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MYRG vs. IESC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MYRG and IESC is 0.28, 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.


-0.50.00.51.00.3

Performance

MYRG vs. IESC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MYR Group Inc. (MYRG) and IES Holdings, Inc. (IESC). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
827.59%
859.41%
MYRG
IESC

Key characteristics

Sharpe Ratio

MYRG:

0.11

IESC:

2.51

Sortino Ratio

MYRG:

0.46

IESC:

2.85

Omega Ratio

MYRG:

1.07

IESC:

1.38

Calmar Ratio

MYRG:

0.10

IESC:

1.84

Martin Ratio

MYRG:

0.21

IESC:

11.93

Ulcer Index

MYRG:

23.78%

IESC:

12.54%

Daily Std Dev

MYRG:

47.01%

IESC:

59.64%

Max Drawdown

MYRG:

-64.46%

IESC:

-99.54%

Current Drawdown

MYRG:

-13.60%

IESC:

-49.40%

Fundamentals

Market Cap

MYRG:

$2.63B

IESC:

$5.70B

EPS

MYRG:

$2.29

IESC:

$7.91

PE Ratio

MYRG:

71.36

IESC:

33.58

PEG Ratio

MYRG:

4.91

IESC:

0.00

Total Revenue (TTM)

MYRG:

$3.54B

IESC:

$2.88B

Gross Profit (TTM)

MYRG:

$298.20M

IESC:

$688.77M

EBITDA (TTM)

MYRG:

$123.11M

IESC:

$341.37M

Returns By Period

In the year-to-date period, MYRG achieves a 6.46% return, which is significantly lower than IESC's 159.29% return. Over the past 10 years, MYRG has underperformed IESC with an annualized return of 19.15%, while IESC has yielded a comparatively higher 39.31% annualized return.


MYRG

YTD

6.46%

1M

9.24%

6M

10.16%

1Y

1.92%

5Y*

35.49%

10Y*

19.15%

IESC

YTD

159.29%

1M

-22.39%

6M

50.69%

1Y

144.59%

5Y*

52.25%

10Y*

39.31%

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Risk-Adjusted Performance

MYRG vs. IESC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MYR Group Inc. (MYRG) 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.


Sharpe ratio
The chart of Sharpe ratio for MYRG, currently valued at 0.11, compared to the broader market-4.00-2.000.002.000.112.51
The chart of Sortino ratio for MYRG, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.462.85
The chart of Omega ratio for MYRG, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.38
The chart of Calmar ratio for MYRG, currently valued at 0.10, compared to the broader market0.002.004.006.000.104.44
The chart of Martin ratio for MYRG, currently valued at 0.21, compared to the broader market0.0010.0020.000.2111.93
MYRG
IESC

The current MYRG Sharpe Ratio is 0.11, which is lower than the IESC Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of MYRG and IESC, 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 Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
0.11
2.51
MYRG
IESC

Dividends

MYRG vs. IESC - Dividend Comparison

Neither MYRG nor IESC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MYRG vs. IESC - Drawdown Comparison

The maximum MYRG drawdown since its inception was -64.46%, smaller than the maximum IESC drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for MYRG and IESC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.60%
-33.71%
MYRG
IESC

Volatility

MYRG vs. IESC - Volatility Comparison

The current volatility for MYR Group Inc. (MYRG) is 12.08%, while IES Holdings, Inc. (IESC) has a volatility of 21.57%. This indicates that MYRG experiences smaller price fluctuations and is considered to be less risky than IESC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.08%
21.57%
MYRG
IESC

Financials

MYRG vs. IESC - Financials Comparison

This section allows you to compare key financial metrics between MYR Group Inc. 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.


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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