ENTG vs. DQ
ENTG (Entegris, Inc.) and DQ (Daqo New Energy Corp.) are both stocks. Both operate in the Semiconductor Equipment & Materials industry within the Technology sector. Over the past 10 years, ENTG returned 22.18%/yr vs 9.76%/yr for DQ. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
ENTG vs. DQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ENTG achieves a 41.64% return, which is significantly higher than DQ's -58.75% return. Over the past 10 years, ENTG has outperformed DQ with an annualized return of 22.18%, while DQ has yielded a comparatively lower 9.76% annualized return.
ENTG
- 1D
- 1.66%
- 1M
- -18.76%
- 6M
- 0.99%
- YTD
- 41.64%
- 1Y
- 57.89%
- 3Y*
- 3.79%
- 5Y*
- 0.12%
- 10Y*
- 22.18%
- ALL TIME*
- 9.81%
DQ
- 1D
- 0.50%
- 1M
- -0.65%
- 6M
- -50.77%
- YTD
- -58.75%
- 1Y
- -41.12%
- 3Y*
- -31.61%
- 5Y*
- -27.13%
- 10Y*
- 9.76%
- ALL TIME*
- 1.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.45M | $9.34M | $13.62M | |
ENTG Entegris, Inc. | $377.05M | $414.34M | $472.33M |
ENTG vs. DQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENTG Entegris, Inc. | 41.64% | -14.57% | -17.05% | 83.54% | -52.49% | 44.59% | 92.86% | 80.87% | -7.56% | 70.48% |
DQ Daqo New Energy Corp. | -58.75% | 51.75% | -26.92% | -31.11% | -4.24% | -29.71% | 460.16% | 118.80% | -60.63% | 207.98% |
Correlation
The correlation between ENTG and DQ is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2010 | 0.29 |
Fundamentals
ENTG:
$18.13B
DQ:
$823.50M
ENTG:
$1.73
DQ:
-$2.77
ENTG:
5.62
DQ:
1.45
ENTG:
4.38
DQ:
0.19
ENTG:
$3.24B
DQ:
$568.81M
ENTG:
$1.40B
DQ:
-$195.95M
ENTG:
$789.60M
DQ:
-$101.58M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ENTG vs. DQ — Risk / Return Rank
ENTG
DQ
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ENTG | DQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.89 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | -0.66 | +1.91 |
| Martin ratioReturn relative to average drawdown | 4.00 | -1.23 | +5.23 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ENTG | DQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.21% | -94.98% | -2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -41.79% | -67.41% | +25.62% |
Max Drawdown (3Y)Largest decline over 3 years | -56.93% | -69.67% | +12.74% |
Max Drawdown (5Y)Largest decline over 5 years | -59.32% | -85.05% | +25.73% |
Max Drawdown (10Y)Largest decline over 10 years | -59.32% | -90.63% | +31.31% |
Current DrawdownCurrent decline from peak | -35.24% | -90.20% | +54.96% |
Average DrawdownAverage peak-to-trough decline | -36.39% | -61.15% | +24.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.14% | 35.81% | -22.67% |
Volatility
ENTG vs. DQ - Volatility Comparison
Entegris, Inc. (ENTG) has a higher volatility of 23.87% compared to Daqo New Energy Corp. (DQ) at 11.35%. 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.
Loading charts...
Volatility by Period
| ENTG | DQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.87% | 11.35% | +12.52% |
Volatility (6M)Calculated over the trailing 6-month period | 52.67% | 36.61% | +16.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.77% | 62.36% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.93% | 68.49% | -14.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.75% | 73.78% | -27.03% |
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ENTG Entegris, Inc. | 0.34% | 0.47% | 0.40% | 0.33% | 0.61% | 0.23% | 0.33% | 0.60% | 1.00% | 0.23% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ENTG and DQ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTG has higher volatility (23.87%) compared to DQ (11.35%). In terms of maximum drawdown, ENTG dropped -97.21% vs DQ's -94.98%.
ENTG currently has the higher Sharpe Ratio (0.81 vs -0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ENTG and DQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer