DOV vs. IEX

In the year-to-date period, DOV achieves a 32.81% return, which is significantly higher than IEX's 6.12% return. Both investments have delivered pretty close results over the past 10 years, with DOV having a 12.90% annualized return and IEX not far behind at 12.82%.

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This table presents a comparison of risk-adjusted performance metrics for Dover Corporation (DOV) 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 current DOV Sharpe Ratio is 2.28, which is higher than the IEX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DOV 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.

DOV's dividend yield for the trailing twelve months is around 1.01%, less than IEX's 1.19% yield.

The maximum DOV drawdown since its inception was -59.48%, roughly equal to the maximum IEX drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for DOV and IEX. For additional features, visit the drawdowns tool.

The current volatility for Dover Corporation (DOV) is 8.41%, while IDEX Corporation (IEX) has a volatility of 9.89%. This indicates that DOV experiences smaller price fluctuations and is considered to be less risky than IEX 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 Dover Corporation 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.