 1.29%, less than IEX's 1.50% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSL Carlisle Companies Incorporated	1.29%	1.31%	1.00%	1.02%	1.09%	0.86%	1.31%	1.11%	1.53%	1.27%	1.18%	1.24%
IEX IDEX Corporation	1.50%	1.58%	1.29%	1.16%	1.02%	0.90%	1.00%	1.12%	1.31%	1.10%	1.49%	1.62%

Drawdowns

CSL vs. IEX - Drawdown Comparison

The maximum CSL drawdown since its inception was -64.56%, smaller than the maximum IEX drawdown of -81.60%. Use the drawdown chart below to compare losses from any high point for CSL and IEX.

Drawdown Indicators

	CSL	IEX	Difference
Max Drawdown Largest peak-to-trough decline	-64.56%	-81.60%	+17.04%
Max Drawdown (1Y) Largest decline over 1 year	-31.67%	-17.02%	-14.65%
Max Drawdown (5Y) Largest decline over 5 years	-37.72%	-34.60%	-3.12%
Max Drawdown (10Y) Largest decline over 10 years	-38.68%	-35.52%	-3.16%
Current Drawdown Current decline from peak	-29.47%	-20.68%	-8.79%
Average Drawdown Average peak-to-trough decline	-12.24%	-11.43%	-0.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.97%	9.17%	+7.80%

Volatility

CSL vs. IEX - Volatility Comparison

Carlisle Companies Incorporated (CSL) has a higher volatility of 9.57% compared to IDEX Corporation (IEX) at 7.72%. This indicates that CSL's price experiences larger fluctuations and is considered to be riskier than IEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSL	IEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.57%	7.72%	+1.85%
Volatility (6M) Calculated over the trailing 6-month period	22.75%	16.22%	+6.53%
Volatility (1Y) Calculated over the trailing 1-year period	36.26%	28.57%	+7.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.36%	23.75%	+6.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.38%	24.10%	+5.28%

Financials

CSL vs. IEX - Profitability Comparison

The chart below illustrates the profitability comparison between Carlisle Companies Incorporated and IDEX Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CSL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Carlisle Companies Incorporated reported a gross profit of 0.00 and revenue of 1.13B. Therefore, the gross margin over that period was 0.0%.

IEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, IDEX Corporation reported a gross profit of 387.10M and revenue of 899.10M. Therefore, the gross margin over that period was 43.1%.

CSL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Carlisle Companies Incorporated reported an operating income of 190.00M and revenue of 1.13B, resulting in an operating margin of 16.9%.

IEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, IDEX Corporation reported an operating income of 163.10M and revenue of 899.10M, resulting in an operating margin of 18.1%.

CSL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Carlisle Companies Incorporated reported a net income of 127.40M and revenue of 1.13B, resulting in a net margin of 11.3%.

IEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, IDEX Corporation reported a net income of 128.30M and revenue of 899.10M, resulting in a net margin of 14.3%.