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

Performance

HON vs. IEX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.94%
3.04%
HON
IEX

Returns By Period

In the year-to-date period, HON achieves a 10.40% return, which is significantly higher than IEX's 4.09% return. Over the past 10 years, HON has underperformed IEX with an annualized return of 10.70%, while IEX has yielded a comparatively higher 12.67% annualized return.


HON

YTD

10.40%

1M

2.84%

6M

12.94%

1Y

21.06%

5Y (annualized)

7.32%

10Y (annualized)

10.70%

IEX

YTD

4.09%

1M

6.60%

6M

3.04%

1Y

13.80%

5Y (annualized)

8.09%

10Y (annualized)

12.67%

Fundamentals


HONIEX
Market Cap$148.39B$16.89B
EPS$8.59$6.45
PE Ratio26.3934.59
PEG Ratio1.892.33
Total Revenue (TTM)$37.84B$3.19B
Gross Profit (TTM)$14.76B$1.41B
EBITDA (TTM)$9.41B$832.20M

Key characteristics


HONIEX
Sharpe Ratio1.200.76
Sortino Ratio1.691.25
Omega Ratio1.221.15
Calmar Ratio1.450.70
Martin Ratio4.111.31
Ulcer Index5.04%11.77%
Daily Std Dev17.29%20.31%
Max Drawdown-71.79%-58.67%
Current Drawdown-2.62%-8.36%

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Correlation

-0.50.00.51.00.4

The correlation between HON and IEX is 0.44, 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.

Risk-Adjusted Performance

HON vs. IEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) 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.


Sharpe ratio
The chart of Sharpe ratio for HON, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.200.76
The chart of Sortino ratio for HON, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.691.25
The chart of Omega ratio for HON, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.15
The chart of Calmar ratio for HON, currently valued at 1.45, compared to the broader market0.002.004.006.001.450.70
The chart of Martin ratio for HON, currently valued at 4.11, compared to the broader market-10.000.0010.0020.0030.004.111.31
HON
IEX

The current HON Sharpe Ratio is 1.20, which is higher than the IEX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HON 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.20
0.76
HON
IEX

Dividends

HON vs. IEX - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 1.93%, more than IEX's 1.21% yield.


TTM20232022202120202019201820172016201520142013
HON
Honeywell International Inc
1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%0.00%
IEX
IDEX Corporation
1.21%1.16%1.02%0.90%1.00%1.12%1.31%1.10%1.49%1.62%1.37%1.21%

Drawdowns

HON vs. IEX - Drawdown Comparison

The maximum HON drawdown since its inception was -71.79%, which is greater than IEX's maximum drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for HON and IEX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.62%
-8.36%
HON
IEX

Volatility

HON vs. IEX - Volatility Comparison

The current volatility for Honeywell International Inc (HON) is 8.63%, while IDEX Corporation (IEX) has a volatility of 9.96%. This indicates that HON 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.63%
9.96%
HON
IEX

Financials

HON vs. IEX - Financials Comparison

This section allows you to compare key financial metrics between Honeywell International 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