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IR vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IR and EME is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

IR vs. EME - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-0.29%
20.46%
IR
EME

Key characteristics

Sharpe Ratio

IR:

0.93

EME:

3.59

Sortino Ratio

IR:

1.32

EME:

3.90

Omega Ratio

IR:

1.18

EME:

1.58

Calmar Ratio

IR:

1.80

EME:

7.76

Martin Ratio

IR:

4.84

EME:

23.06

Ulcer Index

IR:

5.01%

EME:

4.92%

Daily Std Dev

IR:

26.05%

EME:

31.58%

Max Drawdown

IR:

-49.12%

EME:

-70.56%

Current Drawdown

IR:

-11.85%

EME:

-11.89%

Fundamentals

Market Cap

IR:

$39.31B

EME:

$21.94B

EPS

IR:

$2.05

EME:

$19.67

PE Ratio

IR:

47.59

EME:

24.25

PEG Ratio

IR:

1.41

EME:

1.32

Total Revenue (TTM)

IR:

$7.16B

EME:

$14.24B

Gross Profit (TTM)

IR:

$2.95B

EME:

$2.63B

EBITDA (TTM)

IR:

$1.87B

EME:

$1.38B

Returns By Period

In the year-to-date period, IR achieves a 20.18% return, which is significantly lower than EME's 116.11% return.


IR

YTD

20.18%

1M

-8.64%

6M

-1.77%

1Y

21.77%

5Y*

21.59%

10Y*

N/A

EME

YTD

116.11%

1M

-9.67%

6M

20.46%

1Y

116.58%

5Y*

39.89%

10Y*

27.23%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IR vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) and EMCOR Group, Inc. (EME). 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 IR, currently valued at 0.84, compared to the broader market-4.00-2.000.002.000.843.59
The chart of Sortino ratio for IR, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.213.90
The chart of Omega ratio for IR, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.58
The chart of Calmar ratio for IR, currently valued at 1.61, compared to the broader market0.002.004.006.001.617.76
The chart of Martin ratio for IR, currently valued at 4.30, compared to the broader market0.0010.0020.004.3023.06
IR
EME

The current IR Sharpe Ratio is 0.93, which is lower than the EME Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of IR and EME, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.84
3.59
IR
EME

Dividends

IR vs. EME - Dividend Comparison

IR's dividend yield for the trailing twelve months is around 0.09%, less than EME's 0.20% yield.


TTM20232022202120202019201820172016201520142013
IR
Ingersoll-Rand Plc
0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%0.00%
EME
EMCOR Group, Inc.
0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

IR vs. EME - Drawdown Comparison

The maximum IR drawdown since its inception was -49.12%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for IR and EME. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.85%
-11.89%
IR
EME

Volatility

IR vs. EME - Volatility Comparison

The current volatility for Ingersoll-Rand Plc (IR) is 5.99%, while EMCOR Group, Inc. (EME) has a volatility of 9.00%. This indicates that IR experiences smaller price fluctuations and is considered to be less risky than EME 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.99%
9.00%
IR
EME

Financials

IR vs. EME - Financials Comparison

This section allows you to compare key financial metrics between Ingersoll-Rand Plc and EMCOR Group, 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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