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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.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
11.19%
-20.19%
DQ
ENTG

Key characteristics

Sharpe Ratio

DQ:

-0.10

ENTG:

-0.11

Sortino Ratio

DQ:

0.40

ENTG:

0.13

Omega Ratio

DQ:

1.05

ENTG:

1.02

Calmar Ratio

DQ:

-0.09

ENTG:

-0.12

Martin Ratio

DQ:

-0.24

ENTG:

-0.23

Ulcer Index

DQ:

32.64%

ENTG:

19.45%

Daily Std Dev

DQ:

77.15%

ENTG:

41.07%

Max Drawdown

DQ:

-94.98%

ENTG:

-97.21%

Current Drawdown

DQ:

-84.64%

ENTG:

-30.44%

Fundamentals

Market Cap

DQ:

$1.42B

ENTG:

$16.06B

EPS

DQ:

-$1.68

ENTG:

$1.53

PEG Ratio

DQ:

0.17

ENTG:

1.58

Total Revenue (TTM)

DQ:

$895.54M

ENTG:

$2.39B

Gross Profit (TTM)

DQ:

-$132.56M

ENTG:

$1.00B

EBITDA (TTM)

DQ:

-$123.52M

ENTG:

$667.98M

Returns By Period

In the year-to-date period, DQ achieves a -1.90% return, which is significantly lower than ENTG's 7.39% return. Over the past 10 years, DQ has underperformed ENTG with an annualized return of 17.36%, while ENTG has yielded a comparatively higher 24.15% annualized return.


DQ

YTD

-1.90%

1M

8.91%

6M

11.20%

1Y

-6.43%

5Y*

12.48%

10Y*

17.36%

ENTG

YTD

7.39%

1M

6.96%

6M

-20.19%

1Y

-11.31%

5Y*

13.67%

10Y*

24.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DQ vs. ENTG — Risk-Adjusted Performance Rank

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

DQ
The Risk-Adjusted Performance Rank of DQ is 4141
Overall Rank
The Sharpe Ratio Rank of DQ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DQ is 4242
Sortino Ratio Rank
The Omega Ratio Rank of DQ is 4242
Omega Ratio Rank
The Calmar Ratio Rank of DQ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DQ is 4141
Martin Ratio Rank

ENTG
The Risk-Adjusted Performance Rank of ENTG is 3838
Overall Rank
The Sharpe Ratio Rank of ENTG is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ENTG is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ENTG is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ENTG is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ENTG is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.10, compared to the broader market-2.000.002.004.00-0.10-0.11
The chart of Sortino ratio for DQ, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.006.000.400.13
The chart of Omega ratio for DQ, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.02
The chart of Calmar ratio for DQ, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09-0.12
The chart of Martin ratio for DQ, currently valued at -0.24, compared to the broader market-10.000.0010.0020.0030.00-0.24-0.23
DQ
ENTG

The current DQ Sharpe Ratio is -0.10, which is comparable to the ENTG Sharpe Ratio of -0.11. 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.10
-0.11
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 0.38%.


TTM20242023202220212020201920182017
DQ
Daqo New Energy Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENTG
Entegris, Inc.
0.38%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%AugustSeptemberOctoberNovemberDecember2025
-84.64%
-30.44%
DQ
ENTG

Volatility

DQ vs. ENTG - Volatility Comparison

Daqo New Energy Corp. (DQ) has a higher volatility of 15.45% compared to Entegris, Inc. (ENTG) at 11.57%. 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%AugustSeptemberOctoberNovemberDecember2025
15.45%
11.57%
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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