LPG vs. IESC
LPG (Dorian LPG Ltd.) and IESC (IES Holdings, Inc.) are both stocks. LPG operates in Oil & Gas Midstream (Energy), while IESC operates in Engineering & Construction (Industrials). Over the past 10 years, LPG returned 29.41%/yr vs 48.97%/yr for IESC. At a 0.17 correlation, their price movements are largely independent.
Performance
LPG vs. IESC - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LPG having a 94.53% return and IESC slightly lower at 92.75%. Over the past 10 years, LPG has underperformed IESC with an annualized return of 29.41%, while IESC has yielded a comparatively higher 48.97% annualized return.
LPG
- 1D
- 3.79%
- 1M
- 14.01%
- YTD
- 94.53%
- 6M
- 93.10%
- 1Y
- 108.89%
- 3Y*
- 37.14%
- 5Y*
- 47.82%
- 10Y*
- 29.41%
IESC
- 1D
- 2.53%
- 1M
- 10.63%
- YTD
- 92.75%
- 6M
- 62.95%
- 1Y
- 175.21%
- 3Y*
- 139.60%
- 5Y*
- 70.53%
- 10Y*
- 48.97%
LPG vs. IESC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPG Dorian LPG Ltd. | 94.53% | 9.75% | -37.80% | 171.42% | 109.62% | 12.71% | -21.25% | 165.52% | -29.08% | 0.12% |
IESC IES Holdings, Inc. | 92.75% | 93.58% | 153.67% | 122.72% | -29.76% | 9.99% | 79.42% | 65.02% | -9.86% | -9.92% |
Correlation
The correlation between LPG and IESC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 8, 2014 | 0.17 |
Fundamentals
LPG:
$1.93B
IESC:
$15.14B
LPG:
$4.54
IESC:
$18.85
LPG:
9.95
IESC:
39.78
LPG:
0.15
IESC:
0.48
LPG:
4.00
IESC:
4.17
LPG:
1.69
IESC:
14.11
LPG:
$481.51M
IESC:
$3.63B
LPG:
$415.02M
IESC:
$931.31M
LPG:
$279.22M
IESC:
$487.14M
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Return for Risk
LPG vs. IESC — Risk / Return Rank
LPG
IESC
LPG vs. IESC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dorian LPG Ltd. (LPG) and IES Holdings, Inc. (IESC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LPG | IESC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.38 | 8.09 | -3.71 |
| Martin ratioReturn relative to average drawdown | 9.39 | 22.98 | -13.59 |
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Drawdowns
LPG vs. IESC - Drawdown Comparison
The maximum LPG drawdown since its inception was -78.31%, smaller than the maximum IESC drawdown of -98.32%. Use the drawdown chart below to compare losses from any high point for LPG and IESC.
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Drawdown Indicators
| LPG | IESC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.31% | -98.32% | +20.01% |
Max Drawdown (1Y)Largest decline over 1 year | -24.99% | -21.80% | -3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -62.89% | -49.23% | -13.66% |
Max Drawdown (5Y)Largest decline over 5 years | -62.89% | -54.22% | -8.67% |
Max Drawdown (10Y)Largest decline over 10 years | -62.89% | -54.28% | -8.61% |
Current DrawdownCurrent decline from peak | -5.30% | 0.00% | -5.30% |
Average DrawdownAverage peak-to-trough decline | -42.68% | -54.97% | +12.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.64% | 7.66% | +3.98% |
Volatility
LPG vs. IESC - Volatility Comparison
Dorian LPG Ltd. (LPG) has a higher volatility of 17.04% compared to IES Holdings, Inc. (IESC) at 15.69%. This indicates that LPG's price experiences larger fluctuations and is considered to be riskier than IESC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LPG | IESC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.04% | 15.69% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 30.44% | 50.65% | -20.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.81% | 62.74% | -22.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.43% | 54.09% | -10.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.29% | 48.19% | +0.10% |
Dividends
LPG vs. IESC - Dividend Comparison
LPG's dividend yield for the trailing twelve months is around 6.53%, while IESC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IESC IES Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LPG Dorian LPG Ltd. | 6.53% | 10.07% | 16.41% | 9.12% | 29.02% | 7.88% |
Financials
LPG vs. IESC - Financials Comparison
This section allows you to compare key financial metrics between Dorian LPG Ltd. and IES Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LPG and IESC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LPG has higher volatility (17.04%) compared to IESC (15.69%). In terms of maximum drawdown, LPG dropped -78.31% vs IESC's -98.32%.
IESC currently has the higher Sharpe Ratio (2.81 vs 2.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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