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

Correlation

The correlation between IR and EME is 0.58, 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.


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.

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Key characteristics

Sharpe Ratio

IR:

-0.25

EME:

0.60

Sortino Ratio

IR:

-0.14

EME:

1.00

Omega Ratio

IR:

0.98

EME:

1.15

Calmar Ratio

IR:

-0.22

EME:

0.72

Martin Ratio

IR:

-0.56

EME:

1.77

Ulcer Index

IR:

14.48%

EME:

14.69%

Daily Std Dev

IR:

32.35%

EME:

42.89%

Max Drawdown

IR:

-49.12%

EME:

-70.56%

Current Drawdown

IR:

-20.22%

EME:

-12.17%

Fundamentals

Market Cap

IR:

$33.89B

EME:

$21.06B

EPS

IR:

$2.04

EME:

$22.61

PE Ratio

IR:

41.18

EME:

20.81

PEG Ratio

IR:

1.28

EME:

1.32

PS Ratio

IR:

4.65

EME:

1.40

PB Ratio

IR:

3.23

EME:

7.04

Total Revenue (TTM)

IR:

$7.28B

EME:

$15.00B

Gross Profit (TTM)

IR:

$3.10B

EME:

$2.90B

EBITDA (TTM)

IR:

$1.79B

EME:

$1.56B

Returns By Period

In the year-to-date period, IR achieves a -7.09% return, which is significantly lower than EME's 3.76% return.


IR

YTD

-7.09%

1M

16.64%

6M

-17.94%

1Y

-9.24%

5Y*

24.59%

10Y*

N/A

EME

YTD

3.76%

1M

24.19%

6M

-5.59%

1Y

24.63%

5Y*

50.78%

10Y*

26.72%

*Annualized

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Risk-Adjusted Performance

IR vs. EME — Risk-Adjusted Performance Rank

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

IR
The Risk-Adjusted Performance Rank of IR is 3535
Overall Rank
The Sharpe Ratio Rank of IR is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of IR is 3131
Sortino Ratio Rank
The Omega Ratio Rank of IR is 3131
Omega Ratio Rank
The Calmar Ratio Rank of IR is 3636
Calmar Ratio Rank
The Martin Ratio Rank of IR is 3838
Martin Ratio Rank

EME
The Risk-Adjusted Performance Rank of EME is 7171
Overall Rank
The Sharpe Ratio Rank of EME is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6767
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7878
Calmar Ratio Rank
The Martin Ratio Rank of EME is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current IR Sharpe Ratio is -0.25, which is lower than the EME Sharpe Ratio of 0.60. 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.


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Dividends

IR vs. EME - Dividend Comparison

IR's dividend yield for the trailing twelve months is around 0.10%, less than EME's 0.21% yield.


TTM20242023202220212020201920182017201620152014
IR
Ingersoll-Rand Plc
0.10%0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%
EME
EMCOR Group, Inc.
0.21%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

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.


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Volatility

IR vs. EME - Volatility Comparison

The current volatility for Ingersoll-Rand Plc (IR) is 9.07%, while EMCOR Group, Inc. (EME) has a volatility of 10.68%. 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.


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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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20212022202320242025
1.72B
3.87B
(IR) Total Revenue
(EME) Total Revenue
Values in USD except per share items

IR vs. EME - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
44.6%
18.7%
(IR) Gross Margin
(EME) Gross Margin
IR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ingersoll-Rand Plc reported a gross profit of 765.50M and revenue of 1.72B. Therefore, the gross margin over that period was 44.6%.

EME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported a gross profit of 722.72M and revenue of 3.87B. Therefore, the gross margin over that period was 18.7%.

IR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ingersoll-Rand Plc reported an operating income of 302.50M and revenue of 1.72B, resulting in an operating margin of 17.6%.

EME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported an operating income of 318.76M and revenue of 3.87B, resulting in an operating margin of 8.2%.

IR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ingersoll-Rand Plc reported a net income of 186.50M and revenue of 1.72B, resulting in a net margin of 10.9%.

EME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EMCOR Group, Inc. reported a net income of 240.68M and revenue of 3.87B, resulting in a net margin of 6.2%.