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

Correlation

The correlation between ACN and ETN is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ACN vs. ETN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Accenture plc (ACN) and Eaton Corporation plc (ETN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
-12.71%
-16.38%
ACN
ETN

Key characteristics

Sharpe Ratio

ACN:

-0.33

ETN:

-0.30

Sortino Ratio

ACN:

-0.30

ETN:

-0.19

Omega Ratio

ACN:

0.96

ETN:

0.97

Calmar Ratio

ACN:

-0.27

ETN:

-0.37

Martin Ratio

ACN:

-0.92

ETN:

-0.91

Ulcer Index

ACN:

8.70%

ETN:

11.35%

Daily Std Dev

ACN:

24.63%

ETN:

34.11%

Max Drawdown

ACN:

-59.20%

ETN:

-68.95%

Current Drawdown

ACN:

-21.26%

ETN:

-26.44%

Fundamentals

Market Cap

ACN:

$196.45B

ETN:

$108.40B

EPS

ACN:

$12.14

ETN:

$9.49

PE Ratio

ACN:

25.83

ETN:

29.16

PEG Ratio

ACN:

2.58

ETN:

2.29

Total Revenue (TTM)

ACN:

$67.22B

ETN:

$18.94B

Gross Profit (TTM)

ACN:

$21.64B

ETN:

$7.28B

EBITDA (TTM)

ACN:

$11.84B

ETN:

$4.38B

Returns By Period

In the year-to-date period, ACN achieves a -10.48% return, which is significantly higher than ETN's -16.32% return. Over the past 10 years, ACN has underperformed ETN with an annualized return of 14.75%, while ETN has yielded a comparatively higher 18.34% annualized return.


ACN

YTD

-10.48%

1M

-10.02%

6M

-10.17%

1Y

-6.00%

5Y*

16.73%

10Y*

14.75%

ETN

YTD

-16.32%

1M

-5.32%

6M

-14.98%

1Y

-10.18%

5Y*

33.08%

10Y*

18.34%

*Annualized

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Risk-Adjusted Performance

ACN vs. ETN — Risk-Adjusted Performance Rank

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

ACN
The Risk-Adjusted Performance Rank of ACN is 3333
Overall Rank
The Sharpe Ratio Rank of ACN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ACN is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ACN is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ACN is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ACN is 3232
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 3333
Overall Rank
The Sharpe Ratio Rank of ETN is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACN vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) 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.


The chart of Sharpe ratio for ACN, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.00
ACN: -0.33
ETN: -0.30
The chart of Sortino ratio for ACN, currently valued at -0.30, compared to the broader market-6.00-4.00-2.000.002.004.00
ACN: -0.30
ETN: -0.19
The chart of Omega ratio for ACN, currently valued at 0.96, compared to the broader market0.501.001.502.00
ACN: 0.96
ETN: 0.97
The chart of Calmar ratio for ACN, currently valued at -0.27, compared to the broader market0.001.002.003.004.005.00
ACN: -0.27
ETN: -0.37
The chart of Martin ratio for ACN, currently valued at -0.92, compared to the broader market-5.000.005.0010.0015.0020.00
ACN: -0.92
ETN: -0.91

The current ACN Sharpe Ratio is -0.33, which is comparable to the ETN Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ACN and ETN, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.33
-0.30
ACN
ETN

Dividends

ACN vs. ETN - Dividend Comparison

ACN's dividend yield for the trailing twelve months is around 1.77%, more than ETN's 1.40% yield.


TTM20242023202220212020201920182017201620152014
ACN
Accenture plc
1.77%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%
ETN
Eaton Corporation plc
1.40%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

Drawdowns

ACN vs. ETN - Drawdown Comparison

The maximum ACN drawdown since its inception was -59.20%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for ACN and ETN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.26%
-26.44%
ACN
ETN

Volatility

ACN vs. ETN - Volatility Comparison

The current volatility for Accenture plc (ACN) is 9.70%, while Eaton Corporation plc (ETN) has a volatility of 11.27%. This indicates that ACN 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.70%
11.27%
ACN
ETN

Financials

ACN vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Accenture plc 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