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IR vs. CAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IR vs. CAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingersoll-Rand Plc (IR) and Caterpillar Inc. (CAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IR achieves a -6.54% return, which is significantly lower than CAT's 59.62% return.


IR

1D
1.09%
1M
5.19%
YTD
-6.54%
6M
-9.45%
1Y
-7.98%
3Y*
5.01%
5Y*
9.19%
10Y*

CAT

1D
1.44%
1M
2.51%
YTD
59.62%
6M
52.94%
1Y
157.79%
3Y*
57.16%
5Y*
35.17%
10Y*
31.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IR vs. CAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IR
Ingersoll-Rand Plc
-6.54%-12.34%17.06%48.21%-15.41%35.85%24.21%92.80%-39.73%59.67%
CAT
Caterpillar Inc.
59.62%60.30%24.66%25.95%18.60%15.95%26.97%19.51%-17.56%58.10%

Correlation

The correlation between IR and CAT is 0.62, 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

0.62

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

0.64

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

0.63

Correlation (All Time)
Calculated using the full available price history since May 12, 2017

0.60

The correlation between IR and CAT has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

Fundamentals

EPS

IR:

$1.96

CAT:

$20.07

PE Ratio

IR:

37.72

CAT:

45.37

PEG Ratio

IR:

8.97

CAT:

3.00

PS Ratio

IR:

2.85

CAT:

6.04

Total Revenue (TTM)

IR:

$7.78B

CAT:

$70.76B

Gross Profit (TTM)

IR:

$2.98B

CAT:

$23.01B

EBITDA (TTM)

IR:

$1.55B

CAT:

$15.31B

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Return for Risk

IR vs. CAT — Risk / Return Rank

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

IR
IR Risk / Return Rank: 2929
Overall Rank
IR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IR Sortino Ratio Rank: 2727
Sortino Ratio Rank
IR Omega Ratio Rank: 2727
Omega Ratio Rank
IR Calmar Ratio Rank: 3232
Calmar Ratio Rank
IR Martin Ratio Rank: 2929
Martin Ratio Rank

CAT
CAT Risk / Return Rank: 9898
Overall Rank
CAT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CAT Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAT Omega Ratio Rank: 9797
Omega Ratio Rank
CAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAT Martin Ratio Rank: 9999
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.

IR vs. CAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) and Caterpillar Inc. (CAT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IRCATDifference
Sharpe ratioReturn per unit of total volatility

-4.74

Sortino ratioReturn per unit of downside risk

-5.25

Omega ratioGain probability vs. loss probability

0.97

1.65

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.34

11.24

-11.57

Martin ratioReturn relative to average drawdown

-0.76

36.80

-37.56

IR vs. CAT - Sharpe Ratio Comparison

The current IR Sharpe Ratio is -0.31, which is lower than the CAT Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of IR and CAT, 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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Drawdowns

IR vs. CAT - Drawdown Comparison

The maximum IR drawdown since its inception was -50.27%, smaller than the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for IR and CAT.


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Drawdown Indicators


IRCATDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-73.43%

+23.16%

Max Drawdown (1Y)

Largest decline over 1 year

-30.56%

-13.88%

-16.68%

Max Drawdown (3Y)

Largest decline over 3 years

-36.62%

-34.05%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

-34.05%

-2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-43.36%

Current Drawdown

Current decline from peak

-29.65%

-3.18%

-26.47%

Average Drawdown

Average peak-to-trough decline

-12.83%

-19.73%

+6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.51%

4.23%

+9.28%

Volatility

IR vs. CAT - Volatility Comparison

The current volatility for Ingersoll-Rand Plc (IR) is 9.29%, while Caterpillar Inc. (CAT) has a volatility of 13.16%. This indicates that IR experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRCATDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

13.16%

-3.87%

Volatility (6M)

Calculated over the trailing 6-month period

25.60%

28.37%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

33.43%

35.19%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

30.79%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.36%

30.98%

+3.38%

Dividends

IR vs. CAT - Dividend Comparison

IR's dividend yield for the trailing twelve months is around 0.11%, less than CAT's 0.66% yield.


PositionTTM20252024202320222021202020192018201720162015
CAT
Caterpillar Inc.
0.66%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
IR
Ingersoll-Rand Plc
0.11%0.10%0.09%0.10%0.15%0.03%0.00%5.78%0.00%0.00%0.00%0.00%

Financials

IR vs. CAT - Financials Comparison

This section allows you to compare key financial metrics between Ingersoll-Rand Plc and Caterpillar 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


0.005.00B10.00B15.00B20.00B20222023202420252026
1.85B
17.42B
(IR) Total Revenue
(CAT) Total Revenue
Values in USD except per share items

IR vs. CAT - Profitability Comparison

The chart below illustrates the profitability comparison between Ingersoll-Rand Plc and Caterpillar Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%20222023202420252026
42.9%
35.1%
Portfolio components
IR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a gross profit of 792.40M and revenue of 1.85B. Therefore, the gross margin over that period was 42.9%.

CAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a gross profit of 6.11B and revenue of 17.42B. Therefore, the gross margin over that period was 35.1%.

IR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported an operating income of 289.70M and revenue of 1.85B, resulting in an operating margin of 15.7%.

CAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported an operating income of 3.09B and revenue of 17.42B, resulting in an operating margin of 17.7%.

IR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a net income of 192.10M and revenue of 1.85B, resulting in a net margin of 10.4%.

CAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a net income of 2.55B and revenue of 17.42B, resulting in a net margin of 14.6%.


Frequently Asked Questions


IR and CAT have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAT has higher volatility (13.16%) compared to IR (9.29%). In terms of maximum drawdown, IR dropped -50.27% vs CAT's -73.43%.

CAT currently has the higher Sharpe Ratio (4.43 vs -0.31), 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.

Portfolio Optimizer

Find the right allocation for IR and CAT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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