ISSC vs. WWD

In the year-to-date period, ISSC achieves a -19.56% return, which is significantly lower than WWD's 18.24% return. Over the past 10 years, ISSC has underperformed WWD with an annualized return of 8.01%, while WWD has yielded a comparatively higher 15.69% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Innovative Solutions and Support, Inc. (ISSC) and Woodward, Inc. (WWD). 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 ISSC Sharpe Ratio is 0.12, which is lower than the WWD Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of ISSC and WWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ISSC has not paid dividends to shareholders, while WWD's dividend yield for the trailing twelve months is around 0.52%.

The maximum ISSC drawdown since its inception was -89.03%, which is greater than WWD's maximum drawdown of -83.18%. Use the drawdown chart below to compare losses from any high point for ISSC and WWD. For additional features, visit the drawdowns tool.

This section allows you to compare key financial metrics between Innovative Solutions and Support, Inc. and Woodward, 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.