IESC vs. GS
IESC (IES Holdings, Inc.) and GS (The Goldman Sachs Group, Inc.) are both stocks. IESC operates in Engineering & Construction (Industrials), while GS operates in Capital Markets (Financial Services). Over the past 10 years, IESC returned 48.95%/yr vs 23.96%/yr for GS. At a 0.27 correlation, their price movements are largely independent.
Performance
IESC vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, IESC achieves a 88.91% return, which is significantly higher than GS's 20.04% return. Over the past 10 years, IESC has outperformed GS with an annualized return of 48.95%, while GS has yielded a comparatively lower 23.96% annualized return.
IESC
- 1D
- 1.97%
- 1M
- 10.23%
- YTD
- 88.91%
- 6M
- 66.06%
- 1Y
- 162.49%
- 3Y*
- 140.27%
- 5Y*
- 69.06%
- 10Y*
- 48.95%
GS
- 1D
- 0.61%
- 1M
- 12.08%
- YTD
- 20.04%
- 6M
- 21.74%
- 1Y
- 73.62%
- 3Y*
- 49.42%
- 5Y*
- 25.24%
- 10Y*
- 23.96%
IESC vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESC IES Holdings, Inc. | 88.91% | 93.58% | 153.67% | 122.72% | -29.76% | 9.99% | 79.42% | 65.02% | -9.86% | -9.92% |
GS The Goldman Sachs Group, Inc. | 20.04% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between IESC and GS is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 5, 1999 | 0.27 |
Over the past year, IESC and GS have become more correlated (0.49) than their long-term average of 0.27, meaning their price movements have been converging.
Fundamentals
IESC:
$14.83B
GS:
$321.86B
IESC:
$18.85
GS:
$57.41
IESC:
38.98
GS:
18.20
IESC:
0.47
GS:
2.36
IESC:
4.08
GS:
2.97
IESC:
13.83
GS:
2.62
IESC:
$3.63B
GS:
$110.77B
IESC:
$931.31M
GS:
$61.53B
IESC:
$487.14M
GS:
$24.94B
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Return for Risk
IESC vs. GS — Risk / Return Rank
IESC
GS
IESC vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) and The Goldman Sachs Group, Inc. (GS). 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 | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.43 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 7.50 | 3.81 | +3.69 |
| Martin ratioReturn relative to average drawdown | 21.33 | 12.74 | +8.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IESC | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 2.64 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.29 | 0.91 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.81 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.33 | -0.28 |
Drawdowns
IESC vs. GS - Drawdown Comparison
The maximum IESC drawdown since its inception was -98.32%, which is greater than GS's maximum drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for IESC and GS.
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Drawdown Indicators
| IESC | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.32% | -78.84% | -19.48% |
Max Drawdown (1Y)Largest decline over 1 year | -21.80% | -19.42% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -49.23% | -30.90% | -18.33% |
Max Drawdown (5Y)Largest decline over 5 years | -54.22% | -32.84% | -21.38% |
Max Drawdown (10Y)Largest decline over 10 years | -54.28% | -48.75% | -5.53% |
Current DrawdownCurrent decline from peak | -0.97% | -4.36% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -55.01% | -22.62% | -32.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 5.80% | +1.86% |
Volatility
IESC vs. GS - Volatility Comparison
IES Holdings, Inc. (IESC) has a higher volatility of 11.77% compared to The Goldman Sachs Group, Inc. (GS) at 10.56%. This indicates that IESC's price experiences larger fluctuations and is considered to be riskier than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IESC | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.77% | 10.56% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 49.79% | 23.02% | +26.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.06% | 28.14% | +33.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.94% | 28.03% | +25.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.10% | 29.84% | +18.26% |
Dividends
IESC vs. GS - Dividend Comparison
IESC has not paid dividends to shareholders, while GS's dividend yield for the trailing twelve months is around 1.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.63% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
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% |
Financials
IESC vs. GS - Financials Comparison
This section allows you to compare key financial metrics between IES Holdings, Inc. and The Goldman Sachs Group, 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.
Total Revenue: Total amount of money received from sales and other business activities
IESC vs. GS - Profitability Comparison
IESC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported a gross profit of 238.70M and revenue of 974.20M. Therefore, the gross margin over that period was 24.5%.
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a gross profit of 16.91B and revenue of 17.23B. Therefore, the gross margin over that period was 98.2%.
IESC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported an operating income of 112.30M and revenue of 974.20M, resulting in an operating margin of 11.5%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported an operating income of 6.49B and revenue of 17.23B, resulting in an operating margin of 37.7%.
IESC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported a net income of 110.00M and revenue of 974.20M, resulting in a net margin of 11.3%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a net income of 5.63B and revenue of 17.23B, resulting in a net margin of 32.7%.
Frequently Asked Questions
IESC and GS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IESC has higher volatility (11.77%) compared to GS (10.56%). In terms of maximum drawdown, IESC dropped -98.32% vs GS's -78.84%.
IESC currently has the higher Sharpe Ratio (2.64 vs 2.64), 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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