ITT vs. IAC
Compare and contrast key facts about ITT Inc. (ITT) and IAC/InterActiveCorp (IAC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITT or IAC.
Key characteristics
| ITT | IAC | |
|---|---|---|
| YTD Return | 28.04% | -10.31% |
| 1Y Return | 42.55% | -4.15% |
| 3Y Return (Ann) | 14.86% | -29.52% |
| 5Y Return (Ann) | 18.35% | -0.56% |
| 10Y Return (Ann) | 14.78% | 13.02% |
| Sharpe Ratio | 1.71 | -0.06 |
| Sortino Ratio | 2.29 | 0.15 |
| Omega Ratio | 1.30 | 1.02 |
| Calmar Ratio | 3.49 | -0.03 |
| Martin Ratio | 9.64 | -0.20 |
| Ulcer Index | 4.48% | 10.69% |
| Daily Std Dev | 25.18% | 34.50% |
| Max Drawdown | -54.68% | -76.12% |
| Current Drawdown | -2.38% | -73.18% |
Fundamentals
| ITT | IAC | |
|---|---|---|
| Market Cap | $12.66B | $4.16B |
| EPS | $5.78 | -$1.87 |
| PEG Ratio | 1.84 | 13.62 |
| Total Revenue (TTM) | $3.53B | $2.94B |
| Gross Profit (TTM) | $1.22B | $1.86B |
| EBITDA (TTM) | $741.10M | $220.84M |
Correlation
The correlation between ITT and IAC is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ITT vs. IAC - Performance Comparison
In the year-to-date period, ITT achieves a 28.04% return, which is significantly higher than IAC's -10.31% return. Over the past 10 years, ITT has outperformed IAC with an annualized return of 14.78%, while IAC has yielded a comparatively lower 13.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ITT vs. IAC - Risk-Adjusted Performance Comparison
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.
Dividends
ITT vs. IAC - Dividend Comparison
ITT's dividend yield for the trailing twelve months is around 0.82%, while IAC has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITT ITT Inc. | 0.82% | 0.97% | 1.30% | 0.86% | 0.88% | 0.80% | 1.11% | 0.96% | 1.29% | 1.30% | 1.09% | 0.92% |
IAC IAC/InterActiveCorp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.26% | 1.91% | 1.40% |
Drawdowns
ITT vs. IAC - Drawdown Comparison
The maximum ITT drawdown since its inception was -54.68%, smaller than the maximum IAC drawdown of -76.12%. Use the drawdown chart below to compare losses from any high point for ITT and IAC. For additional features, visit the drawdowns tool.
Volatility
ITT vs. IAC - Volatility Comparison
The current volatility for ITT Inc. (ITT) is 7.61%, while IAC/InterActiveCorp (IAC) has a volatility of 17.05%. This indicates that ITT experiences smaller price fluctuations and is considered to be less risky than IAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ITT vs. IAC - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities