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

Correlation

The correlation between ENTG and AXON is 0.33, 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

ENTG vs. AXON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entegris, Inc. (ENTG) and Axon Enterprise, Inc. (AXON). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-23.69%
82.52%
ENTG
AXON

Key characteristics

Sharpe Ratio

ENTG:

-0.21

AXON:

2.91

Sortino Ratio

ENTG:

-0.02

AXON:

5.30

Omega Ratio

ENTG:

1.00

AXON:

1.67

Calmar Ratio

ENTG:

-0.23

AXON:

7.09

Martin Ratio

ENTG:

-0.44

AXON:

19.36

Ulcer Index

ENTG:

19.29%

AXON:

6.79%

Daily Std Dev

ENTG:

40.96%

AXON:

45.14%

Max Drawdown

ENTG:

-97.21%

AXON:

-91.78%

Current Drawdown

ENTG:

-33.35%

AXON:

-15.92%

Fundamentals

Market Cap

ENTG:

$15.39B

AXON:

$44.23B

EPS

ENTG:

$1.55

AXON:

$3.83

PE Ratio

ENTG:

65.76

AXON:

151.44

PEG Ratio

ENTG:

1.58

AXON:

2.86

Total Revenue (TTM)

ENTG:

$2.39B

AXON:

$1.51B

Gross Profit (TTM)

ENTG:

$1.00B

AXON:

$894.53M

EBITDA (TTM)

ENTG:

$667.98M

AXON:

$162.01M

Returns By Period

In the year-to-date period, ENTG achieves a 2.90% return, which is significantly higher than AXON's -2.41% return. Over the past 10 years, ENTG has underperformed AXON with an annualized return of 24.03%, while AXON has yielded a comparatively higher 36.85% annualized return.


ENTG

YTD

2.90%

1M

-4.48%

6M

-23.69%

1Y

-9.28%

5Y*

13.13%

10Y*

24.03%

AXON

YTD

-2.41%

1M

-10.67%

6M

82.52%

1Y

132.49%

5Y*

51.36%

10Y*

36.85%

*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

ENTG vs. AXON — Risk-Adjusted Performance Rank

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

ENTG
The Risk-Adjusted Performance Rank of ENTG is 3636
Overall Rank
The Sharpe Ratio Rank of ENTG is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of ENTG is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ENTG is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ENTG is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ENTG is 4040
Martin Ratio Rank

AXON
The Risk-Adjusted Performance Rank of AXON is 9898
Overall Rank
The Sharpe Ratio Rank of AXON is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of AXON is 9999
Sortino Ratio Rank
The Omega Ratio Rank of AXON is 9898
Omega Ratio Rank
The Calmar Ratio Rank of AXON is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AXON is 9898
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.

ENTG vs. AXON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entegris, Inc. (ENTG) and Axon Enterprise, Inc. (AXON). 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 ENTG, currently valued at -0.21, compared to the broader market-2.000.002.00-0.212.91
The chart of Sortino ratio for ENTG, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.025.30
The chart of Omega ratio for ENTG, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.67
The chart of Calmar ratio for ENTG, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.237.09
The chart of Martin ratio for ENTG, currently valued at -0.44, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.4419.36
ENTG
AXON

The current ENTG Sharpe Ratio is -0.21, which is lower than the AXON Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of ENTG and AXON, 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.21
2.91
ENTG
AXON

Dividends

ENTG vs. AXON - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.39%, while AXON has not paid dividends to shareholders.


TTM20242023202220212020201920182017
ENTG
Entegris, Inc.
0.39%0.40%0.33%0.61%0.23%0.33%0.60%1.00%0.23%
AXON
Axon Enterprise, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENTG vs. AXON - Drawdown Comparison

The maximum ENTG drawdown since its inception was -97.21%, which is greater than AXON's maximum drawdown of -91.78%. Use the drawdown chart below to compare losses from any high point for ENTG and AXON. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.35%
-15.92%
ENTG
AXON

Volatility

ENTG vs. AXON - Volatility Comparison

Entegris, Inc. (ENTG) has a higher volatility of 11.06% compared to Axon Enterprise, Inc. (AXON) at 9.29%. This indicates that ENTG's price experiences larger fluctuations and is considered to be riskier than AXON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
11.06%
9.29%
ENTG
AXON

Financials

ENTG vs. AXON - Financials Comparison

This section allows you to compare key financial metrics between Entegris, Inc. and Axon Enterprise, 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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