ENTG vs. DQ
Compare and contrast key facts about Entegris, Inc. (ENTG) and Daqo New Energy Corp. (DQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENTG or DQ.
Performance
ENTG vs. DQ - Performance Comparison
Returns By Period
In the year-to-date period, ENTG achieves a -16.64% return, which is significantly higher than DQ's -28.42% return. Over the past 10 years, ENTG has outperformed DQ with an annualized return of 22.81%, while DQ has yielded a comparatively lower 10.80% annualized return.
ENTG
-16.64%
-3.48%
-24.94%
-2.90%
16.71%
22.81%
DQ
-28.42%
0.26%
1.22%
-29.43%
19.28%
10.80%
Fundamentals
ENTG | DQ | |
---|---|---|
Market Cap | $15.03B | $1.42B |
EPS | $1.51 | -$1.68 |
PEG Ratio | 1.58 | 0.17 |
Total Revenue (TTM) | $3.20B | $1.31B |
Gross Profit (TTM) | $1.35B | -$60.47M |
EBITDA (TTM) | $866.02M | $18.98M |
Key characteristics
ENTG | DQ | |
---|---|---|
Sharpe Ratio | -0.08 | -0.42 |
Sortino Ratio | 0.17 | -0.18 |
Omega Ratio | 1.02 | 0.98 |
Calmar Ratio | -0.09 | -0.36 |
Martin Ratio | -0.20 | -1.00 |
Ulcer Index | 15.72% | 31.47% |
Daily Std Dev | 40.37% | 75.19% |
Max Drawdown | -97.21% | -94.98% |
Current Drawdown | -34.90% | -84.66% |
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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.
Risk-Adjusted Performance
ENTG vs. DQ - Risk-Adjusted Performance 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.
Dividends
ENTG vs. DQ - Dividend Comparison
ENTG's dividend yield for the trailing twelve months is around 0.40%, while DQ has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
Entegris, Inc. | 0.40% | 0.33% | 0.61% | 0.23% | 0.33% | 0.60% | 1.00% | 0.23% |
Daqo New Energy Corp. | 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. For additional features, visit the drawdowns tool.
Volatility
ENTG vs. DQ - Volatility Comparison
The current volatility for Entegris, Inc. (ENTG) is 11.16%, while Daqo New Energy Corp. (DQ) has a volatility of 37.56%. This indicates that ENTG experiences smaller price fluctuations and is considered to be less risky than DQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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