EMN vs. SRE

In the year-to-date period, EMN achieves a -16.18% return, which is significantly lower than SRE's -14.09% return. Over the past 10 years, EMN has underperformed SRE with an annualized return of 3.13%, while SRE has yielded a comparatively higher 6.50% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Eastman Chemical Company (EMN) and Sempra Energy (SRE). 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.

The current EMN Sharpe Ratio is -0.61, which is lower than the SRE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of EMN and SRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EMN's dividend yield for the trailing twelve months is around 4.32%, more than SRE's 3.35% yield.

The maximum EMN drawdown since its inception was -76.11%, which is greater than SRE's maximum drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for EMN and SRE. For additional features, visit the drawdowns tool.

Eastman Chemical Company (EMN) has a higher volatility of 20.03% compared to Sempra Energy (SRE) at 12.31%. This indicates that EMN's price experiences larger fluctuations and is considered to be riskier than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Eastman Chemical Company and Sempra Energy. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.