ENTG vs. DQ

Last updated Jun 3, 2026

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 26.35%/yr vs 13.96%/yr for DQ. At a 0.29 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, ENTG achieves a 69.90% return, which is significantly higher than DQ's -43.05% return. Over the past 10 years, ENTG has outperformed DQ with an annualized return of 26.35%, while DQ has yielded a comparatively lower 13.96% annualized return.

ENTG

• 1D: 5.30%
• 1M: 0.44%
• YTD: 69.90%
• 6M: 79.33%
• 1Y: 109.78%
• 3Y*: 10.07%
• 5Y*: 5.25%
• 10Y*: 26.35%

DQ

• 1D: 2.56%
• 1M: -12.23%
• YTD: -43.05%
• 6M: -49.20%
• 1Y: 28.74%
• 3Y*: -24.06%
• 5Y*: -26.24%
• 10Y*: 13.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ENTG vs. DQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENTG Entegris, Inc.	69.90%	-14.57%	-17.05%	83.54%	-52.49%	44.59%	92.86%	80.87%	-7.56%	70.48%
DQ Daqo New Energy Corp.	-43.05%	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 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Oct 8, 2010	0.29

Fundamentals

Market Cap ENTG : $21.90B DQ : $1.14B
EPS ENTG : $1.74 DQ : -$2.78
PS Ratio ENTG : 6.74 DQ : 1.99
PB Ratio ENTG : 5.26 DQ : 0.26
Total Revenue (TTM) ENTG : $3.24B DQ : $568.81M
Gross Profit (TTM) ENTG : $1.40B DQ : -$195.95M
EBITDA (TTM) ENTG : $789.60M DQ : -$101.58M

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: 84
ENTG Sharpe Ratio Rank: 87
ENTG Sortino Ratio Rank: 81
ENTG Omega Ratio Rank: 81
ENTG Calmar Ratio Rank: 85
ENTG Martin Ratio Rank: 86

DQ

DQ Risk / Return Rank: 54
DQ Sharpe Ratio Rank: 55
DQ Sortino Ratio Rank: 57
DQ Omega Ratio Rank: 54
DQ Calmar Ratio Rank: 51
DQ Martin Ratio Rank: 52

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.

	ENTG	DQ	Difference
Sharpe ratio Return per unit of total volatility	1.96	0.42	+1.53
Sortino ratio Return per unit of downside risk	2.43	1.14	+1.29
Omega ratio Gain probability vs. loss probability	1.32	1.14	+0.18
Calmar ratio Return relative to maximum drawdown	3.47	0.48	+3.00
Martin ratio Return relative to average drawdown	9.71	1.01	+8.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENTG vs. DQ - Sharpe Ratio Comparison

The current ENTG Sharpe Ratio is 1.96, which is higher than the DQ Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of ENTG and DQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ENTG	DQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	0.42	+1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	-0.38	+0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.19	+0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.04	+0.15

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.

Drawdown Indicators

	ENTG	DQ	Difference
Max Drawdown Largest peak-to-trough decline	-97.21%	-94.98%	-2.23%
Max Drawdown (1Y) Largest decline over 1 year	-31.30%	-54.10%	+22.80%
Max Drawdown (3Y) Largest decline over 3 years	-56.93%	-70.13%	+13.20%
Max Drawdown (5Y) Largest decline over 5 years	-59.32%	-84.24%	+24.92%
Max Drawdown (10Y) Largest decline over 10 years	-59.32%	-89.74%	+30.42%
Current Drawdown Current decline from peak	-8.58%	-86.47%	+77.89%
Average Drawdown Average peak-to-trough decline	-36.52%	-60.88%	+24.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.20%	25.47%	-14.27%

Volatility

ENTG vs. DQ - Volatility Comparison

Entegris, Inc. (ENTG) has a higher volatility of 16.51% compared to Daqo New Energy Corp. (DQ) at 12.33%. 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.

Volatility by Period

	ENTG	DQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.51%	12.33%	+4.18%
Volatility (6M) Calculated over the trailing 6-month period	40.41%	37.10%	+3.31%
Volatility (1Y) Calculated over the trailing 1-year period	56.35%	68.01%	-11.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.27%	70.25%	-18.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.36%	73.76%	-28.40%

Dividends

ENTG vs. DQ - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.28%, 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.	0.28%	0.47%	0.40%	0.33%	0.61%	0.23%	0.33%	0.60%	1.00%	0.23%

Financials

Frequently Asked Questions

Can I hold both ENTG and DQ in my portfolio?

ENTG and DQ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENTG or DQ?

ENTG has higher volatility (16.51%) compared to DQ (12.33%). In terms of maximum drawdown, ENTG dropped -97.21% vs DQ's -94.98%.

Which has better risk-adjusted returns?

ENTG currently has the higher Sharpe Ratio (1.96 vs 0.42), 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.