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

Correlation

The correlation between ENTG and DQ is 0.32, 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.


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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Key characteristics

Sharpe Ratio

ENTG:

-0.80

DQ:

-0.41

Sortino Ratio

ENTG:

-1.03

DQ:

-0.16

Omega Ratio

ENTG:

0.87

DQ:

0.98

Calmar Ratio

ENTG:

-0.73

DQ:

-0.36

Martin Ratio

ENTG:

-1.43

DQ:

-0.95

Ulcer Index

ENTG:

30.22%

DQ:

34.29%

Daily Std Dev

ENTG:

55.97%

DQ:

77.83%

Max Drawdown

ENTG:

-97.21%

DQ:

-94.98%

Current Drawdown

ENTG:

-52.40%

DQ:

-89.04%

Fundamentals

Market Cap

ENTG:

$11.34B

DQ:

$938.12M

EPS

ENTG:

$2.11

DQ:

-$6.51

PEG Ratio

ENTG:

1.58

DQ:

0.17

PS Ratio

ENTG:

3.50

DQ:

1.27

PB Ratio

ENTG:

3.03

DQ:

0.22

Total Revenue (TTM)

ENTG:

$3.24B

DQ:

$737.68M

Gross Profit (TTM)

ENTG:

$1.44B

DQ:

-$366.55M

EBITDA (TTM)

ENTG:

$938.46M

DQ:

-$375.18M

Returns By Period

In the year-to-date period, ENTG achieves a -26.51% return, which is significantly higher than DQ's -29.99% return. Over the past 10 years, ENTG has outperformed DQ with an annualized return of 18.43%, while DQ has yielded a comparatively lower 11.93% annualized return.


ENTG

YTD

-26.51%

1M

-8.93%

6M

-30.64%

1Y

-44.51%

3Y*

-13.31%

5Y*

4.33%

10Y*

18.43%

DQ

YTD

-29.99%

1M

-8.10%

6M

-32.59%

1Y

-31.71%

3Y*

-34.10%

5Y*

5.87%

10Y*

11.93%

*Annualized

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Entegris, Inc.

Daqo New Energy Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ENTG vs. DQ — 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 1010
Overall Rank
The Sharpe Ratio Rank of ENTG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ENTG is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ENTG is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ENTG is 77
Calmar Ratio Rank
The Martin Ratio Rank of ENTG is 88
Martin Ratio Rank

DQ
The Risk-Adjusted Performance Rank of DQ is 2929
Overall Rank
The Sharpe Ratio Rank of DQ is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DQ is 3131
Sortino Ratio Rank
The Omega Ratio Rank of DQ is 3131
Omega Ratio Rank
The Calmar Ratio Rank of DQ is 2727
Calmar Ratio Rank
The Martin Ratio Rank of DQ is 2828
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. 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.


The current ENTG Sharpe Ratio is -0.80, which is lower than the DQ Sharpe Ratio of -0.41. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ENTG vs. DQ - Dividend Comparison

ENTG's dividend yield for the trailing twelve months is around 0.55%, while DQ has not paid dividends to shareholders.


TTM20242023202220212020201920182017
ENTG
Entegris, Inc.
0.55%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%

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ENTG vs. DQ - Volatility Comparison

The current volatility for Entegris, Inc. (ENTG) is 14.66%, while Daqo New Energy Corp. (DQ) has a volatility of 19.38%. 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.


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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


200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
773.20M
123.91M
(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
46.1%
-65.8%
(ENTG) Gross Margin
(DQ) Gross Margin
ENTG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Entegris, Inc. reported a gross profit of 356.50M and revenue of 773.20M. Therefore, the gross margin over that period was 46.1%.

DQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported a gross profit of -81.54M and revenue of 123.91M. Therefore, the gross margin over that period was -65.8%.

ENTG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Entegris, Inc. reported an operating income of 122.30M and revenue of 773.20M, resulting in an operating margin of 15.8%.

DQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported an operating income of -114.05M and revenue of 123.91M, resulting in an operating margin of -92.0%.

ENTG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Entegris, Inc. reported a net income of 62.90M and revenue of 773.20M, resulting in a net margin of 8.1%.

DQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported a net income of -71.84M and revenue of 123.91M, resulting in a net margin of -58.0%.