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NSIT vs. HUBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


NSITHUBB
YTD Return18.71%35.09%
1Y Return48.88%57.48%
3Y Return (Ann)30.61%32.62%
5Y Return (Ann)28.03%28.06%
10Y Return (Ann)24.98%17.15%
Sharpe Ratio1.592.05
Sortino Ratio2.022.46
Omega Ratio1.311.36
Calmar Ratio2.402.97
Martin Ratio8.498.81
Ulcer Index5.67%6.67%
Daily Std Dev30.29%28.61%
Max Drawdown-95.19%-59.72%
Current Drawdown-6.62%-4.43%

Fundamentals


NSITHUBB
Market Cap$6.85B$23.63B
EPS$8.05$13.91
PE Ratio26.1331.64
PEG Ratio1.382.47
Total Revenue (TTM)$6.78B$4.20B
Gross Profit (TTM)$1.33B$1.42B
EBITDA (TTM)$416.65M$874.50M

Correlation

-0.50.00.51.00.4

The correlation between NSIT and HUBB is 0.36, 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

NSIT vs. HUBB - Performance Comparison

In the year-to-date period, NSIT achieves a 18.71% return, which is significantly lower than HUBB's 35.09% return. Over the past 10 years, NSIT has outperformed HUBB with an annualized return of 24.98%, while HUBB has yielded a comparatively lower 17.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctober
21.43%
18.64%
NSIT
HUBB

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Risk-Adjusted Performance

NSIT vs. HUBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insight Enterprises, Inc. (NSIT) and Hubbell Incorporated (HUBB). 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.


NSIT
Sharpe ratio
The chart of Sharpe ratio for NSIT, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.59
Sortino ratio
The chart of Sortino ratio for NSIT, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.006.002.02
Omega ratio
The chart of Omega ratio for NSIT, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for NSIT, currently valued at 2.40, compared to the broader market0.002.004.006.002.40
Martin ratio
The chart of Martin ratio for NSIT, currently valued at 8.49, compared to the broader market-10.000.0010.0020.0030.008.49
HUBB
Sharpe ratio
The chart of Sharpe ratio for HUBB, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.05
Sortino ratio
The chart of Sortino ratio for HUBB, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for HUBB, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for HUBB, currently valued at 2.97, compared to the broader market0.002.004.006.002.97
Martin ratio
The chart of Martin ratio for HUBB, currently valued at 8.81, compared to the broader market-10.000.0010.0020.0030.008.81

NSIT vs. HUBB - Sharpe Ratio Comparison

The current NSIT Sharpe Ratio is 1.59, which is comparable to the HUBB Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of NSIT and HUBB, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctober
1.59
2.05
NSIT
HUBB

Dividends

NSIT vs. HUBB - Dividend Comparison

NSIT has not paid dividends to shareholders, while HUBB's dividend yield for the trailing twelve months is around 1.11%.


TTM20232022202120202019201820172016201520142013
NSIT
Insight Enterprises, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUBB
Hubbell Incorporated
1.11%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%2.29%1.93%1.70%

Drawdowns

NSIT vs. HUBB - Drawdown Comparison

The maximum NSIT drawdown since its inception was -95.19%, which is greater than HUBB's maximum drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for NSIT and HUBB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctober
-6.62%
-4.43%
NSIT
HUBB

Volatility

NSIT vs. HUBB - Volatility Comparison

Insight Enterprises, Inc. (NSIT) has a higher volatility of 7.40% compared to Hubbell Incorporated (HUBB) at 6.28%. This indicates that NSIT's price experiences larger fluctuations and is considered to be riskier than HUBB based on this measure. 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%JuneJulyAugustSeptemberOctober
7.40%
6.28%
NSIT
HUBB

Financials

NSIT vs. HUBB - Financials Comparison

This section allows you to compare key financial metrics between Insight Enterprises, Inc. and Hubbell Incorporated. 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