PGTI vs. IESC

Last updated Apr 2, 2026

Compare and contrast key facts about PGT Innovations, Inc. (PGTI) and IES Holdings, Inc. (IESC).

Performance

PGTI vs. IESC - Performance Comparison

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

PGTI vs. IESC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PGTI PGT Innovations, Inc.	0.00%	0.00%	3.17%	126.61%	-20.14%	10.57%	36.42%	-5.93%	-5.93%	47.16%
IESC IES Holdings, Inc.	24.38%	93.58%	153.67%	122.72%	-29.76%	9.99%	79.42%	65.02%	-9.86%	-9.92%

Fundamentals

Total Revenue (TTM) PGTI : $1.50B IESC : $3.49B
Gross Profit (TTM) PGTI : $590.64M IESC : $901.48M
EBITDA (TTM) PGTI : $250.33M IESC : $451.44M

Returns By Period

PGTI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IESC

• 1D: 1.55%
• 1M: -3.69%
• YTD: 24.38%
• 6M: 23.55%
• 1Y: 186.54%
• 3Y*: 123.93%
• 5Y*: 55.37%
• 10Y*: 42.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PGTI vs. IESC — Risk / Return Rank

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

IESC

IESC Risk / Return Rank: 95
IESC Sharpe Ratio Rank: 96
IESC Sortino Ratio Rank: 91
IESC Omega Ratio Rank: 91
IESC Calmar Ratio Rank: 98
IESC Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PGTI vs. IESC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGT Innovations, Inc. (PGTI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PGTI	IESC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.05	—

Correlation

The correlation between PGTI and IESC is 0.21, 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.

Dividends

PGTI vs. IESC - Dividend Comparison

Neither PGTI nor IESC has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	PGTI	IESC	Difference
Max Drawdown Largest peak-to-trough decline	—	-98.32%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-21.80%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-54.28%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-54.28%	—
Current Drawdown Current decline from peak	—	-6.89%	—
Average Drawdown Average peak-to-trough decline	—	-55.35%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.83%	—

Volatility

Volatility by Period

	PGTI	IESC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.54%	—
Volatility (6M) Calculated over the trailing 6-month period	—	51.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	64.25%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	53.02%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	48.04%	—

Financials