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IEX vs. DCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IEX vs. DCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDEX Corporation (IEX) and Donaldson Company, Inc. (DCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEX achieves a 21.89% return, which is significantly higher than DCI's -3.60% return. Both investments have delivered pretty close results over the past 10 years, with IEX having a 11.21% annualized return and DCI not far behind at 10.69%.


IEX

1D
1.51%
1M
0.83%
YTD
21.89%
6M
21.71%
1Y
20.12%
3Y*
2.48%
5Y*
0.36%
10Y*
11.21%

DCI

1D
-0.47%
1M
0.07%
YTD
-3.60%
6M
-2.12%
1Y
24.81%
3Y*
14.41%
5Y*
7.32%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEX vs. DCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEX
IDEX Corporation
21.89%-13.69%-2.35%-3.80%-2.22%19.82%17.22%37.94%-3.16%48.53%
DCI
Donaldson Company, Inc.
-3.60%33.71%4.62%12.80%0.96%7.56%-1.41%34.98%-9.95%18.17%

Correlation

The correlation between IEX and DCI is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 24, 1991

0.51

The correlation between IEX and DCI shifts across timeframes, from 0.51 (all time) to 0.70 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IEX:

$16.02B

DCI:

$10.07B

EPS

IEX:

$6.77

DCI:

$3.72

PE Ratio

IEX:

31.82

DCI:

22.92

PEG Ratio

IEX:

9.39

DCI:

2.66

PS Ratio

IEX:

4.58

DCI:

2.64

PB Ratio

IEX:

3.96

DCI:

5.94

Total Revenue (TTM)

IEX:

$3.53B

DCI:

$3.81B

Gross Profit (TTM)

IEX:

$1.57B

DCI:

$1.30B

EBITDA (TTM)

IEX:

$885.40M

DCI:

$664.30M

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Return for Risk

IEX vs. DCI — Risk / Return Rank

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

IEX
IEX Risk / Return Rank: 6262
Overall Rank
IEX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IEX Omega Ratio Rank: 5959
Omega Ratio Rank
IEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
IEX Martin Ratio Rank: 6363
Martin Ratio Rank

DCI
DCI Risk / Return Rank: 6464
Overall Rank
DCI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DCI Sortino Ratio Rank: 6464
Sortino Ratio Rank
DCI Omega Ratio Rank: 6666
Omega Ratio Rank
DCI Calmar Ratio Rank: 6060
Calmar Ratio Rank
DCI Martin Ratio Rank: 6060
Martin Ratio Rank
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.

IEX vs. DCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEX Corporation (IEX) and Donaldson Company, Inc. (DCI). 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.


IEXDCIDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.16

1.21

-0.04

Calmar ratioReturn relative to maximum drawdown

1.33

0.96

+0.38

Martin ratioReturn relative to average drawdown

2.59

2.19

+0.40

IEX vs. DCI - Sharpe Ratio Comparison

The current IEX Sharpe Ratio is 0.79, which is comparable to the DCI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IEX and DCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IEXDCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.96

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.31

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.41

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.51

-0.37

Drawdowns

IEX vs. DCI - Drawdown Comparison

The maximum IEX drawdown since its inception was -81.60%, which is greater than DCI's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for IEX and DCI.


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Drawdown Indicators


IEXDCIDifference

Max Drawdown

Largest peak-to-trough decline

-81.60%

-56.90%

-24.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-26.05%

+10.88%

Max Drawdown (3Y)

Largest decline over 3 years

-34.60%

-26.05%

-8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-34.60%

-32.20%

-2.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-42.72%

+7.20%

Current Drawdown

Current decline from peak

-9.57%

-22.70%

+13.13%

Average Drawdown

Average peak-to-trough decline

-11.44%

-11.08%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.78%

11.35%

-3.57%

Volatility

IEX vs. DCI - Volatility Comparison

The current volatility for IDEX Corporation (IEX) is 5.83%, while Donaldson Company, Inc. (DCI) has a volatility of 7.24%. This indicates that IEX experiences smaller price fluctuations and is considered to be less risky than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEXDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

7.24%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

16.95%

21.87%

-4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

25.94%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.02%

23.49%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.25%

25.87%

-1.62%

Dividends

IEX vs. DCI - Dividend Comparison

IEX's dividend yield for the trailing twelve months is around 1.33%, less than DCI's 1.41% yield.


PositionTTM20252024202320222021202020192018201720162015
DCI
Donaldson Company, Inc.
1.41%1.32%1.57%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%
IEX
IDEX Corporation
1.33%1.58%1.29%1.16%1.02%0.90%1.00%1.12%1.31%1.10%1.49%1.62%

Financials

IEX vs. DCI - Financials Comparison

This section allows you to compare key financial metrics between IDEX Corporation and Donaldson Company, 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


650.00M700.00M750.00M800.00M850.00M900.00M950.00M1.00B20222023202420252026
886.90M
995.10M
(IEX) Total Revenue
(DCI) Total Revenue
Values in USD except per share items

IEX vs. DCI - Profitability Comparison

The chart below illustrates the profitability comparison between IDEX Corporation and Donaldson Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%20222023202420252026
44.9%
33.5%
Portfolio components
IEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IDEX Corporation reported a gross profit of 398.10M and revenue of 886.90M. Therefore, the gross margin over that period was 44.9%.

DCI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a gross profit of 333.40M and revenue of 995.10M. Therefore, the gross margin over that period was 33.5%.

IEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IDEX Corporation reported an operating income of 172.40M and revenue of 886.90M, resulting in an operating margin of 19.4%.

DCI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported an operating income of 155.30M and revenue of 995.10M, resulting in an operating margin of 15.6%.

IEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IDEX Corporation reported a net income of 120.00M and revenue of 886.90M, resulting in a net margin of 13.5%.

DCI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a net income of 118.10M and revenue of 995.10M, resulting in a net margin of 11.9%.


Frequently Asked Questions


IEX and DCI have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DCI has higher volatility (7.24%) compared to IEX (5.83%). In terms of maximum drawdown, IEX dropped -81.60% vs DCI's -56.90%.

DCI currently has the higher Sharpe Ratio (0.96 vs 0.79), 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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