IESC vs. PGTI

Last updated Apr 2, 2026

Compare and contrast key facts about IES Holdings, Inc. (IESC) and PGT Innovations, Inc. (PGTI).

Performance

IESC vs. PGTI - Performance Comparison

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

IESC vs. PGTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IESC IES Holdings, Inc.	24.38%	93.58%	153.67%	122.72%	-29.76%	9.99%	79.42%	65.02%	-9.86%	-9.92%
PGTI PGT Innovations, Inc.	0.00%	0.00%	3.17%	126.61%	-20.14%	10.57%	36.42%	-5.93%	-5.93%	47.16%

Fundamentals

Total Revenue (TTM) IESC : $3.49B PGTI : $1.50B
Gross Profit (TTM) IESC : $901.48M PGTI : $590.64M
EBITDA (TTM) IESC : $451.44M PGTI : $250.33M

Returns By Period

IESC

• 1D: 1.55%
• 1M: -3.69%
• YTD: 24.38%
• 6M: 23.55%
• 1Y: 186.54%
• 3Y*: 123.93%
• 5Y*: 55.37%
• 10Y*: 42.34%

PGTI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IESC vs. PGTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IESC

IESC Risk / Return Rank: 95
IESC Sharpe Ratio Rank: 96
IESC Sortino Ratio Rank: 91
IESC Omega Ratio Rank: 91
IESC Calmar Ratio Rank: 98
IESC Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IESC vs. PGTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) and PGT Innovations, Inc. (PGTI). 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	PGTI	Difference
Sharpe ratio Return per unit of total volatility	2.92	—	—
Sortino ratio Return per unit of downside risk	3.01	—	—
Omega ratio Gain probability vs. loss probability	1.41	—	—
Calmar ratio Return relative to maximum drawdown	8.86	—	—
Martin ratio Return relative to average drawdown	24.65	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IESC	PGTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.92	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	—	—

Correlation

The correlation between IESC and PGTI is 0.21, 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.

Dividends

IESC vs. PGTI - Dividend Comparison

Neither IESC nor PGTI has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	IESC	PGTI	Difference
Max Drawdown Largest peak-to-trough decline	-98.32%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-21.80%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-54.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-54.28%	—	—
Current Drawdown Current decline from peak	-6.89%	—	—
Average Drawdown Average peak-to-trough decline	-55.35%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	7.83%	—	—

Volatility

Volatility by Period

	IESC	PGTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	51.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	64.25%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.02%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.04%	—	—

Financials