PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IQV vs. IPG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IQV and IPG 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

IQV vs. IPG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-8.78%
0.79%
IQV
IPG

Key characteristics

Sharpe Ratio

IQV:

-0.41

IPG:

-0.30

Sortino Ratio

IQV:

-0.44

IPG:

-0.27

Omega Ratio

IQV:

0.95

IPG:

0.97

Calmar Ratio

IQV:

-0.38

IPG:

-0.22

Martin Ratio

IQV:

-0.99

IPG:

-1.05

Ulcer Index

IQV:

12.49%

IPG:

6.37%

Daily Std Dev

IQV:

29.98%

IPG:

22.19%

Max Drawdown

IQV:

-49.43%

IPG:

-95.33%

Current Drawdown

IQV:

-30.20%

IPG:

-24.35%

Fundamentals

Market Cap

IQV:

$35.69B

IPG:

$10.87B

EPS

IQV:

$7.61

IPG:

$2.12

PE Ratio

IQV:

25.84

IPG:

13.76

PEG Ratio

IQV:

1.03

IPG:

159.19

Total Revenue (TTM)

IQV:

$15.36B

IPG:

$10.86B

Gross Profit (TTM)

IQV:

$4.58B

IPG:

$1.65B

EBITDA (TTM)

IQV:

$3.23B

IPG:

$1.53B

Returns By Period

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


IQV

YTD

-14.74%

1M

1.49%

6M

-8.78%

1Y

-13.98%

5Y*

4.82%

10Y*

12.77%

IPG

YTD

-7.09%

1M

3.54%

6M

0.79%

1Y

-8.02%

5Y*

9.04%

10Y*

7.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IQV vs. IPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQVIA Holdings Inc. (IQV) and The Interpublic Group of Companies, Inc. (IPG). 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 IQV, currently valued at -0.41, compared to the broader market-4.00-2.000.002.00-0.41-0.30
The chart of Sortino ratio for IQV, currently valued at -0.44, compared to the broader market-4.00-2.000.002.004.00-0.44-0.27
The chart of Omega ratio for IQV, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.97
The chart of Calmar ratio for IQV, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38-0.22
The chart of Martin ratio for IQV, currently valued at -0.99, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.99-1.05
IQV
IPG

The current IQV Sharpe Ratio is -0.41, which is lower than the IPG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of IQV and IPG, 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
-0.41
-0.30
IQV
IPG

Dividends

IQV vs. IPG - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

IQV vs. IPG - Drawdown Comparison

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


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

Volatility

IQV vs. IPG - Volatility Comparison

The current volatility for IQVIA Holdings Inc. (IQV) is 6.71%, while The Interpublic Group of Companies, Inc. (IPG) has a volatility of 7.76%. This indicates that IQV experiences smaller price fluctuations and is considered to be less risky than IPG 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
6.71%
7.76%
IQV
IPG

Financials

IQV vs. IPG - Financials Comparison

This section allows you to compare key financial metrics between IQVIA Holdings Inc. and The Interpublic Group of Companies, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab