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

Correlation

The correlation between ETN and DD is 0.59, 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.


-0.50.00.51.00.6

Performance

ETN vs. DD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Corporation plc (ETN) and DuPont de Nemours, Inc. (DD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%AugustSeptemberOctoberNovemberDecember2025
418.30%
13.17%
ETN
DD

Key characteristics

Sharpe Ratio

ETN:

1.70

DD:

0.31

Sortino Ratio

ETN:

2.26

DD:

0.59

Omega Ratio

ETN:

1.31

DD:

1.09

Calmar Ratio

ETN:

2.41

DD:

0.32

Martin Ratio

ETN:

7.01

DD:

1.18

Ulcer Index

ETN:

6.82%

DD:

6.84%

Daily Std Dev

ETN:

28.08%

DD:

26.07%

Max Drawdown

ETN:

-68.95%

DD:

-62.03%

Current Drawdown

ETN:

-8.28%

DD:

-13.09%

Fundamentals

Market Cap

ETN:

$136.85B

DD:

$32.38B

EPS

ETN:

$9.42

DD:

$1.29

PE Ratio

ETN:

36.76

DD:

60.05

PEG Ratio

ETN:

3.00

DD:

0.43

Total Revenue (TTM)

ETN:

$18.64B

DD:

$9.29B

Gross Profit (TTM)

ETN:

$7.07B

DD:

$2.93B

EBITDA (TTM)

ETN:

$4.16B

DD:

$2.43B

Returns By Period

In the year-to-date period, ETN achieves a 4.34% return, which is significantly higher than DD's 1.60% return.


ETN

YTD

4.34%

1M

3.17%

6M

11.71%

1Y

43.32%

5Y*

32.14%

10Y*

21.42%

DD

YTD

1.60%

1M

0.81%

6M

-1.84%

1Y

7.19%

5Y*

6.78%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ETN vs. DD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETN
The Risk-Adjusted Performance Rank of ETN is 8787
Overall Rank
The Sharpe Ratio Rank of ETN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 8686
Martin Ratio Rank

DD
The Risk-Adjusted Performance Rank of DD is 5555
Overall Rank
The Sharpe Ratio Rank of DD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of DD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of DD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of DD is 5959
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ETN, currently valued at 1.70, compared to the broader market-2.000.002.004.001.700.31
The chart of Sortino ratio for ETN, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.002.260.59
The chart of Omega ratio for ETN, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.09
The chart of Calmar ratio for ETN, currently valued at 2.41, compared to the broader market0.002.004.006.002.410.32
The chart of Martin ratio for ETN, currently valued at 7.01, compared to the broader market-10.000.0010.0020.0030.007.011.18
ETN
DD

The current ETN Sharpe Ratio is 1.70, which is higher than the DD Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ETN and DD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.70
0.31
ETN
DD

Dividends

ETN vs. DD - Dividend Comparison

ETN's dividend yield for the trailing twelve months is around 1.09%, less than DD's 1.96% yield.


TTM20242023202220212020201920182017201620152014
ETN
Eaton Corporation plc
1.09%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
DD
DuPont de Nemours, Inc.
1.96%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ETN vs. DD - Drawdown Comparison

The maximum ETN drawdown since its inception was -68.95%, which is greater than DD's maximum drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for ETN and DD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.28%
-13.09%
ETN
DD

Volatility

ETN vs. DD - Volatility Comparison

Eaton Corporation plc (ETN) has a higher volatility of 6.46% compared to DuPont de Nemours, Inc. (DD) at 5.77%. This indicates that ETN's price experiences larger fluctuations and is considered to be riskier than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.46%
5.77%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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