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

Correlation

The correlation between CW and ETN is 0.41, 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.


-0.50.00.51.00.4

Performance

CW vs. ETN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
32.60%
11.71%
CW
ETN

Key characteristics

Sharpe Ratio

CW:

2.76

ETN:

1.70

Sortino Ratio

CW:

3.38

ETN:

2.26

Omega Ratio

CW:

1.49

ETN:

1.31

Calmar Ratio

CW:

5.87

ETN:

2.41

Martin Ratio

CW:

17.46

ETN:

7.01

Ulcer Index

CW:

3.83%

ETN:

6.82%

Daily Std Dev

CW:

24.21%

ETN:

28.08%

Max Drawdown

CW:

-59.19%

ETN:

-68.95%

Current Drawdown

CW:

-5.74%

ETN:

-8.28%

Fundamentals

Market Cap

CW:

$13.92B

ETN:

$136.85B

EPS

CW:

$10.57

ETN:

$9.42

PE Ratio

CW:

34.71

ETN:

36.76

PEG Ratio

CW:

2.71

ETN:

3.00

Total Revenue (TTM)

CW:

$2.30B

ETN:

$18.64B

Gross Profit (TTM)

CW:

$836.12M

ETN:

$7.07B

EBITDA (TTM)

CW:

$482.90M

ETN:

$4.16B

Returns By Period

In the year-to-date period, CW achieves a 3.40% return, which is significantly lower than ETN's 4.34% return. Over the past 10 years, CW has underperformed ETN with an annualized return of 19.41%, while ETN has yielded a comparatively higher 21.60% annualized return.


CW

YTD

3.40%

1M

6.40%

6M

32.60%

1Y

64.40%

5Y*

20.45%

10Y*

19.41%

ETN

YTD

4.34%

1M

3.33%

6M

11.71%

1Y

45.99%

5Y*

32.14%

10Y*

21.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CW vs. ETN — Risk-Adjusted Performance Rank

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

CW
The Risk-Adjusted Performance Rank of CW is 9696
Overall Rank
The Sharpe Ratio Rank of CW is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CW is 9494
Sortino Ratio Rank
The Omega Ratio Rank of CW is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CW is 9999
Calmar Ratio Rank
The Martin Ratio Rank of CW is 9797
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 8888
Overall Rank
The Sharpe Ratio Rank of ETN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 8686
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.

CW vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) 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.


Sharpe ratio
The chart of Sharpe ratio for CW, currently valued at 2.76, compared to the broader market-2.000.002.004.002.761.70
The chart of Sortino ratio for CW, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.006.003.382.26
The chart of Omega ratio for CW, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.31
The chart of Calmar ratio for CW, currently valued at 5.87, compared to the broader market0.002.004.006.005.872.41
The chart of Martin ratio for CW, currently valued at 17.46, compared to the broader market-10.000.0010.0020.0030.0017.467.01
CW
ETN

The current CW Sharpe Ratio is 2.76, which is higher than the ETN Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of CW 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.76
1.70
CW
ETN

Dividends

CW vs. ETN - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.23%, less than ETN's 1.09% yield.


TTM20242023202220212020201920182017201620152014
CW
Curtiss-Wright Corporation
0.23%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%0.74%
ETN
Eaton Corporation plc
1.09%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

Drawdowns

CW vs. ETN - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for CW and ETN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.74%
-8.28%
CW
ETN

Volatility

CW vs. ETN - Volatility Comparison

Curtiss-Wright Corporation (CW) has a higher volatility of 9.16% compared to Eaton Corporation plc (ETN) at 6.46%. This indicates that CW's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
9.16%
6.46%
CW
ETN

Financials

CW vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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