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IFF vs. IEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IFF vs. IEX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-8.43%
3.68%
IFF
IEX

Returns By Period

In the year-to-date period, IFF achieves a 11.25% return, which is significantly higher than IEX's 4.33% return. Over the past 10 years, IFF has underperformed IEX with an annualized return of 1.20%, while IEX has yielded a comparatively higher 12.70% annualized return.


IFF

YTD

11.25%

1M

-14.90%

6M

-8.43%

1Y

23.16%

5Y (annualized)

-5.69%

10Y (annualized)

1.20%

IEX

YTD

4.33%

1M

6.21%

6M

3.68%

1Y

15.73%

5Y (annualized)

8.08%

10Y (annualized)

12.70%

Fundamentals


IFFIEX
Market Cap$22.14B$17.25B
EPS-$9.08$6.45
PEG Ratio1.862.38
Total Revenue (TTM)$11.42B$3.19B
Gross Profit (TTM)$3.68B$1.41B
EBITDA (TTM)-$910.00M$832.20M

Key characteristics


IFFIEX
Sharpe Ratio0.880.71
Sortino Ratio1.281.17
Omega Ratio1.191.14
Calmar Ratio0.470.65
Martin Ratio5.411.22
Ulcer Index4.26%11.76%
Daily Std Dev26.10%20.35%
Max Drawdown-69.88%-58.67%
Current Drawdown-37.61%-8.16%

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Correlation

-0.50.00.51.00.4

The correlation between IFF and IEX is 0.37, 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

IFF vs. IEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Flavors & Fragrances Inc. (IFF) and IDEX Corporation (IEX). 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 IFF, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.880.71
The chart of Sortino ratio for IFF, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.281.17
The chart of Omega ratio for IFF, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.14
The chart of Calmar ratio for IFF, currently valued at 0.47, compared to the broader market0.002.004.006.000.470.65
The chart of Martin ratio for IFF, currently valued at 5.41, compared to the broader market-10.000.0010.0020.0030.005.411.22
IFF
IEX

The current IFF Sharpe Ratio is 0.88, which is comparable to the IEX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IFF and IEX, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.88
0.71
IFF
IEX

Dividends

IFF vs. IEX - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 2.26%, more than IEX's 1.21% yield.


TTM20232022202120202019201820172016201520142013
IFF
International Flavors & Fragrances Inc.
2.26%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%1.70%
IEX
IDEX Corporation
1.21%1.16%1.02%0.90%1.00%1.12%1.31%1.10%1.49%1.62%1.37%1.21%

Drawdowns

IFF vs. IEX - Drawdown Comparison

The maximum IFF drawdown since its inception was -69.88%, which is greater than IEX's maximum drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for IFF and IEX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-37.61%
-8.16%
IFF
IEX

Volatility

IFF vs. IEX - Volatility Comparison

International Flavors & Fragrances Inc. (IFF) has a higher volatility of 14.20% compared to IDEX Corporation (IEX) at 9.99%. This indicates that IFF's price experiences larger fluctuations and is considered to be riskier than IEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
14.20%
9.99%
IFF
IEX

Financials

IFF vs. IEX - Financials Comparison

This section allows you to compare key financial metrics between International Flavors & Fragrances Inc. and IDEX 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.


Quarterly
Annual

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


Values in USD except per share items