EVI vs. IESC
EVI (EVI Industries, Inc.) and IESC (IES Holdings, Inc.) are both stocks. Both are in the Industrials sector — EVI in Industrial Distribution, IESC in Engineering & Construction. Over the past 10 years, EVI returned 16.12%/yr vs 52.09%/yr for IESC. At a 0.07 correlation, their price movements are largely independent.
Performance
EVI vs. IESC - Performance Comparison
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Returns By Period
In the year-to-date period, EVI achieves a -35.43% return, which is significantly lower than IESC's 94.01% return. Over the past 10 years, EVI has underperformed IESC with an annualized return of 16.12%, while IESC has yielded a comparatively higher 52.09% annualized return.
EVI
- 1D
- 0.06%
- 1M
- -7.61%
- YTD
- -35.43%
- 6M
- -35.06%
- 1Y
- -13.54%
- 3Y*
- -9.55%
- 5Y*
- -12.70%
- 10Y*
- 16.12%
IESC
- 1D
- 5.94%
- 1M
- 14.42%
- YTD
- 94.01%
- 6M
- 86.85%
- 1Y
- 176.33%
- 3Y*
- 142.78%
- 5Y*
- 70.62%
- 10Y*
- 52.09%
EVI vs. IESC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVI EVI Industries, Inc. | -35.43% | 52.17% | -29.97% | 0.47% | -23.57% | 4.38% | 10.65% | -18.92% | -16.34% | 176.64% |
IESC IES Holdings, Inc. | 94.01% | 93.58% | 153.67% | 122.72% | -29.76% | 9.99% | 79.42% | 65.02% | -9.86% | -9.92% |
Correlation
The correlation between EVI and IESC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 1998 | 0.07 |
The correlation between EVI and IESC shifts across timeframes, from 0.07 (all time) to 0.25 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
EVI:
$0.67
IESC:
$18.85
EVI:
23.74
IESC:
40.04
EVI:
1.59
IESC:
0.48
EVI:
0.37
IESC:
4.19
EVI:
$434.65M
IESC:
$3.63B
EVI:
$134.21M
IESC:
$931.31M
EVI:
$18.09M
IESC:
$487.14M
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Return for Risk
EVI vs. IESC — Risk / Return Rank
EVI
IESC
EVI vs. IESC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EVI Industries, Inc. (EVI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVI | IESC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.39 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 8.14 | -8.39 |
| Martin ratioReturn relative to average drawdown | -0.43 | 23.00 | -23.43 |
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Drawdowns
EVI vs. IESC - Drawdown Comparison
The maximum EVI drawdown since its inception was -93.24%, smaller than the maximum IESC drawdown of -98.32%. Use the drawdown chart below to compare losses from any high point for EVI and IESC.
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Drawdown Indicators
| EVI | IESC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.24% | -98.32% | +5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -53.69% | -21.80% | -31.89% |
Max Drawdown (3Y)Largest decline over 3 years | -53.69% | -49.23% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -78.70% | -54.22% | -24.48% |
Max Drawdown (10Y)Largest decline over 10 years | -83.32% | -54.28% | -29.04% |
Current DrawdownCurrent decline from peak | -65.07% | 0.00% | -65.07% |
Average DrawdownAverage peak-to-trough decline | -52.86% | -54.94% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.40% | 7.70% | +23.70% |
Volatility
EVI vs. IESC - Volatility Comparison
The current volatility for EVI Industries, Inc. (EVI) is 11.77%, while IES Holdings, Inc. (IESC) has a volatility of 16.76%. This indicates that EVI 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.
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Volatility by Period
| EVI | IESC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.77% | 16.76% | -4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 39.70% | 49.73% | -10.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.75% | 63.28% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.70% | 54.25% | +7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.06% | 48.18% | +15.88% |
Dividends
EVI vs. IESC - Dividend Comparison
EVI's dividend yield for the trailing twelve months is around 2.07%, while IESC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVI EVI Industries, Inc. | 2.07% | 1.34% | 1.90% | 1.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.39% | 0.30% | 0.69% | 4.80% |
IESC IES Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
EVI vs. IESC - Financials Comparison
This section allows you to compare key financial metrics between EVI Industries, 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.
Total Revenue: Total amount of money received from sales and other business activities
EVI vs. IESC - Profitability Comparison
EVI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EVI Industries, Inc. reported a gross profit of 32.82M and revenue of 101.13M. Therefore, the gross margin over that period was 32.5%.
IESC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported a gross profit of 238.70M and revenue of 974.20M. Therefore, the gross margin over that period was 24.5%.
EVI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EVI Industries, Inc. reported an operating income of 2.26M and revenue of 101.13M, resulting in an operating margin of 2.2%.
IESC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported an operating income of 112.30M and revenue of 974.20M, resulting in an operating margin of 11.5%.
EVI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EVI Industries, Inc. reported a net income of 753.00K and revenue of 101.13M, resulting in a net margin of 0.7%.
IESC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported a net income of 110.00M and revenue of 974.20M, resulting in a net margin of 11.3%.
Frequently Asked Questions
EVI and IESC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IESC has higher volatility (16.76%) compared to EVI (11.77%). In terms of maximum drawdown, EVI dropped -93.24% vs IESC's -98.32%.
IESC currently has the higher Sharpe Ratio (2.81 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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