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ETN vs. DD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ETNDD
YTD Return33.90%1.52%
1Y Return93.96%23.75%
3Y Return (Ann)33.05%1.12%
5Y Return (Ann)34.16%2.90%
10Y Return (Ann)19.42%4.68%
Sharpe Ratio3.540.86
Daily Std Dev25.27%26.78%
Max Drawdown-68.95%-86.81%
Current Drawdown-2.74%-19.65%

Fundamentals


ETNDD
Market Cap$129.68B$30.82B
EPS$8.01$1.09
PE Ratio40.4967.62
PEG Ratio3.261.64
Revenue (TTM)$23.20B$12.07B
Gross Profit (TTM)$6.89B$4.62B
EBITDA (TTM)$4.86B$2.86B

Correlation

-0.50.00.51.00.4

The correlation between ETN and DD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ETN vs. DD - Performance Comparison

In the year-to-date period, ETN achieves a 33.90% return, which is significantly higher than DD's 1.52% return. Over the past 10 years, ETN has outperformed DD with an annualized return of 19.42%, while DD has yielded a comparatively lower 4.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%40,000.00%December2024FebruaryMarchAprilMay
35,750.11%
8,720.12%
ETN
DD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Eaton Corporation plc

DuPont de Nemours, Inc.

Risk-Adjusted Performance

ETN vs. DD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and DuPont de Nemours, Inc. (DD). 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.


ETN
Sharpe ratio
The chart of Sharpe ratio for ETN, currently valued at 3.54, compared to the broader market-2.00-1.000.001.002.003.004.003.54
Sortino ratio
The chart of Sortino ratio for ETN, currently valued at 4.44, compared to the broader market-4.00-2.000.002.004.006.004.44
Omega ratio
The chart of Omega ratio for ETN, currently valued at 1.59, compared to the broader market0.501.001.501.59
Calmar ratio
The chart of Calmar ratio for ETN, currently valued at 4.84, compared to the broader market0.002.004.006.004.84
Martin ratio
The chart of Martin ratio for ETN, currently valued at 16.77, compared to the broader market-10.000.0010.0020.0030.0016.77
DD
Sharpe ratio
The chart of Sharpe ratio for DD, currently valued at 0.86, compared to the broader market-2.00-1.000.001.002.003.004.000.86
Sortino ratio
The chart of Sortino ratio for DD, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.006.001.24
Omega ratio
The chart of Omega ratio for DD, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for DD, currently valued at 0.62, compared to the broader market0.002.004.006.000.62
Martin ratio
The chart of Martin ratio for DD, currently valued at 3.38, compared to the broader market-10.000.0010.0020.0030.003.38

ETN vs. DD - Sharpe Ratio Comparison

The current ETN Sharpe Ratio is 3.54, which is higher than the DD Sharpe Ratio of 0.86. The chart below compares the 12-month rolling Sharpe Ratio of ETN and DD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
3.54
0.86
ETN
DD

Dividends

ETN vs. DD - Dividend Comparison

ETN's dividend yield for the trailing twelve months is around 1.39%, less than DD's 1.88% yield.


TTM20232022202120202019201820172016201520142013
ETN
Eaton Corporation plc
1.39%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
DD
DuPont de Nemours, Inc.
1.88%1.87%1.92%1.49%1.69%2.24%2.84%3.54%5.87%6.68%7.39%6.89%

Drawdowns

ETN vs. DD - Drawdown Comparison

The maximum ETN drawdown since its inception was -68.95%, smaller than the maximum DD drawdown of -86.81%. Use the drawdown chart below to compare losses from any high point for ETN and DD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-2.74%
-19.65%
ETN
DD

Volatility

ETN vs. DD - Volatility Comparison

The current volatility for Eaton Corporation plc (ETN) is 8.23%, while DuPont de Nemours, Inc. (DD) has a volatility of 9.28%. This indicates that ETN experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2024FebruaryMarchAprilMay
8.23%
9.28%
ETN
DD

Financials

ETN vs. DD - Financials Comparison

This section allows you to compare key financial metrics between Eaton Corporation plc and DuPont de Nemours, Inc.. 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



Values in USD except per share items