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ENTG vs. DQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ENTG vs. DQ - Performance Comparison

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

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ENTG vs. DQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENTG
Entegris, Inc.
41.02%-14.57%-17.05%83.54%-52.49%44.59%92.86%80.87%-7.56%70.48%
DQ
Daqo New Energy Corp.
-27.49%51.75%-26.92%-31.11%-4.24%-29.71%460.16%118.80%-60.63%207.98%

Fundamentals

EPS

ENTG:

$1.55

DQ:

-$3.80

PS Ratio

ENTG:

5.65

DQ:

1.44

Total Revenue (TTM)

ENTG:

$3.20B

DQ:

$666.00M

Gross Profit (TTM)

ENTG:

$1.42B

DQ:

-$138.12M

EBITDA (TTM)

ENTG:

$743.20M

DQ:

-$20.16M

Returns By Period

In the year-to-date period, ENTG achieves a 41.02% return, which is significantly higher than DQ's -27.49% return. Over the past 10 years, ENTG has outperformed DQ with an annualized return of 24.86%, while DQ has yielded a comparatively lower 19.12% annualized return.


ENTG

1D
1.25%
1M
-12.39%
YTD
41.02%
6M
26.58%
1Y
38.30%
3Y*
13.57%
5Y*
0.15%
10Y*
24.86%

DQ

1D
0.56%
1M
-10.20%
YTD
-27.49%
6M
-26.42%
1Y
18.05%
3Y*
-22.99%
5Y*
-22.23%
10Y*
19.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ENTG vs. DQ — Risk / Return Rank

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

ENTG
ENTG Risk / Return Rank: 6363
Overall Rank
ENTG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ENTG Sortino Ratio Rank: 6161
Sortino Ratio Rank
ENTG Omega Ratio Rank: 6060
Omega Ratio Rank
ENTG Calmar Ratio Rank: 6565
Calmar Ratio Rank
ENTG Martin Ratio Rank: 6666
Martin Ratio Rank

DQ
DQ Risk / Return Rank: 5151
Overall Rank
DQ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
DQ Omega Ratio Rank: 5050
Omega Ratio Rank
DQ Calmar Ratio Rank: 5151
Calmar Ratio Rank
DQ Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENTG vs. DQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Entegris, Inc. (ENTG) and Daqo New Energy Corp. (DQ). 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.


ENTGDQDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.26

+0.33

Sortino ratio

Return per unit of downside risk

1.23

0.90

+0.34

Omega ratio

Gain probability vs. loss probability

1.16

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

1.16

0.43

+0.73

Martin ratio

Return relative to average drawdown

2.93

0.87

+2.06

ENTG vs. DQ - Sharpe Ratio Comparison

The current ENTG Sharpe Ratio is 0.59, which is higher than the DQ Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of ENTG and DQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENTGDQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.26

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

-0.31

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.26

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.06

+0.12

Correlation

The correlation between ENTG and DQ 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.


Dividends

ENTG vs. DQ - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.34%, while DQ has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
ENTG
Entegris, Inc.
0.34%0.47%0.40%0.33%0.61%0.23%0.33%0.60%1.00%0.23%
DQ
Daqo New Energy Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENTG vs. DQ - Drawdown Comparison

The maximum ENTG drawdown since its inception was -97.21%, roughly equal to the maximum DQ drawdown of -94.98%. Use the drawdown chart below to compare losses from any high point for ENTG and DQ.


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Drawdown Indicators


ENTGDQDifference

Max Drawdown

Largest peak-to-trough decline

-97.21%

-94.98%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-31.30%

-42.06%

+10.76%

Max Drawdown (5Y)

Largest decline over 5 years

-59.32%

-86.15%

+26.83%

Max Drawdown (10Y)

Largest decline over 10 years

-59.32%

-89.74%

+30.42%

Current Drawdown

Current decline from peak

-21.96%

-82.77%

+60.81%

Average Drawdown

Average peak-to-trough decline

-36.69%

-60.63%

+23.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.38%

20.83%

-8.45%

Volatility

ENTG vs. DQ - Volatility Comparison

Entegris, Inc. (ENTG) has a higher volatility of 19.18% compared to Daqo New Energy Corp. (DQ) at 12.17%. This indicates that ENTG's price experiences larger fluctuations and is considered to be riskier than DQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENTGDQDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.18%

12.17%

+7.01%

Volatility (6M)

Calculated over the trailing 6-month period

42.76%

44.07%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

65.03%

69.36%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.62%

70.94%

-20.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.83%

73.82%

-28.99%

Financials

ENTG vs. DQ - Financials Comparison

This section allows you to compare key financial metrics between Entegris, Inc. and Daqo New Energy Corp.. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
823.90M
221.71M
(ENTG) Total Revenue
(DQ) Total Revenue
Values in USD except per share items

ENTG vs. DQ - Profitability Comparison

The chart below illustrates the profitability comparison between Entegris, Inc. and Daqo New Energy Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
43.8%
7.0%
Portfolio components
ENTG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Entegris, Inc. reported a gross profit of 360.60M and revenue of 823.90M. Therefore, the gross margin over that period was 43.8%.

DQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Daqo New Energy Corp. reported a gross profit of 15.44M and revenue of 221.71M. Therefore, the gross margin over that period was 7.0%.

ENTG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Entegris, Inc. reported an operating income of 104.90M and revenue of 823.90M, resulting in an operating margin of 12.7%.

DQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Daqo New Energy Corp. reported an operating income of -20.89M and revenue of 221.71M, resulting in an operating margin of -9.4%.

ENTG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Entegris, Inc. reported a net income of 49.40M and revenue of 823.90M, resulting in a net margin of 6.0%.

DQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Daqo New Energy Corp. reported a net income of -7.28M and revenue of 221.71M, resulting in a net margin of -3.3%.