IESC vs. AXON

In the year-to-date period, IESC achieves a 168.91% return, which is significantly higher than AXON's 138.33% return. Over the past 10 years, IESC has outperformed AXON with an annualized return of 39.47%, while AXON has yielded a comparatively lower 37.28% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) and Axon Enterprise, Inc. (AXON). 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 IESC Sharpe Ratio is 2.57, which is comparable to the AXON Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of IESC and AXON, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither IESC nor AXON has paid dividends to shareholders.

The maximum IESC drawdown since its inception was -99.54%, which is greater than AXON's maximum drawdown of -91.78%. Use the drawdown chart below to compare losses from any high point for IESC and AXON. For additional features, visit the drawdowns tool.

IES Holdings, Inc. (IESC) has a higher volatility of 20.20% compared to Axon Enterprise, Inc. (AXON) at 12.03%. This indicates that IESC's price experiences larger fluctuations and is considered to be riskier than AXON 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 IES Holdings, Inc. and Axon Enterprise, 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.