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POWL vs. IESC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

POWL vs. IESC - Performance Comparison

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

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Returns By Period

In the year-to-date period, POWL achieves a 176.53% return, which is significantly higher than IESC's 88.91% return. Over the past 10 years, POWL has underperformed IESC with an annualized return of 40.62%, while IESC has yielded a comparatively higher 48.95% annualized return.


POWL

1D
3.06%
1M
-5.07%
YTD
176.53%
6M
157.11%
1Y
362.43%
3Y*
142.81%
5Y*
94.52%
10Y*
40.62%

IESC

1D
1.97%
1M
10.23%
YTD
88.91%
6M
66.06%
1Y
162.49%
3Y*
140.27%
5Y*
69.06%
10Y*
48.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWL vs. IESC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POWL
Powell Industries, Inc.
176.53%44.49%152.21%155.62%24.34%3.60%-37.60%101.58%-9.92%-24.00%
IESC
IES Holdings, Inc.
88.91%93.58%153.67%122.72%-29.76%9.99%79.42%65.02%-9.86%-9.92%

Correlation

The correlation between POWL and IESC is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 28, 1998

0.24

Over the past year, POWL and IESC have become more correlated (0.55) than their long-term average of 0.24, meaning their price movements have been converging.

Fundamentals

Market Cap

POWL:

$10.73B

IESC:

$14.83B

EPS

POWL:

$5.12

IESC:

$18.85

PE Ratio

POWL:

57.36

IESC:

38.98

PEG Ratio

POWL:

0.09

IESC:

0.47

PS Ratio

POWL:

9.47

IESC:

4.08

PB Ratio

POWL:

15.13

IESC:

13.83

Total Revenue (TTM)

POWL:

$1.13B

IESC:

$3.63B

Gross Profit (TTM)

POWL:

$340.78M

IESC:

$931.31M

EBITDA (TTM)

POWL:

$236.11M

IESC:

$487.14M

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Return for Risk

POWL vs. IESC — Risk / Return Rank

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

POWL
POWL Risk / Return Rank: 9898
Overall Rank
POWL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
POWL Sortino Ratio Rank: 9898
Sortino Ratio Rank
POWL Omega Ratio Rank: 9696
Omega Ratio Rank
POWL Calmar Ratio Rank: 9898
Calmar Ratio Rank
POWL Martin Ratio Rank: 9999
Martin Ratio Rank

IESC
IESC Risk / Return Rank: 9292
Overall Rank
IESC Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IESC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IESC Omega Ratio Rank: 8888
Omega Ratio Rank
IESC Calmar Ratio Rank: 9696
Calmar Ratio Rank
IESC Martin Ratio Rank: 9696
Martin Ratio Rank
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.

POWL vs. IESC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Powell Industries, Inc. (POWL) 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.


POWLIESCDifference
Sharpe ratioReturn per unit of total volatility

+3.60

Sortino ratioReturn per unit of downside risk

+2.14

Omega ratioGain probability vs. loss probability

1.62

1.39

+0.23

Calmar ratioReturn relative to maximum drawdown

11.83

7.50

+4.33

Martin ratioReturn relative to average drawdown

37.87

21.33

+16.54

POWL vs. IESC - Sharpe Ratio Comparison

The current POWL Sharpe Ratio is 6.24, which is higher than the IESC Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of POWL and IESC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


POWLIESCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.24

2.64

+3.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.48

1.29

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

1.02

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.05

+0.23

Drawdowns

POWL vs. IESC - Drawdown Comparison

The maximum POWL drawdown since its inception was -73.10%, smaller than the maximum IESC drawdown of -98.32%. Use the drawdown chart below to compare losses from any high point for POWL and IESC.


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Drawdown Indicators


POWLIESCDifference

Max Drawdown

Largest peak-to-trough decline

-73.10%

-98.32%

+25.22%

Max Drawdown (1Y)

Largest decline over 1 year

-30.88%

-21.80%

-9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-55.76%

-49.23%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-55.76%

-54.22%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

-54.28%

-14.57%

Current Drawdown

Current decline from peak

-8.80%

-0.97%

-7.83%

Average Drawdown

Average peak-to-trough decline

-36.11%

-55.01%

+18.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.63%

7.66%

+1.97%

Volatility

POWL vs. IESC - Volatility Comparison

Powell Industries, Inc. (POWL) has a higher volatility of 15.85% compared to IES Holdings, Inc. (IESC) at 11.77%. This indicates that POWL'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


POWLIESCDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.85%

11.77%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

42.91%

49.79%

-6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

58.63%

62.06%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

53.94%

+10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.69%

48.10%

+6.59%

Dividends

POWL vs. IESC - Dividend Comparison

POWL's dividend yield for the trailing twelve months is around 0.12%, while IESC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IESC
IES Holdings, 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%
POWL
Powell Industries, Inc.
0.12%0.34%0.48%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%

Financials

POWL vs. IESC - Financials Comparison

This section allows you to compare key financial metrics between Powell Industries, 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
296.62M
974.20M
(POWL) Total Revenue
(IESC) Total Revenue
Values in USD except per share items

POWL vs. IESC - Profitability Comparison

The chart below illustrates the profitability comparison between Powell Industries, Inc. and IES Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
29.7%
24.5%
Portfolio components
POWL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Powell Industries, Inc. reported a gross profit of 87.94M and revenue of 296.62M. Therefore, the gross margin over that period was 29.7%.

IESC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported a gross profit of 238.70M and revenue of 974.20M. Therefore, the gross margin over that period was 24.5%.

POWL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Powell Industries, Inc. reported an operating income of 57.58M and revenue of 296.62M, resulting in an operating margin of 19.4%.

IESC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported an operating income of 112.30M and revenue of 974.20M, resulting in an operating margin of 11.5%.

POWL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Powell Industries, Inc. reported a net income of 45.89M and revenue of 296.62M, resulting in a net margin of 15.5%.

IESC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IES Holdings, Inc. reported a net income of 110.00M and revenue of 974.20M, resulting in a net margin of 11.3%.


Frequently Asked Questions


POWL and IESC have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POWL has higher volatility (15.85%) compared to IESC (11.77%). In terms of maximum drawdown, POWL dropped -73.10% vs IESC's -98.32%.

POWL currently has the higher Sharpe Ratio (6.24 vs 2.64), 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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