ITT vs. IAC

In the year-to-date period, ITT achieves a -3.66% return, which is significantly lower than IAC's 0.45% return. Over the past 10 years, ITT has outperformed IAC with an annualized return of 14.38%, while IAC has yielded a comparatively lower 10.99% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ITT Inc. (ITT) and IAC/InterActiveCorp (IAC). 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 ITT Sharpe Ratio is 0.22, which is higher than the IAC Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of ITT and IAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ITT's dividend yield for the trailing twelve months is around 0.95%, while IAC has not paid dividends to shareholders.

The maximum ITT drawdown since its inception was -54.68%, smaller than the maximum IAC drawdown of -77.26%. Use the drawdown chart below to compare losses from any high point for ITT and IAC. For additional features, visit the drawdowns tool.

ITT Inc. (ITT) has a higher volatility of 19.23% compared to IAC/InterActiveCorp (IAC) at 17.05%. This indicates that ITT's price experiences larger fluctuations and is considered to be riskier than IAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between ITT Inc. and IAC/InterActiveCorp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.