DQ vs. ENTG
Compare and contrast key facts about Daqo New Energy Corp. (DQ) and Entegris, Inc. (ENTG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DQ or ENTG.
Performance
DQ vs. ENTG - Performance Comparison
Returns By Period
In the year-to-date period, DQ achieves a -28.42% return, which is significantly lower than ENTG's -16.64% return. Over the past 10 years, DQ has underperformed ENTG with an annualized return of 10.80%, while ENTG has yielded a comparatively higher 22.81% annualized return.
DQ
-28.42%
0.26%
1.22%
-29.43%
19.28%
10.80%
ENTG
-16.64%
-3.48%
-24.94%
-2.90%
16.71%
22.81%
Fundamentals
DQ | ENTG | |
---|---|---|
Market Cap | $1.42B | $15.03B |
EPS | -$1.68 | $1.51 |
PEG Ratio | 0.17 | 1.58 |
Total Revenue (TTM) | $1.31B | $3.20B |
Gross Profit (TTM) | -$60.47M | $1.35B |
EBITDA (TTM) | $18.98M | $866.02M |
Key characteristics
DQ | ENTG | |
---|---|---|
Sharpe Ratio | -0.42 | -0.08 |
Sortino Ratio | -0.18 | 0.17 |
Omega Ratio | 0.98 | 1.02 |
Calmar Ratio | -0.36 | -0.09 |
Martin Ratio | -1.00 | -0.20 |
Ulcer Index | 31.47% | 15.72% |
Daily Std Dev | 75.19% | 40.37% |
Max Drawdown | -94.98% | -97.21% |
Current Drawdown | -84.66% | -34.90% |
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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.
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
Daqo New Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Volatility
DQ vs. ENTG - Volatility Comparison
Daqo New Energy Corp. (DQ) has a higher volatility of 37.56% compared to Entegris, Inc. (ENTG) at 11.16%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities