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ICHR vs. EMR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ICHR and EMR 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.


-0.50.00.51.00.4

Performance

ICHR vs. EMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ichor Holdings, Ltd. (ICHR) and Emerson Electric Co. (EMR). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-19.99%
3.03%
ICHR
EMR

Key characteristics

Sharpe Ratio

ICHR:

-0.11

EMR:

1.13

Sortino Ratio

ICHR:

0.20

EMR:

1.83

Omega Ratio

ICHR:

1.02

EMR:

1.25

Calmar Ratio

ICHR:

-0.09

EMR:

1.75

Martin Ratio

ICHR:

-0.22

EMR:

4.53

Ulcer Index

ICHR:

24.86%

EMR:

6.55%

Daily Std Dev

ICHR:

50.33%

EMR:

26.30%

Max Drawdown

ICHR:

-65.12%

EMR:

-56.14%

Current Drawdown

ICHR:

-50.76%

EMR:

-10.13%

Fundamentals

Market Cap

ICHR:

$1.03B

EMR:

$68.75B

EPS

ICHR:

-$0.92

EMR:

$2.82

PEG Ratio

ICHR:

0.38

EMR:

2.30

Total Revenue (TTM)

ICHR:

$615.75M

EMR:

$13.38B

Gross Profit (TTM)

ICHR:

$72.11M

EMR:

$3.43B

EBITDA (TTM)

ICHR:

$15.50M

EMR:

$3.40B

Returns By Period

In the year-to-date period, ICHR achieves a -4.97% return, which is significantly lower than EMR's -2.59% return.


ICHR

YTD

-4.97%

1M

-5.90%

6M

-19.99%

1Y

-8.05%

5Y*

-4.53%

10Y*

N/A

EMR

YTD

-2.59%

1M

-7.27%

6M

3.03%

1Y

31.89%

5Y*

11.82%

10Y*

10.24%

*Annualized

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

ICHR vs. EMR — Risk-Adjusted Performance Rank

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

ICHR
The Risk-Adjusted Performance Rank of ICHR is 4242
Overall Rank
The Sharpe Ratio Rank of ICHR is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ICHR is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ICHR is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ICHR is 4343
Calmar Ratio Rank
The Martin Ratio Rank of ICHR is 4444
Martin Ratio Rank

EMR
The Risk-Adjusted Performance Rank of EMR is 8282
Overall Rank
The Sharpe Ratio Rank of EMR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of EMR is 8080
Sortino Ratio Rank
The Omega Ratio Rank of EMR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EMR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of EMR is 8181
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.

ICHR vs. EMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ichor Holdings, Ltd. (ICHR) and Emerson Electric Co. (EMR). 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 ICHR, currently valued at -0.11, compared to the broader market-2.000.002.00-0.111.13
The chart of Sortino ratio for ICHR, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.201.83
The chart of Omega ratio for ICHR, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.25
The chart of Calmar ratio for ICHR, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.091.75
The chart of Martin ratio for ICHR, currently valued at -0.22, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.224.53
ICHR
EMR

The current ICHR Sharpe Ratio is -0.11, which is lower than the EMR Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ICHR and EMR, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.11
1.13
ICHR
EMR

Dividends

ICHR vs. EMR - Dividend Comparison

ICHR has not paid dividends to shareholders, while EMR's dividend yield for the trailing twelve months is around 1.74%.


TTM20242023202220212020201920182017201620152014
ICHR
Ichor Holdings, Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMR
Emerson Electric Co.
1.74%1.70%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%

Drawdowns

ICHR vs. EMR - Drawdown Comparison

The maximum ICHR drawdown since its inception was -65.12%, which is greater than EMR's maximum drawdown of -56.14%. Use the drawdown chart below to compare losses from any high point for ICHR and EMR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-50.76%
-10.13%
ICHR
EMR

Volatility

ICHR vs. EMR - Volatility Comparison

Ichor Holdings, Ltd. (ICHR) has a higher volatility of 11.07% compared to Emerson Electric Co. (EMR) at 6.44%. This indicates that ICHR's price experiences larger fluctuations and is considered to be riskier than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.07%
6.44%
ICHR
EMR

Financials

ICHR vs. EMR - Financials Comparison

This section allows you to compare key financial metrics between Ichor Holdings, Ltd. and Emerson Electric Co.. 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
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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.

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