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

Performance

DD vs. ETN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.17%
7.89%
DD
ETN

Returns By Period

In the year-to-date period, DD achieves a 7.97% return, which is significantly lower than ETN's 51.53% return.


DD

YTD

7.97%

1M

-3.56%

6M

5.17%

1Y

17.83%

5Y (annualized)

6.53%

10Y (annualized)

N/A

ETN

YTD

51.53%

1M

4.15%

6M

7.89%

1Y

60.75%

5Y (annualized)

34.66%

10Y (annualized)

21.44%

Fundamentals


DDETN
Market Cap$34.21B$142.45B
EPS$1.28$9.38
PE Ratio63.9538.43
PEG Ratio0.453.11
Total Revenue (TTM)$12.19B$24.61B
Gross Profit (TTM)$3.81B$9.42B
EBITDA (TTM)$2.21B$5.48B

Key characteristics


DDETN
Sharpe Ratio0.662.21
Sortino Ratio1.022.77
Omega Ratio1.171.40
Calmar Ratio0.683.07
Martin Ratio2.829.90
Ulcer Index6.02%6.14%
Daily Std Dev25.77%27.47%
Max Drawdown-62.03%-68.95%
Current Drawdown-8.59%-3.09%

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Correlation

-0.50.00.51.00.6

The correlation between DD and ETN is 0.59, 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.

Risk-Adjusted Performance

DD vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) 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 DD, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.662.21
The chart of Sortino ratio for DD, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.022.77
The chart of Omega ratio for DD, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.40
The chart of Calmar ratio for DD, currently valued at 0.68, compared to the broader market0.002.004.006.000.683.07
The chart of Martin ratio for DD, currently valued at 2.82, compared to the broader market-10.000.0010.0020.0030.002.829.90
DD
ETN

The current DD Sharpe Ratio is 0.66, which is lower than the ETN Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DD 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.66
2.21
DD
ETN

Dividends

DD vs. ETN - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 1.83%, more than ETN's 1.04% yield.


TTM20232022202120202019201820172016201520142013
DD
DuPont de Nemours, Inc.
1.83%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%0.00%
ETN
Eaton Corporation plc
1.04%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%

Drawdowns

DD vs. ETN - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for DD and ETN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.59%
-3.09%
DD
ETN

Volatility

DD vs. ETN - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 7.19%, while Eaton Corporation plc (ETN) has a volatility of 8.54%. This indicates that DD 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.19%
8.54%
DD
ETN

Financials

DD vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between DuPont de Nemours, Inc. 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