ENR.DE vs. ETN
ENR.DE (Siemens Energy AG) and ETN (Eaton Corporation plc) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 5 years, ENR.DE returned 45.23%/yr vs 25.78%/yr for ETN. At a 0.28 correlation, their price movements are largely independent.
Performance
ENR.DE vs. ETN - Performance Comparison
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Different Trading Currencies
ENR.DE is traded in EUR, while ETN is traded in USD. To make them comparable, the ETN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENR.DE achieves a 32.01% return, which is significantly higher than ETN's 29.66% return.
ENR.DE
- 1D
- 0.39%
- 1M
- -11.16%
- YTD
- 32.01%
- 6M
- 35.38%
- 1Y
- 79.22%
- 3Y*
- 88.52%
- 5Y*
- 45.23%
- 10Y*
- —
ETN
- 1D
- 1.70%
- 1M
- 2.60%
- YTD
- 29.66%
- 6M
- 19.15%
- 1Y
- 21.53%
- 3Y*
- 27.77%
- 5Y*
- 25.78%
- 10Y*
- 23.19%
ENR.DE vs. ETN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 32.01% | 138.98% | 319.83% | -31.74% | -21.43% | -25.03% | 36.30% |
ETN Eaton Corporation plc | 29.66% | -14.33% | 48.72% | 51.54% | -1.43% | 57.68% | 15.22% |
Correlation
The correlation between ENR.DE and ETN is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.28 |
The correlation between ENR.DE and ETN shifts across timeframes, from 0.28 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENR.DE vs. ETN — Risk / Return Rank
ENR.DE
ETN
ENR.DE vs. ETN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and Eaton Corporation plc (ETN). 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.
| ENR.DE | ETN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.14 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 1.03 | +3.48 |
| Martin ratioReturn relative to average drawdown | 12.23 | 2.24 | +10.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENR.DE | ETN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.67 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.86 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.53 | +0.29 |
Drawdowns
ENR.DE vs. ETN - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than ETN's maximum drawdown of -64.93%. Use the drawdown chart below to compare losses from any high point for ENR.DE and ETN.
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Drawdown Indicators
| ENR.DE | ETN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -64.93% | -14.58% |
Max Drawdown (1Y)Largest decline over 1 year | -18.61% | -20.93% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -71.24% | -37.68% | -33.56% |
Max Drawdown (5Y)Largest decline over 5 years | -74.46% | -37.68% | -36.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.25% | — |
Current DrawdownCurrent decline from peak | -15.65% | -5.02% | -10.63% |
Average DrawdownAverage peak-to-trough decline | -28.42% | -12.25% | -16.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 9.66% | -2.77% |
Volatility
ENR.DE vs. ETN - Volatility Comparison
Siemens Energy AG (ENR.DE) and Eaton Corporation plc (ETN) have volatilities of 11.87% and 11.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENR.DE | ETN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.87% | 11.85% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 34.35% | 24.84% | +9.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.79% | 32.25% | +15.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.86% | 30.03% | +21.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.30% | 30.26% | +20.04% |
Dividends
ENR.DE vs. ETN - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.44%, less than ETN's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.44% | 0.00% | 0.00% | 0.00% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETN Eaton Corporation plc | 1.06% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
Financials
ENR.DE vs. ETN - Financials Comparison
This section allows you to compare key financial metrics between Siemens Energy AG and Eaton Corporation plc. 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
Frequently Asked Questions
ENR.DE and ETN have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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