EMN vs. SRE
Compare and contrast key facts about Eastman Chemical Company (EMN) and Sempra Energy (SRE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMN or SRE.
Key characteristics
| EMN | SRE | |
|---|---|---|
| YTD Return | 9.50% | -1.56% |
| 1Y Return | 28.41% | -1.75% |
| 3Y Return (Ann) | -3.86% | 5.19% |
| 5Y Return (Ann) | 7.78% | 6.11% |
| 10Y Return (Ann) | 4.33% | 7.22% |
| Sharpe Ratio | 1.12 | -0.06 |
| Daily Std Dev | 24.31% | 18.30% |
| Max Drawdown | -76.11% | -45.00% |
| Current Drawdown | -17.22% | -12.20% |
Fundamentals
| EMN | SRE | |
|---|---|---|
| Market Cap | $11.47B | $46.13B |
| EPS | $7.76 | $4.79 |
| PE Ratio | 12.56 | 15.22 |
| PEG Ratio | 1.14 | 3.49 |
| Revenue (TTM) | $9.11B | $16.72B |
| Gross Profit (TTM) | $2.18B | $4.58B |
| EBITDA (TTM) | $1.55B | $5.84B |
Correlation
The correlation between EMN and SRE is 0.31, 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.
Performance
EMN vs. SRE - Performance Comparison
In the year-to-date period, EMN achieves a 9.50% return, which is significantly higher than SRE's -1.56% return. Over the past 10 years, EMN has underperformed SRE with an annualized return of 4.33%, while SRE has yielded a comparatively higher 7.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EMN vs. SRE - Risk-Adjusted Performance Comparison
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.
Dividends
EMN vs. SRE - Dividend Comparison
EMN's dividend yield for the trailing twelve months is around 3.28%, which matches SRE's 3.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMN Eastman Chemical Company | 3.28% | 3.54% | 3.77% | 2.34% | 2.66% | 3.18% | 3.15% | 2.26% | 2.51% | 2.46% | 1.91% | 1.55% |
SRE Sempra Energy | 3.30% | 3.18% | 2.96% | 3.33% | 3.28% | 2.56% | 3.31% | 3.08% | 3.00% | 2.98% | 2.37% | 2.81% |
Drawdowns
EMN vs. SRE - Drawdown Comparison
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.
Volatility
EMN vs. SRE - Volatility Comparison
The current volatility for Eastman Chemical Company (EMN) is 5.44%, while Sempra Energy (SRE) has a volatility of 6.08%. This indicates that EMN experiences smaller price fluctuations and is considered to be less risky than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EMN vs. SRE - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities