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DD vs. ETN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, DD achieves a 21.73% return, which is significantly lower than ETN's 37.62% return.


DD

1D
1.01%
1M
0.89%
YTD
21.73%
6M
17.97%
1Y
78.63%
3Y*
21.99%
5Y*
10.88%
10Y*

ETN

1D
3.32%
1M
11.35%
YTD
37.62%
6M
36.82%
1Y
33.08%
3Y*
32.57%
5Y*
26.72%
10Y*
25.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DD vs. ETN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DD
DuPont de Nemours, Inc.
21.73%28.77%1.04%14.36%-13.36%15.41%13.28%-1.38%
ETN
Eaton Corporation plc
37.62%-2.79%39.51%56.22%-7.18%46.70%29.88%29.31%

Correlation

The correlation between DD and ETN is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.42

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

0.52

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2019

0.56

The correlation between DD and ETN shifts across timeframes, from 0.42 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DD:

$19.89B

ETN:

$169.61B

EPS

DD:

-$0.10

ETN:

$10.22

PS Ratio

DD:

2.07

ETN:

5.96

PB Ratio

DD:

1.42

ETN:

8.58

Total Revenue (TTM)

DD:

$9.70B

ETN:

$28.52B

Gross Profit (TTM)

DD:

$2.68B

ETN:

$7.87B

EBITDA (TTM)

DD:

$1.54B

ETN:

$4.75B

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Return for Risk

DD vs. ETN — Risk / Return Rank

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

DD
DD Risk / Return Rank: 9292
Overall Rank
DD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DD Sortino Ratio Rank: 9292
Sortino Ratio Rank
DD Omega Ratio Rank: 9090
Omega Ratio Rank
DD Calmar Ratio Rank: 9191
Calmar Ratio Rank
DD Martin Ratio Rank: 9292
Martin Ratio Rank

ETN
ETN Risk / Return Rank: 6969
Overall Rank
ETN Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETN Omega Ratio Rank: 6666
Omega Ratio Rank
ETN Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETN Martin Ratio Rank: 7171
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.

DD vs. ETN - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DDETNDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.41

1.19

+0.22

Calmar ratioReturn relative to maximum drawdown

4.57

1.74

+2.83

Martin ratioReturn relative to average drawdown

14.07

3.74

+10.33

DD vs. ETN - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 2.55, which is higher than the ETN Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DD 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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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.


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Drawdown Indicators


DDETNDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-68.95%

+6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.31%

-19.14%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-37.84%

-34.46%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-40.22%

-34.46%

-5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.55%

Current Drawdown

Current decline from peak

-5.04%

0.00%

-5.04%

Average Drawdown

Average peak-to-trough decline

-14.53%

-14.89%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

8.88%

-3.27%

Volatility

DD vs. ETN - Volatility Comparison

The current volatility for DuPont de Nemours, Inc. (DD) is 9.55%, while Eaton Corporation plc (ETN) has a volatility of 13.19%. 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.


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Volatility by Period


DDETNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

13.19%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

23.68%

26.35%

-2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

31.05%

33.55%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.04%

30.30%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.29%

30.16%

+4.13%

Dividends

DD vs. ETN - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 101.39%, more than ETN's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
DD
DuPont de Nemours, Inc.
101.39%121.72%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%
ETN
Eaton Corporation plc
0.98%1.31%1.13%1.43%2.06%1.76%1.88%3.00%3.85%3.04%3.40%4.23%

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


2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
1.68B
7.45B
(DD) Total Revenue
(ETN) Total Revenue
Values in USD except per share items

DD vs. ETN - Profitability Comparison

The chart below illustrates the profitability comparison between DuPont de Nemours, Inc. 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%2022202320242025202600
Portfolio components
DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported a gross profit of 0.00 and revenue of 1.68B. Therefore, the gross margin over that period was 0.0%.

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%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported an operating income of 14.00M and revenue of 1.68B, resulting in an operating margin of 0.8%.

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%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported a net income of 150.00M and revenue of 1.68B, resulting in a net margin of 8.9%.

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


DD and ETN have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETN has higher volatility (13.19%) compared to DD (9.55%). In terms of maximum drawdown, DD dropped -62.03% vs ETN's -68.95%.

DD currently has the higher Sharpe Ratio (2.55 vs 0.99), 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.

Portfolio Optimizer

Find the right allocation for DD and ETN

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