IESC vs. FTLF
IESC (IES Holdings, Inc.) and FTLF (FitLife Brands Inc. Common Stock) are both stocks. IESC operates in Engineering & Construction (Industrials), while FTLF operates in Packaged Foods (Consumer Defensive). Over the past 10 years, IESC returned 45.24%/yr vs 51.41%/yr for FTLF. At a 0.03 correlation, their price movements are largely independent.
Performance
IESC vs. FTLF - Performance Comparison
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Returns By Period
In the year-to-date period, IESC achieves a 59.64% return, which is significantly higher than FTLF's -32.39% return. Over the past 10 years, IESC has underperformed FTLF with an annualized return of 45.24%, while FTLF has yielded a comparatively higher 51.41% annualized return.
IESC
- 1D
- 1.31%
- 1M
- -12.82%
- 6M
- 34.98%
- YTD
- 59.64%
- 1Y
- 89.83%
- 3Y*
- 121.98%
- 5Y*
- 65.53%
- 10Y*
- 45.24%
- ALL TIME*
- 14.21%
FTLF
- 1D
- -0.54%
- 1M
- -2.40%
- 6M
- -30.51%
- YTD
- -32.39%
- 1Y
- -13.66%
- 3Y*
- 7.93%
- 5Y*
- 15.62%
- 10Y*
- 51.41%
- ALL TIME*
- 6.41%
IESC vs. FTLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESC IES Holdings, Inc. | 59.64% | 93.58% | 153.67% | 122.72% | -29.76% | 9.99% | 79.42% | 65.02% | -9.86% | -9.92% |
FTLF FitLife Brands Inc. Common Stock | -32.39% | -0.18% | 70.68% | 19.75% | -0.31% | 196.30% | 53.19% | 3,182.89% | 78.96% | -74.74% |
Correlation
The correlation between IESC and FTLF is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2007 | 0.03 |
Fundamentals
IESC:
$12.37B
FTLF:
$103.30M
IESC:
$18.86
FTLF:
$0.68
IESC:
32.93
FTLF:
16.28
IESC:
0.40
FTLF:
1.79
IESC:
3.45
FTLF:
1.56
IESC:
$3.63B
FTLF:
$70.56M
IESC:
$931.31M
FTLF:
$28.73M
IESC:
$487.14M
FTLF:
$11.02M
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Return for Risk
IESC vs. FTLF — Risk / Return Rank
IESC
FTLF
IESC vs. FTLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) and FitLife Brands Inc. Common Stock (FTLF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IESC | FTLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.00 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | -0.24 | +4.38 |
| Martin ratioReturn relative to average drawdown | 10.34 | -0.43 | +10.77 |
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Drawdowns
IESC vs. FTLF - Drawdown Comparison
The maximum IESC drawdown since its inception was -98.32%, roughly equal to the maximum FTLF drawdown of -99.68%. Use the drawdown chart below to compare losses from any high point for IESC and FTLF.
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Drawdown Indicators
| IESC | FTLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.32% | -99.68% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -21.80% | -57.23% | +35.43% |
Max Drawdown (3Y)Largest decline over 3 years | -49.23% | -57.23% | +8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -54.22% | -57.23% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -54.28% | -89.06% | +34.78% |
Current DrawdownCurrent decline from peak | -18.98% | -47.01% | +28.03% |
Average DrawdownAverage peak-to-trough decline | -54.83% | -70.76% | +15.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.73% | 31.66% | -22.93% |
Volatility
IESC vs. FTLF - Volatility Comparison
IES Holdings, Inc. (IESC) has a higher volatility of 20.14% compared to FitLife Brands Inc. Common Stock (FTLF) at 15.46%. This indicates that IESC's price experiences larger fluctuations and is considered to be riskier than FTLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IESC | FTLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.14% | 15.46% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 51.29% | 40.27% | +11.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.97% | 53.41% | +11.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.61% | 46.06% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.23% | 305.93% | -257.70% |
Dividends
IESC vs. FTLF - Dividend Comparison
Neither IESC nor FTLF has paid dividends to shareholders.
Financials
IESC vs. FTLF - Financials Comparison
This section allows you to compare key financial metrics between IES Holdings, Inc. and FitLife Brands Inc. Common Stock. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IESC and FTLF have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IESC has higher volatility (20.14%) compared to FTLF (15.46%). In terms of maximum drawdown, IESC dropped -98.32% vs FTLF's -99.68%.
IESC currently has the higher Sharpe Ratio (1.39 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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