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ABBNY vs. ETN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ABBNYETN
YTD Return20.88%37.95%
1Y Return44.91%95.82%
3Y Return (Ann)20.77%33.30%
5Y Return (Ann)27.65%36.35%
10Y Return (Ann)12.73%19.73%
Sharpe Ratio2.264.01
Daily Std Dev20.47%25.25%
Max Drawdown-93.98%-68.95%
Current Drawdown-1.74%-2.30%

Fundamentals


ABBNYETN
Market Cap$96.24B$132.19B
EPS$1.95$8.46
PE Ratio26.6839.07
PEG Ratio1.423.26
Revenue (TTM)$32.25B$23.66B
Gross Profit (TTM)$9.73B$6.89B
EBITDA (TTM)$5.64B$5.05B

Correlation

-0.50.00.51.00.5

The correlation between ABBNY and ETN is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ABBNY vs. ETN - Performance Comparison

In the year-to-date period, ABBNY achieves a 20.88% return, which is significantly lower than ETN's 37.95% return. Over the past 10 years, ABBNY has underperformed ETN with an annualized return of 12.73%, while ETN has yielded a comparatively higher 19.73% 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%1,000.00%2,000.00%3,000.00%4,000.00%December2024FebruaryMarchAprilMay
633.02%
3,522.54%
ABBNY
ETN

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ABB Ltd

Eaton Corporation plc

Risk-Adjusted Performance

ABBNY vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) and Eaton Corporation plc (ETN). 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.


ABBNY
Sharpe ratio
The chart of Sharpe ratio for ABBNY, currently valued at 2.26, compared to the broader market-2.00-1.000.001.002.003.004.002.26
Sortino ratio
The chart of Sortino ratio for ABBNY, currently valued at 2.93, compared to the broader market-4.00-2.000.002.004.006.002.93
Omega ratio
The chart of Omega ratio for ABBNY, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ABBNY, currently valued at 2.51, compared to the broader market0.002.004.006.002.51
Martin ratio
The chart of Martin ratio for ABBNY, currently valued at 7.07, compared to the broader market-10.000.0010.0020.0030.007.07
ETN
Sharpe ratio
The chart of Sharpe ratio for ETN, currently valued at 4.01, compared to the broader market-2.00-1.000.001.002.003.004.004.01
Sortino ratio
The chart of Sortino ratio for ETN, currently valued at 4.88, compared to the broader market-4.00-2.000.002.004.006.004.88
Omega ratio
The chart of Omega ratio for ETN, currently valued at 1.65, compared to the broader market0.501.001.502.001.65
Calmar ratio
The chart of Calmar ratio for ETN, currently valued at 5.47, compared to the broader market0.002.004.006.005.47
Martin ratio
The chart of Martin ratio for ETN, currently valued at 18.97, compared to the broader market-10.000.0010.0020.0030.0018.97

ABBNY vs. ETN - Sharpe Ratio Comparison

The current ABBNY Sharpe Ratio is 2.26, which is lower than the ETN Sharpe Ratio of 4.01. The chart below compares the 12-month rolling Sharpe Ratio of ABBNY and ETN.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50December2024FebruaryMarchAprilMay
2.26
4.01
ABBNY
ETN

Dividends

ABBNY vs. ETN - Dividend Comparison

ABBNY's dividend yield for the trailing twelve months is around 1.90%, more than ETN's 1.09% yield.


TTM20232022202120202019201820172016201520142013
ABBNY
ABB Ltd
1.90%2.07%2.91%2.41%2.91%3.48%4.57%2.96%3.80%4.59%3.89%2.92%
ETN
Eaton Corporation plc
1.09%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%

Drawdowns

ABBNY vs. ETN - Drawdown Comparison

The maximum ABBNY drawdown since its inception was -93.98%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for ABBNY and ETN. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.74%
-2.30%
ABBNY
ETN

Volatility

ABBNY vs. ETN - Volatility Comparison

ABB Ltd (ABBNY) and Eaton Corporation plc (ETN) have volatilities of 7.26% and 7.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
7.26%
7.20%
ABBNY
ETN

Financials

ABBNY vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between ABB Ltd and Eaton Corporation plc. 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