PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBP vs. CSWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IBP and CSWI is 0.43, 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.


-0.50.00.51.00.4

Performance

IBP vs. CSWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Installed Building Products, Inc. (IBP) and CSW Industrials, Inc. (CSWI). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
650.22%
1,101.31%
IBP
CSWI

Key characteristics

Sharpe Ratio

IBP:

-0.02

CSWI:

2.45

Sortino Ratio

IBP:

0.29

CSWI:

3.18

Omega Ratio

IBP:

1.04

CSWI:

1.41

Calmar Ratio

IBP:

-0.02

CSWI:

4.52

Martin Ratio

IBP:

-0.06

CSWI:

19.43

Ulcer Index

IBP:

14.59%

CSWI:

3.96%

Daily Std Dev

IBP:

44.93%

CSWI:

31.41%

Max Drawdown

IBP:

-61.75%

CSWI:

-32.32%

Current Drawdown

IBP:

-33.93%

CSWI:

-17.04%

Fundamentals

Market Cap

IBP:

$5.36B

CSWI:

$6.54B

EPS

IBP:

$9.00

CSWI:

$7.36

PE Ratio

IBP:

21.34

CSWI:

52.88

PEG Ratio

IBP:

1.20

CSWI:

2.65

Total Revenue (TTM)

IBP:

$2.91B

CSWI:

$839.93M

Gross Profit (TTM)

IBP:

$956.40M

CSWI:

$378.94M

EBITDA (TTM)

IBP:

$513.76M

CSWI:

$209.99M

Returns By Period

In the year-to-date period, IBP achieves a -1.34% return, which is significantly lower than CSWI's 73.35% return.


IBP

YTD

-1.34%

1M

-14.48%

6M

-9.75%

1Y

-2.80%

5Y*

22.29%

10Y*

26.62%

CSWI

YTD

73.35%

1M

-13.01%

6M

35.20%

1Y

76.82%

5Y*

36.81%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IBP vs. CSWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Installed Building Products, Inc. (IBP) and CSW Industrials, Inc. (CSWI). 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 IBP, currently valued at -0.02, compared to the broader market-4.00-2.000.002.00-0.022.45
The chart of Sortino ratio for IBP, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.293.18
The chart of Omega ratio for IBP, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.41
The chart of Calmar ratio for IBP, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.024.52
The chart of Martin ratio for IBP, currently valued at -0.06, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.0619.43
IBP
CSWI

The current IBP Sharpe Ratio is -0.02, which is lower than the CSWI Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of IBP and CSWI, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.02
2.45
IBP
CSWI

Dividends

IBP vs. CSWI - Dividend Comparison

IBP's dividend yield for the trailing twelve months is around 1.69%, more than CSWI's 0.24% yield.


TTM20232022202120202019
IBP
Installed Building Products, Inc.
1.69%1.21%2.52%0.86%0.00%0.00%
CSWI
CSW Industrials, Inc.
0.24%0.36%0.57%0.48%0.48%0.53%

Drawdowns

IBP vs. CSWI - Drawdown Comparison

The maximum IBP drawdown since its inception was -61.75%, which is greater than CSWI's maximum drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for IBP and CSWI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.93%
-17.04%
IBP
CSWI

Volatility

IBP vs. CSWI - Volatility Comparison

Installed Building Products, Inc. (IBP) has a higher volatility of 14.02% compared to CSW Industrials, Inc. (CSWI) at 8.61%. This indicates that IBP's price experiences larger fluctuations and is considered to be riskier than CSWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.02%
8.61%
IBP
CSWI

Financials

IBP vs. CSWI - Financials Comparison

This section allows you to compare key financial metrics between Installed Building Products, Inc. and CSW Industrials, 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab