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

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.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
1.23%
-24.94%
DQ
ENTG

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

YTD

-28.42%

1M

0.26%

6M

1.22%

1Y

-29.43%

5Y (annualized)

19.28%

10Y (annualized)

10.80%

ENTG

YTD

-16.64%

1M

-3.48%

6M

-24.94%

1Y

-2.90%

5Y (annualized)

16.71%

10Y (annualized)

22.81%

Fundamentals


DQENTG
Market Cap$1.42B$15.03B
EPS-$1.68$1.51
PEG Ratio0.171.58
Total Revenue (TTM)$1.31B$3.20B
Gross Profit (TTM)-$60.47M$1.35B
EBITDA (TTM)$18.98M$866.02M

Key characteristics


DQENTG
Sharpe Ratio-0.42-0.08
Sortino Ratio-0.180.17
Omega Ratio0.981.02
Calmar Ratio-0.36-0.09
Martin Ratio-1.00-0.20
Ulcer Index31.47%15.72%
Daily Std Dev75.19%40.37%
Max Drawdown-94.98%-97.21%
Current Drawdown-84.66%-34.90%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for DQ, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00-0.42-0.08
The chart of Sortino ratio for DQ, currently valued at -0.18, compared to the broader market-4.00-2.000.002.004.00-0.180.17
The chart of Omega ratio for DQ, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.02
The chart of Calmar ratio for DQ, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.36-0.09
The chart of Martin ratio for DQ, currently valued at -1.00, compared to the broader market-10.000.0010.0020.0030.00-1.00-0.20
DQ
ENTG

The current DQ Sharpe Ratio is -0.42, which is lower than the ENTG Sharpe Ratio of -0.08. 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.42
-0.08
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%JuneJulyAugustSeptemberOctoberNovember
-84.66%
-34.90%
DQ
ENTG

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.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
37.56%
11.16%
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