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IPG vs. IQV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IPG and IQV 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.


-0.50.00.51.00.4

Performance

IPG vs. IQV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Interpublic Group of Companies, Inc. (IPG) and IQVIA Holdings Inc. (IQV). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
192.54%
368.46%
IPG
IQV

Key characteristics

Sharpe Ratio

IPG:

-0.30

IQV:

-0.41

Sortino Ratio

IPG:

-0.27

IQV:

-0.44

Omega Ratio

IPG:

0.97

IQV:

0.95

Calmar Ratio

IPG:

-0.22

IQV:

-0.38

Martin Ratio

IPG:

-1.05

IQV:

-0.99

Ulcer Index

IPG:

6.37%

IQV:

12.49%

Daily Std Dev

IPG:

22.19%

IQV:

29.98%

Max Drawdown

IPG:

-95.33%

IQV:

-49.43%

Current Drawdown

IPG:

-24.35%

IQV:

-30.20%

Fundamentals

Market Cap

IPG:

$10.87B

IQV:

$35.69B

EPS

IPG:

$2.12

IQV:

$7.61

PE Ratio

IPG:

13.76

IQV:

25.84

PEG Ratio

IPG:

159.19

IQV:

1.03

Total Revenue (TTM)

IPG:

$10.86B

IQV:

$15.36B

Gross Profit (TTM)

IPG:

$1.65B

IQV:

$4.58B

EBITDA (TTM)

IPG:

$1.53B

IQV:

$3.23B

Returns By Period

In the year-to-date period, IPG achieves a -7.09% return, which is significantly higher than IQV's -14.74% return. Over the past 10 years, IPG has underperformed IQV with an annualized return of 7.34%, while IQV has yielded a comparatively higher 12.77% annualized return.


IPG

YTD

-7.09%

1M

3.54%

6M

0.79%

1Y

-8.02%

5Y*

9.04%

10Y*

7.34%

IQV

YTD

-14.74%

1M

1.49%

6M

-8.78%

1Y

-13.98%

5Y*

4.82%

10Y*

12.77%

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Risk-Adjusted Performance

IPG vs. IQV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Interpublic Group of Companies, Inc. (IPG) and IQVIA Holdings Inc. (IQV). 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 IPG, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.30-0.41
The chart of Sortino ratio for IPG, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.27-0.44
The chart of Omega ratio for IPG, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.95
The chart of Calmar ratio for IPG, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22-0.38
The chart of Martin ratio for IPG, currently valued at -1.05, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.05-0.99
IPG
IQV

The current IPG Sharpe Ratio is -0.30, which is comparable to the IQV Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of IPG and IQV, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
-0.41
IPG
IQV

Dividends

IPG vs. IQV - Dividend Comparison

IPG's dividend yield for the trailing twelve months is around 4.54%, while IQV has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IPG
The Interpublic Group of Companies, Inc.
4.54%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
IQV
IQVIA Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IPG vs. IQV - Drawdown Comparison

The maximum IPG drawdown since its inception was -95.33%, which is greater than IQV's maximum drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for IPG and IQV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-24.35%
-30.20%
IPG
IQV

Volatility

IPG vs. IQV - Volatility Comparison

The Interpublic Group of Companies, Inc. (IPG) has a higher volatility of 7.76% compared to IQVIA Holdings Inc. (IQV) at 6.71%. This indicates that IPG's price experiences larger fluctuations and is considered to be riskier than IQV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.76%
6.71%
IPG
IQV

Financials

IPG vs. IQV - Financials Comparison

This section allows you to compare key financial metrics between The Interpublic Group of Companies, Inc. and IQVIA Holdings 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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