ABBNY vs. ETN
ABBNY (ABB Ltd) and ETN (Eaton Corporation plc) are both stocks. Both are in the Industrials sector — ABBNY in Electrical Equipment & Parts, ETN in Specialty Industrial Machinery. Over the past 10 years, ABBNY returned 21.54%/yr vs 23.76%/yr for ETN. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
ABBNY vs. ETN - Performance Comparison
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Returns By Period
In the year-to-date period, ABBNY achieves a 47.37% return, which is significantly higher than ETN's 32.20% return. Over the past 10 years, ABBNY has underperformed ETN with an annualized return of 21.54%, while ETN has yielded a comparatively higher 23.76% annualized return.
ABBNY
- 1D
- -0.34%
- 1M
- 4.37%
- YTD
- 47.37%
- 6M
- 50.44%
- 1Y
- 89.48%
- 3Y*
- 44.86%
- 5Y*
- 27.83%
- 10Y*
- 21.54%
ETN
- 1D
- -0.62%
- 1M
- 2.17%
- YTD
- 32.20%
- 6M
- 24.24%
- 1Y
- 29.46%
- 3Y*
- 33.34%
- 5Y*
- 25.00%
- 10Y*
- 23.76%
ABBNY vs. ETN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 47.37% | 40.49% | 23.75% | 49.62% | -18.13% | 40.40% | 21.21% | 31.87% | -26.52% | 31.68% |
ETN Eaton Corporation plc | 32.20% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 29.88% | 42.76% | -10.04% | 21.54% |
Correlation
The correlation between ABBNY and ETN is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2001 | 0.52 |
The correlation between ABBNY and ETN has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.
Fundamentals
ABBNY:
$195.61B
ETN:
$162.92B
ABBNY:
$2.71
ETN:
$10.22
ABBNY:
39.60
ETN:
40.94
ABBNY:
3.99
ETN:
2.22
ABBNY:
5.49
ETN:
5.73
ABBNY:
13.25
ETN:
8.24
ABBNY:
$35.74B
ETN:
$28.52B
ABBNY:
$14.33B
ETN:
$7.87B
ABBNY:
$7.34B
ETN:
$4.75B
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Return for Risk
ABBNY vs. ETN — Risk / Return Rank
ABBNY
ETN
ABBNY vs. ETN - Risk-Adjusted Trends 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 | ETN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.18 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 5.72 | 1.55 | +4.18 |
| Martin ratioReturn relative to average drawdown | 22.72 | 3.38 | +19.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABBNY | ETN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.09 | 0.92 | +2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.84 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.80 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.42 | -0.13 |
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.
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Drawdown Indicators
| ABBNY | ETN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -68.95% | -25.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -19.14% | +3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | -34.46% | +14.20% |
Max Drawdown (5Y)Largest decline over 5 years | -36.07% | -34.46% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -44.55% | +0.57% |
Current DrawdownCurrent decline from peak | -1.40% | -3.06% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -14.90% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 8.75% | -4.80% |
Volatility
ABBNY vs. ETN - Volatility Comparison
The current volatility for ABB Ltd (ABBNY) is 9.39%, while Eaton Corporation plc (ETN) has a volatility of 12.45%. This indicates that ABBNY experiences smaller price fluctuations and is considered to be less risky than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABBNY | ETN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 12.45% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 23.81% | 25.03% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.13% | 32.02% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.93% | 29.93% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 29.95% | -4.59% |
Dividends
ABBNY vs. ETN - Dividend Comparison
ABBNY's dividend yield for the trailing twelve months is around 1.13%, more than ETN's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.13% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
ETN Eaton Corporation plc | 1.02% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
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.
Total Revenue: Total amount of money received from sales and other business activities
ABBNY vs. ETN - Profitability Comparison
ABBNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a gross profit of 3.44B and revenue of 8.73B. Therefore, the gross margin over that period was 39.4%.
ETN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a gross profit of 0.00 and revenue of 7.45B. Therefore, the gross margin over that period was 0.0%.
ABBNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported an operating income of 1.43B and revenue of 8.73B, resulting in an operating margin of 16.4%.
ETN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported an operating income of 0.00 and revenue of 7.45B, resulting in an operating margin of 0.0%.
ABBNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a net income of 1.32B and revenue of 8.73B, resulting in a net margin of 15.2%.
ETN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a net income of 866.00M and revenue of 7.45B, resulting in a net margin of 11.6%.
Frequently Asked Questions
ABBNY and ETN have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETN has higher volatility (12.45%) compared to ABBNY (9.39%). In terms of maximum drawdown, ABBNY dropped -93.98% vs ETN's -68.95%.
ABBNY currently has the higher Sharpe Ratio (3.09 vs 0.92), 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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