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DCI vs. IEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DCI and IEX is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

DCI vs. IEX - Performance Comparison

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

6,000.00%6,500.00%7,000.00%7,500.00%8,000.00%8,500.00%9,000.00%9,500.00%NovemberDecember2025FebruaryMarchApril
6,797.35%
6,817.51%
DCI
IEX

Key characteristics

Sharpe Ratio

DCI:

-0.35

IEX:

-0.91

Sortino Ratio

DCI:

-0.33

IEX:

-1.20

Omega Ratio

DCI:

0.96

IEX:

0.84

Calmar Ratio

DCI:

-0.34

IEX:

-0.73

Martin Ratio

DCI:

-0.97

IEX:

-1.88

Ulcer Index

DCI:

8.35%

IEX:

13.06%

Daily Std Dev

DCI:

23.20%

IEX:

26.71%

Max Drawdown

DCI:

-56.90%

IEX:

-58.67%

Current Drawdown

DCI:

-15.58%

IEX:

-28.72%

Fundamentals

Market Cap

DCI:

$7.84B

IEX:

$13.07B

EPS

DCI:

$3.42

IEX:

$6.64

PE Ratio

DCI:

19.18

IEX:

26.05

PEG Ratio

DCI:

1.63

IEX:

1.63

PS Ratio

DCI:

2.16

IEX:

4.00

PB Ratio

DCI:

5.09

IEX:

3.44

Total Revenue (TTM)

DCI:

$3.63B

IEX:

$2.47B

Gross Profit (TTM)

DCI:

$1.29B

IEX:

$1.09B

EBITDA (TTM)

DCI:

$653.00M

IEX:

$661.00M

Returns By Period

In the year-to-date period, DCI achieves a -2.25% return, which is significantly higher than IEX's -17.08% return. Over the past 10 years, DCI has underperformed IEX with an annualized return of 7.41%, while IEX has yielded a comparatively higher 9.98% annualized return.


DCI

YTD

-2.25%

1M

-4.61%

6M

-11.75%

1Y

-7.87%

5Y*

10.17%

10Y*

7.41%

IEX

YTD

-17.08%

1M

-5.94%

6M

-14.43%

1Y

-20.57%

5Y*

3.27%

10Y*

9.98%

*Annualized

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Risk-Adjusted Performance

DCI vs. IEX — Risk-Adjusted Performance Rank

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

DCI
The Risk-Adjusted Performance Rank of DCI is 3030
Overall Rank
The Sharpe Ratio Rank of DCI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DCI is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DCI is 2828
Omega Ratio Rank
The Calmar Ratio Rank of DCI is 3030
Calmar Ratio Rank
The Martin Ratio Rank of DCI is 2929
Martin Ratio Rank

IEX
The Risk-Adjusted Performance Rank of IEX is 77
Overall Rank
The Sharpe Ratio Rank of IEX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of IEX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of IEX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of IEX is 88
Calmar Ratio Rank
The Martin Ratio Rank of IEX is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DCI vs. IEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) 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.


The chart of Sharpe ratio for DCI, currently valued at -0.35, compared to the broader market-2.00-1.000.001.002.003.00
DCI: -0.35
IEX: -0.91
The chart of Sortino ratio for DCI, currently valued at -0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
DCI: -0.33
IEX: -1.20
The chart of Omega ratio for DCI, currently valued at 0.96, compared to the broader market0.501.001.502.00
DCI: 0.96
IEX: 0.84
The chart of Calmar ratio for DCI, currently valued at -0.34, compared to the broader market0.001.002.003.004.005.00
DCI: -0.34
IEX: -0.73
The chart of Martin ratio for DCI, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.00
DCI: -0.97
IEX: -1.88

The current DCI Sharpe Ratio is -0.35, which is higher than the IEX Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of DCI 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.35
-0.91
DCI
IEX

Dividends

DCI vs. IEX - Dividend Comparison

DCI's dividend yield for the trailing twelve months is around 1.65%, more than IEX's 1.60% yield.


TTM20242023202220212020201920182017201620152014
DCI
Donaldson Company, Inc.
1.65%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%
IEX
IDEX Corporation
1.60%1.29%1.16%1.02%0.90%1.00%1.12%1.31%1.10%1.49%1.62%1.37%

Drawdowns

DCI vs. IEX - Drawdown Comparison

The maximum DCI drawdown since its inception was -56.90%, roughly equal to the maximum IEX drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for DCI and IEX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.58%
-28.72%
DCI
IEX

Volatility

DCI vs. IEX - Volatility Comparison

Donaldson Company, Inc. (DCI) and IDEX Corporation (IEX) have volatilities of 13.59% and 14.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.59%
14.18%
DCI
IEX

Financials

DCI vs. IEX - Financials Comparison

This section allows you to compare key financial metrics between Donaldson Company, Inc. and IDEX Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items