IESC vs. SPY

In the year-to-date period, IESC achieves a 0.22% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, IESC has outperformed SPY with an annualized return of 37.87%, while SPY has yielded a comparatively lower 12.16% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IES Holdings, Inc. (IESC) and SPDR S&P 500 ETF (SPY). 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 SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IESC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IESC has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.

The maximum IESC drawdown since its inception was -99.54%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IESC and SPY. For additional features, visit the drawdowns tool.

IES Holdings, Inc. (IESC) has a higher volatility of 24.91% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that IESC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.