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IESC vs. MYRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IESC vs. MYRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IES Holdings, Inc. (IESC) and MYR Group Inc. (MYRG). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
70.46%
-4.40%
IESC
MYRG

Returns By Period

In the year-to-date period, IESC achieves a 241.42% return, which is significantly higher than MYRG's 2.23% return. Over the past 10 years, IESC has outperformed MYRG with an annualized return of 43.24%, while MYRG has yielded a comparatively lower 18.69% annualized return.


IESC

YTD

241.42%

1M

26.64%

6M

70.46%

1Y

280.94%

5Y (annualized)

67.45%

10Y (annualized)

43.24%

MYRG

YTD

2.23%

1M

23.94%

6M

-4.40%

1Y

16.29%

5Y (annualized)

34.56%

10Y (annualized)

18.69%

Fundamentals


IESCMYRG
Market Cap$5.70B$2.35B
EPS$7.91$2.28
PE Ratio33.5863.80
PEG Ratio0.004.91
Total Revenue (TTM)$2.11B$3.54B
Gross Profit (TTM)$502.38M$298.20M
EBITDA (TTM)$250.43M$123.11M

Key characteristics


IESCMYRG
Sharpe Ratio5.170.46
Sortino Ratio4.370.87
Omega Ratio1.621.13
Calmar Ratio3.600.42
Martin Ratio25.280.90
Ulcer Index11.79%23.64%
Daily Std Dev57.63%46.41%
Max Drawdown-99.54%-64.46%
Current Drawdown-33.37%-17.03%

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Correlation

-0.50.00.51.00.3

The correlation between IESC and MYRG is 0.28, 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.

Risk-Adjusted Performance

IESC vs. MYRG - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for IESC, currently valued at 5.17, compared to the broader market-4.00-2.000.002.004.005.170.46
The chart of Sortino ratio for IESC, currently valued at 4.37, compared to the broader market-4.00-2.000.002.004.004.370.87
The chart of Omega ratio for IESC, currently valued at 1.61, compared to the broader market0.501.001.502.001.621.13
The chart of Calmar ratio for IESC, currently valued at 9.49, compared to the broader market0.002.004.006.009.490.42
The chart of Martin ratio for IESC, currently valued at 25.28, compared to the broader market0.0010.0020.0030.0025.280.90
IESC
MYRG

The current IESC Sharpe Ratio is 5.17, 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.

Rolling 12-month Sharpe Ratio0.002.004.006.00JuneJulyAugustSeptemberOctoberNovember
5.17
0.46
IESC
MYRG

Dividends

IESC vs. MYRG - Dividend Comparison

Neither IESC nor MYRG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IESC vs. MYRG - Drawdown Comparison

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.62%
-17.03%
IESC
MYRG

Volatility

IESC vs. MYRG - Volatility Comparison

IES Holdings, Inc. (IESC) and MYR Group Inc. (MYRG) have volatilities of 17.55% and 17.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
17.55%
17.23%
IESC
MYRG

Financials

IESC vs. MYRG - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items