IESC vs. MYRG

In the year-to-date period, IESC achieves a 0.22% return, which is significantly higher than MYRG's -17.03% return. Over the past 10 years, IESC has outperformed MYRG with an annualized return of 36.99%, while MYRG has yielded a comparatively lower 14.88% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) and MYR Group Inc. (MYRG). 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 0.78, which is higher than the MYRG Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of IESC and MYRG, 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 MYRG has paid dividends to shareholders.

The maximum IESC drawdown since its inception was -99.54%, which is greater than MYRG's maximum drawdown of -64.46%. Use the drawdown chart below to compare losses from any high point for IESC and MYRG. For additional features, visit the drawdowns tool.

IES Holdings, Inc. (IESC) has a higher volatility of 24.91% compared to MYR Group Inc. (MYRG) at 19.65%. This indicates that IESC's price experiences larger fluctuations and is considered to be riskier than MYRG 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 MYR 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.