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

Key characteristics


IESCFIX
YTD Return174.51%90.19%
1Y Return249.46%115.37%
3Y Return (Ann)63.61%63.18%
5Y Return (Ann)62.48%50.96%
10Y Return (Ann)39.37%39.34%
Sharpe Ratio4.602.73
Sortino Ratio4.163.04
Omega Ratio1.591.43
Calmar Ratio3.007.49
Martin Ratio21.8119.91
Ulcer Index11.70%5.94%
Daily Std Dev55.44%43.34%
Max Drawdown-99.54%-93.36%
Current Drawdown-46.43%-8.04%

Fundamentals


IESCFIX
Market Cap$4.34B$14.10B
EPS$8.49$12.87
PE Ratio25.6130.31
PEG Ratio0.002.06
Total Revenue (TTM)$2.11B$6.52B
Gross Profit (TTM)$491.76M$1.29B
EBITDA (TTM)$251.76M$766.41M

Correlation

-0.50.00.51.00.3

The correlation between IESC and FIX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

IESC vs. FIX - Performance Comparison

In the year-to-date period, IESC achieves a 174.51% return, which is significantly higher than FIX's 90.19% return. Both investments have delivered pretty close results over the past 10 years, with IESC having a 39.37% annualized return and FIX not far behind at 39.34%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctober
64.09%
29.45%
IESC
FIX

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

IESC vs. FIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) and Comfort Systems USA, Inc. (FIX). 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.


IESC
Sharpe ratio
The chart of Sharpe ratio for IESC, currently valued at 4.60, compared to the broader market-4.00-2.000.002.004.004.60
Sortino ratio
The chart of Sortino ratio for IESC, currently valued at 4.16, compared to the broader market-4.00-2.000.002.004.006.004.16
Omega ratio
The chart of Omega ratio for IESC, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for IESC, currently valued at 3.00, compared to the broader market0.002.004.006.003.00
Martin ratio
The chart of Martin ratio for IESC, currently valued at 21.81, compared to the broader market-10.000.0010.0020.0030.0021.81
FIX
Sharpe ratio
The chart of Sharpe ratio for FIX, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.73
Sortino ratio
The chart of Sortino ratio for FIX, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for FIX, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for FIX, currently valued at 7.49, compared to the broader market0.002.004.006.007.49
Martin ratio
The chart of Martin ratio for FIX, currently valued at 19.91, compared to the broader market-10.000.0010.0020.0030.0019.91

IESC vs. FIX - Sharpe Ratio Comparison

The current IESC Sharpe Ratio is 4.60, which is higher than the FIX Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of IESC and FIX, 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 Ratio1.002.003.004.005.006.007.00JuneJulyAugustSeptemberOctober
4.60
2.73
IESC
FIX

Dividends

IESC vs. FIX - Dividend Comparison

IESC has not paid dividends to shareholders, while FIX's dividend yield for the trailing twelve months is around 0.28%.


TTM20232022202120202019201820172016201520142013
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%
FIX
Comfort Systems USA, Inc.
0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%

Drawdowns

IESC vs. FIX - Drawdown Comparison

The maximum IESC drawdown since its inception was -99.54%, which is greater than FIX's maximum drawdown of -93.36%. Use the drawdown chart below to compare losses from any high point for IESC and FIX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctober
-46.43%
-8.04%
IESC
FIX

Volatility

IESC vs. FIX - Volatility Comparison

The current volatility for IES Holdings, Inc. (IESC) is 12.05%, while Comfort Systems USA, Inc. (FIX) has a volatility of 13.70%. This indicates that IESC experiences smaller price fluctuations and is considered to be less risky than FIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctober
12.05%
13.70%
IESC
FIX

Financials

IESC vs. FIX - Financials Comparison

This section allows you to compare key financial metrics between IES Holdings, Inc. and Comfort Systems USA, 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