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

Correlation

The correlation between DD and ETN is 0.58, 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: 0.6

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%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
-13.21%
-14.22%
DD
ETN

Key characteristics

Sharpe Ratio

DD:

-0.03

ETN:

-0.23

Sortino Ratio

DD:

0.13

ETN:

-0.08

Omega Ratio

DD:

1.01

ETN:

0.99

Calmar Ratio

DD:

-0.04

ETN:

-0.28

Martin Ratio

DD:

-0.08

ETN:

-0.69

Ulcer Index

DD:

7.97%

ETN:

11.46%

Daily Std Dev

DD:

22.62%

ETN:

34.21%

Max Drawdown

DD:

-62.03%

ETN:

-68.95%

Current Drawdown

DD:

-15.15%

ETN:

-24.54%

Fundamentals

Market Cap

DD:

$31.46B

ETN:

$111.20B

EPS

DD:

$1.77

ETN:

$9.49

PE Ratio

DD:

42.51

ETN:

29.91

PEG Ratio

DD:

0.41

ETN:

2.31

Total Revenue (TTM)

DD:

$9.46B

ETN:

$18.94B

Gross Profit (TTM)

DD:

$3.64B

ETN:

$7.28B

EBITDA (TTM)

DD:

$2.07B

ETN:

$4.38B

Returns By Period

In the year-to-date period, DD achieves a -0.81% return, which is significantly higher than ETN's -14.16% return.


DD

YTD

-0.81%

1M

-4.54%

6M

-13.72%

1Y

-0.20%

5Y*

21.14%

10Y*

N/A

ETN

YTD

-14.16%

1M

2.31%

6M

-12.90%

1Y

-8.66%

5Y*

34.64%

10Y*

18.64%

*Annualized

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Risk-Adjusted Performance

DD vs. ETN — Risk-Adjusted Performance Rank

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

DD
The Risk-Adjusted Performance Rank of DD is 4747
Overall Rank
The Sharpe Ratio Rank of DD is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of DD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DD is 5050
Calmar Ratio Rank
The Martin Ratio Rank of DD is 5151
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 3737
Overall Rank
The Sharpe Ratio Rank of ETN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 3838
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.

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.


The chart of Sharpe ratio for DD, currently valued at -0.03, compared to the broader market-2.00-1.000.001.002.003.00
DD: -0.03
ETN: -0.23
The chart of Sortino ratio for DD, currently valued at 0.13, compared to the broader market-6.00-4.00-2.000.002.004.00
DD: 0.13
ETN: -0.08
The chart of Omega ratio for DD, currently valued at 1.01, compared to the broader market0.501.001.502.00
DD: 1.01
ETN: 0.99
The chart of Calmar ratio for DD, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00
DD: -0.04
ETN: -0.28
The chart of Martin ratio for DD, currently valued at -0.08, compared to the broader market-5.000.005.0010.0015.0020.00
DD: -0.08
ETN: -0.69

The current DD Sharpe Ratio is -0.03, which is higher than the ETN Sharpe Ratio of -0.23. 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.03
-0.23
DD
ETN

Dividends

DD vs. ETN - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 2.06%, more than ETN's 1.36% yield.


TTM20242023202220212020201920182017201620152014
DD
DuPont de Nemours, Inc.
2.06%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%
ETN
Eaton Corporation plc
1.36%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.15%
-24.54%
DD
ETN

Volatility

DD vs. ETN - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 6.65%, while Eaton Corporation plc (ETN) has a volatility of 11.56%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
6.65%
11.56%
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