IEX vs. DOV

In the year-to-date period, IEX achieves a 5.75% return, which is significantly lower than DOV's 31.52% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IEX at 12.86% and DOV at 12.86%.

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This table presents a comparison of risk-adjusted performance metrics for IDEX Corporation (IEX) and Dover Corporation (DOV). 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 IEX Sharpe Ratio is 0.80, which is lower than the DOV Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of IEX and DOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IEX's dividend yield for the trailing twelve months is around 1.20%, more than DOV's 1.02% yield.

The maximum IEX drawdown since its inception was -58.67%, roughly equal to the maximum DOV drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for IEX and DOV. For additional features, visit the drawdowns tool.

IDEX Corporation (IEX) has a higher volatility of 9.89% compared to Dover Corporation (DOV) at 8.19%. This indicates that IEX's price experiences larger fluctuations and is considered to be riskier than DOV 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 IDEX Corporation and Dover Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.