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CW vs. ETN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, CW achieves a 34.90% return, which is significantly higher than ETN's 32.20% return. Both investments have delivered pretty close results over the past 10 years, with CW having a 24.75% annualized return and ETN not far behind at 23.76%.


CW

1D
1.30%
1M
1.99%
YTD
34.90%
6M
35.21%
1Y
66.58%
3Y*
65.94%
5Y*
43.22%
10Y*
24.75%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW vs. ETN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW
Curtiss-Wright Corporation
34.90%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%
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 CW and ETN is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.52

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

0.53

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

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 6, 1987

0.42

The correlation between CW and ETN shifts across timeframes, from 0.42 (all time) to 0.57 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CW:

$27.55B

ETN:

$162.92B

EPS

CW:

$13.64

ETN:

$10.22

PE Ratio

CW:

54.51

ETN:

40.94

PEG Ratio

CW:

2.97

ETN:

2.22

PS Ratio

CW:

7.72

ETN:

5.73

PB Ratio

CW:

10.47

ETN:

8.24

Total Revenue (TTM)

CW:

$3.61B

ETN:

$28.52B

Gross Profit (TTM)

CW:

$1.34B

ETN:

$7.87B

EBITDA (TTM)

CW:

$745.31M

ETN:

$4.75B

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Return for Risk

CW vs. ETN — Risk / Return Rank

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

CW
CW Risk / Return Rank: 8888
Overall Rank
CW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8484
Sortino Ratio Rank
CW Omega Ratio Rank: 8383
Omega Ratio Rank
CW Calmar Ratio Rank: 9292
Calmar Ratio Rank
CW Martin Ratio Rank: 9393
Martin Ratio Rank

ETN
ETN Risk / Return Rank: 6767
Overall Rank
ETN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 6464
Sortino Ratio Rank
ETN Omega Ratio Rank: 6363
Omega Ratio Rank
ETN Calmar Ratio Rank: 7070
Calmar Ratio Rank
ETN Martin Ratio Rank: 6969
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.

CW vs. ETN - Risk-Adjusted Trends 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.


CWETNDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.34

1.18

+0.16

Calmar ratioReturn relative to maximum drawdown

5.16

1.55

+3.61

Martin ratioReturn relative to average drawdown

15.04

3.38

+11.67

CW vs. ETN - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 2.06, which is higher than the ETN Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CW and ETN, 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


CWETNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

0.92

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.56

0.84

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.80

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.42

+0.18

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.


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Drawdown Indicators


CWETNDifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

-68.95%

+9.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-19.14%

+6.17%

Max Drawdown (3Y)

Largest decline over 3 years

-27.21%

-34.46%

+7.25%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-34.46%

+7.25%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-44.55%

-4.18%

Current Drawdown

Current decline from peak

-1.01%

-3.06%

+2.05%

Average Drawdown

Average peak-to-trough decline

-13.90%

-14.90%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

8.75%

-4.31%

Volatility

CW vs. ETN - Volatility Comparison

The current volatility for Curtiss-Wright Corporation (CW) is 9.18%, while Eaton Corporation plc (ETN) has a volatility of 12.45%. This indicates that CW 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


CWETNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.18%

12.45%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

25.72%

25.03%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

32.56%

32.02%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.79%

29.93%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.27%

29.95%

+0.32%

Dividends

CW vs. ETN - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.13%, less than ETN's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
CW
Curtiss-Wright Corporation
0.13%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%
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

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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
913.69M
7.45B
(CW) Total Revenue
(ETN) Total Revenue
Values in USD except per share items

CW vs. ETN - Profitability Comparison

The chart below illustrates the profitability comparison between Curtiss-Wright Corporation and Eaton Corporation plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
36.3%
0
Portfolio components
CW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.

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%.

CW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.

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%.

CW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.

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


CW and ETN have a correlation of 0.49, 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 CW (9.18%). In terms of maximum drawdown, CW dropped -59.19% vs ETN's -68.95%.

CW currently has the higher Sharpe Ratio (2.06 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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