DQ vs. ENTG

Last updated Jun 3, 2026

DQ (Daqo New Energy Corp.) and ENTG (Entegris, Inc.) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 10 years, DQ returned 13.96%/yr vs 26.35%/yr for ENTG. At a 0.29 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, DQ achieves a -43.05% return, which is significantly lower than ENTG's 69.90% return. Over the past 10 years, DQ has underperformed ENTG with an annualized return of 13.96%, while ENTG has yielded a comparatively higher 26.35% annualized return.

DQ

• 1D: 2.56%
• 1M: -12.23%
• YTD: -43.05%
• 6M: -49.20%
• 1Y: 28.74%
• 3Y*: -24.06%
• 5Y*: -26.24%
• 10Y*: 13.96%

ENTG

• 1D: 5.30%
• 1M: 0.44%
• YTD: 69.90%
• 6M: 79.33%
• 1Y: 109.78%
• 3Y*: 10.07%
• 5Y*: 5.25%
• 10Y*: 26.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DQ vs. ENTG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DQ Daqo New Energy Corp.	-43.05%	51.75%	-26.92%	-31.11%	-4.24%	-29.71%	460.16%	118.80%	-60.63%	207.98%
ENTG Entegris, Inc.	69.90%	-14.57%	-17.05%	83.54%	-52.49%	44.59%	92.86%	80.87%	-7.56%	70.48%

Correlation

The correlation between DQ and ENTG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Oct 8, 2010	0.29

Fundamentals

Market Cap DQ : $1.14B ENTG : $21.90B
EPS DQ : -$2.78 ENTG : $1.74
PS Ratio DQ : 1.99 ENTG : 6.74
PB Ratio DQ : 0.26 ENTG : 5.26
Total Revenue (TTM) DQ : $568.81M ENTG : $3.24B
Gross Profit (TTM) DQ : -$195.95M ENTG : $1.40B
EBITDA (TTM) DQ : -$101.58M ENTG : $789.60M

Return for Risk

DQ vs. ENTG — Risk / Return Rank

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

DQ

DQ Risk / Return Rank: 54
DQ Sharpe Ratio Rank: 55
DQ Sortino Ratio Rank: 57
DQ Omega Ratio Rank: 54
DQ Calmar Ratio Rank: 51
DQ Martin Ratio Rank: 52

ENTG

ENTG Risk / Return Rank: 84
ENTG Sharpe Ratio Rank: 87
ENTG Sortino Ratio Rank: 81
ENTG Omega Ratio Rank: 81
ENTG Calmar Ratio Rank: 85
ENTG Martin Ratio Rank: 86

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.

DQ vs. ENTG - Risk-Adjusted Trends 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.

	DQ	ENTG	Difference
Sharpe ratio Return per unit of total volatility	0.42	1.96	-1.53
Sortino ratio Return per unit of downside risk	1.14	2.43	-1.29
Omega ratio Gain probability vs. loss probability	1.14	1.32	-0.18
Calmar ratio Return relative to maximum drawdown	0.48	3.47	-3.00
Martin ratio Return relative to average drawdown	1.01	9.71	-8.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DQ vs. ENTG - Sharpe Ratio Comparison

The current DQ Sharpe Ratio is 0.42, which is lower than the ENTG Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DQ and ENTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DQ	ENTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	1.96	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.38	0.10	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.58	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.19	-0.15

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.

Drawdown Indicators

	DQ	ENTG	Difference
Max Drawdown Largest peak-to-trough decline	-94.98%	-97.21%	+2.23%
Max Drawdown (1Y) Largest decline over 1 year	-54.10%	-31.30%	-22.80%
Max Drawdown (3Y) Largest decline over 3 years	-70.13%	-56.93%	-13.20%
Max Drawdown (5Y) Largest decline over 5 years	-84.24%	-59.32%	-24.92%
Max Drawdown (10Y) Largest decline over 10 years	-89.74%	-59.32%	-30.42%
Current Drawdown Current decline from peak	-86.47%	-8.58%	-77.89%
Average Drawdown Average peak-to-trough decline	-60.88%	-36.52%	-24.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.47%	11.20%	+14.27%

Volatility

DQ vs. ENTG - Volatility Comparison

The current volatility for Daqo New Energy Corp. (DQ) is 12.33%, while Entegris, Inc. (ENTG) has a volatility of 16.51%. This indicates that DQ experiences smaller price fluctuations and is considered to be less risky than ENTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DQ	ENTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.33%	16.51%	-4.18%
Volatility (6M) Calculated over the trailing 6-month period	37.10%	40.41%	-3.31%
Volatility (1Y) Calculated over the trailing 1-year period	68.01%	56.35%	+11.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.25%	51.27%	+18.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.76%	45.36%	+28.40%

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 0.28%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DQ Daqo New Energy Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ENTG Entegris, Inc.	0.28%	0.47%	0.40%	0.33%	0.61%	0.23%	0.33%	0.60%	1.00%	0.23%

Financials

Frequently Asked Questions

Can I hold both DQ and ENTG in my portfolio?

DQ and ENTG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DQ or ENTG?

ENTG has higher volatility (16.51%) compared to DQ (12.33%). In terms of maximum drawdown, DQ dropped -94.98% vs ENTG's -97.21%.

Which has better risk-adjusted returns?

ENTG currently has the higher Sharpe Ratio (1.96 vs 0.42), 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.