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DQ vs. ENTG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DQ and ENTG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

DQ vs. ENTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daqo New Energy Corp. (DQ) and Entegris, Inc. (ENTG). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
70.83%
2,039.34%
DQ
ENTG

Key characteristics

Sharpe Ratio

DQ:

-0.32

ENTG:

-0.33

Sortino Ratio

DQ:

0.03

ENTG:

-0.20

Omega Ratio

DQ:

1.00

ENTG:

0.98

Calmar Ratio

DQ:

-0.28

ENTG:

-0.38

Martin Ratio

DQ:

-0.75

ENTG:

-0.77

Ulcer Index

DQ:

32.86%

ENTG:

17.80%

Daily Std Dev

DQ:

77.12%

ENTG:

41.14%

Max Drawdown

DQ:

-94.98%

ENTG:

-97.21%

Current Drawdown

DQ:

-85.89%

ENTG:

-34.96%

Fundamentals

Market Cap

DQ:

$1.42B

ENTG:

$16.51B

EPS

DQ:

-$1.68

ENTG:

$1.51

PEG Ratio

DQ:

0.17

ENTG:

1.58

Total Revenue (TTM)

DQ:

$1.31B

ENTG:

$3.20B

Gross Profit (TTM)

DQ:

-$60.47M

ENTG:

$1.35B

EBITDA (TTM)

DQ:

-$46.34M

ENTG:

$866.02M

Returns By Period

In the year-to-date period, DQ achieves a -34.17% return, which is significantly lower than ENTG's -16.72% return. Over the past 10 years, DQ has underperformed ENTG with an annualized return of 12.39%, while ENTG has yielded a comparatively higher 22.75% annualized return.


DQ

YTD

-34.17%

1M

-12.97%

6M

-1.90%

1Y

-30.87%

5Y*

11.89%

10Y*

12.39%

ENTG

YTD

-16.72%

1M

-0.50%

6M

-25.40%

1Y

-16.59%

5Y*

14.72%

10Y*

22.75%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DQ vs. ENTG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Daqo New Energy Corp. (DQ) and Entegris, Inc. (ENTG). 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 DQ, currently valued at -0.32, compared to the broader market-4.00-2.000.002.00-0.32-0.33
The chart of Sortino ratio for DQ, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.03-0.20
The chart of Omega ratio for DQ, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.98
The chart of Calmar ratio for DQ, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28-0.38
The chart of Martin ratio for DQ, currently valued at -0.75, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.75-0.77
DQ
ENTG

The current DQ Sharpe Ratio is -0.32, which is comparable to the ENTG Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of DQ and ENTG, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.32
-0.33
DQ
ENTG

Dividends

DQ vs. ENTG - Dividend Comparison

DQ has not paid dividends to shareholders, while ENTG's dividend yield for the trailing twelve months is around 0.40%.


TTM2023202220212020201920182017
DQ
Daqo New Energy Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENTG
Entegris, Inc.
0.40%0.33%0.61%0.23%0.33%0.60%1.00%0.23%

Drawdowns

DQ vs. ENTG - Drawdown Comparison

The maximum DQ drawdown since its inception was -94.98%, roughly equal to the maximum ENTG drawdown of -97.21%. Use the drawdown chart below to compare losses from any high point for DQ and ENTG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.89%
-34.96%
DQ
ENTG

Volatility

DQ vs. ENTG - Volatility Comparison

Daqo New Energy Corp. (DQ) has a higher volatility of 20.16% compared to Entegris, Inc. (ENTG) at 13.03%. This indicates that DQ's price experiences larger fluctuations and is considered to be riskier than ENTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
20.16%
13.03%
DQ
ENTG

Financials

DQ vs. ENTG - Financials Comparison

This section allows you to compare key financial metrics between Daqo New Energy Corp. and Entegris, Inc.. 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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