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ITT vs. IAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.0
Correlation: 0.3

Performance

ITT vs. IAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ITT Inc. (ITT) and IAC/InterActiveCorp (IAC). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
4,753.85%
2,413.16%
ITT
IAC

Key characteristics

Sharpe Ratio

ITT:

-0.25

IAC:

-0.40

Sortino Ratio

ITT:

-0.16

IAC:

-0.35

Omega Ratio

ITT:

0.98

IAC:

0.95

Calmar Ratio

ITT:

-0.29

IAC:

-0.19

Martin Ratio

ITT:

-0.98

IAC:

-0.90

Ulcer Index

ITT:

7.46%

IAC:

16.59%

Daily Std Dev

ITT:

28.82%

IAC:

37.03%

Max Drawdown

ITT:

-54.68%

IAC:

-76.60%

Current Drawdown

ITT:

-24.75%

IAC:

-74.42%

Fundamentals

Market Cap

ITT:

$9.73B

IAC:

$2.95B

EPS

ITT:

$6.30

IAC:

-$6.49

PEG Ratio

ITT:

2.13

IAC:

13.62

Total Revenue (TTM)

ITT:

$2.72B

IAC:

$2.88B

Gross Profit (TTM)

ITT:

$946.50M

IAC:

$2.09B

EBITDA (TTM)

ITT:

$595.90M

IAC:

-$266.59M

Returns By Period

In the year-to-date period, ITT achieves a -16.11% return, which is significantly lower than IAC's 3.87% return. Both investments have delivered pretty close results over the past 10 years, with ITT having a 12.44% annualized return and IAC not far behind at 11.93%.


ITT

YTD

-16.11%

1M

-10.71%

6M

-18.04%

1Y

-8.70%

5Y*

23.29%

10Y*

12.44%

IAC

YTD

3.87%

1M

0.58%

6M

-12.27%

1Y

-14.83%

5Y*

4.00%

10Y*

11.93%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ITT vs. IAC — Risk-Adjusted Performance Rank

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

ITT
The Risk-Adjusted Performance Rank of ITT is 3535
Overall Rank
The Sharpe Ratio Rank of ITT is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ITT is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ITT is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ITT is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ITT is 3131
Martin Ratio Rank

IAC
The Risk-Adjusted Performance Rank of IAC is 3333
Overall Rank
The Sharpe Ratio Rank of IAC is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of IAC is 3030
Sortino Ratio Rank
The Omega Ratio Rank of IAC is 3030
Omega Ratio Rank
The Calmar Ratio Rank of IAC is 4242
Calmar Ratio Rank
The Martin Ratio Rank of IAC is 3333
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ITT, currently valued at -0.25, compared to the broader market-2.00-1.000.001.002.003.00
ITT: -0.25
IAC: -0.40
The chart of Sortino ratio for ITT, currently valued at -0.16, compared to the broader market-6.00-4.00-2.000.002.004.00
ITT: -0.16
IAC: -0.35
The chart of Omega ratio for ITT, currently valued at 0.98, compared to the broader market0.501.001.502.00
ITT: 0.98
IAC: 0.95
The chart of Calmar ratio for ITT, currently valued at -0.29, compared to the broader market0.001.002.003.004.005.00
ITT: -0.29
IAC: -0.19
The chart of Martin ratio for ITT, currently valued at -0.98, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ITT: -0.98
IAC: -0.90

The current ITT Sharpe Ratio is -0.25, which is higher than the IAC Sharpe Ratio of -0.40. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.25
-0.40
ITT
IAC

Dividends

ITT vs. IAC - Dividend Comparison

ITT's dividend yield for the trailing twelve months is around 1.09%, while IAC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ITT
ITT Inc.
1.09%0.89%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%1.09%
IAC
IAC/InterActiveCorp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.64%2.12%

Drawdowns

ITT vs. IAC - Drawdown Comparison

The maximum ITT drawdown since its inception was -54.68%, smaller than the maximum IAC drawdown of -76.60%. Use the drawdown chart below to compare losses from any high point for ITT and IAC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.75%
-74.42%
ITT
IAC

Volatility

ITT vs. IAC - Volatility Comparison

ITT Inc. (ITT) and IAC/InterActiveCorp (IAC) have volatilities of 14.24% and 14.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%18.00%NovemberDecember2025FebruaryMarchApril
14.24%
14.01%
ITT
IAC

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.


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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