ETN vs. ENR.DE
ETN (Eaton Corporation plc) and ENR.DE (Siemens Energy AG) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 5 years, ETN returned 24.42%/yr vs 43.56%/yr for ENR.DE. At a 0.32 correlation, their price movements are largely independent.
Performance
ETN vs. ENR.DE - Performance Comparison
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Different Trading Currencies
ETN is traded in USD, while ENR.DE is traded in EUR. To make them comparable, the ENR.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ETN achieves a 27.32% return, which is significantly lower than ENR.DE's 29.07% return.
ETN
- 1D
- 1.82%
- 1M
- 0.41%
- YTD
- 27.32%
- 6M
- 18.09%
- 1Y
- 23.03%
- 3Y*
- 30.80%
- 5Y*
- 24.42%
- 10Y*
- 23.50%
ENR.DE
- 1D
- 0.00%
- 1M
- -13.41%
- YTD
- 29.07%
- 6M
- 33.63%
- 1Y
- 80.70%
- 3Y*
- 92.75%
- 5Y*
- 43.56%
- 10Y*
- —
ETN vs. ENR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ETN Eaton Corporation plc | 27.32% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 21.02% |
ENR.DE Siemens Energy AG | 29.07% | 169.80% | 295.82% | -29.58% | -25.76% | -30.95% | 43.65% |
Correlation
The correlation between ETN and ENR.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.32 |
The correlation between ETN and ENR.DE shifts across timeframes, from 0.32 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ETN vs. ENR.DE — Risk / Return Rank
ETN
ENR.DE
ETN vs. ENR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and Siemens Energy AG (ENR.DE). 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 | ENR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.28 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 4.52 | -3.32 |
| Martin ratioReturn relative to average drawdown | 2.63 | 11.74 | -9.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETN | ENR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.76 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.81 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.79 | -0.37 |
Drawdowns
ETN vs. ENR.DE - Drawdown Comparison
The maximum ETN drawdown since its inception was -68.95%, smaller than the maximum ENR.DE drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for ETN and ENR.DE.
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Drawdown Indicators
| ETN | ENR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.95% | -82.20% | +13.25% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -18.83% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -34.46% | -71.76% | +37.30% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -77.19% | +42.73% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | — | — |
Current DrawdownCurrent decline from peak | -6.64% | -17.32% | +10.68% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -31.74% | +16.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.78% | 7.27% | +1.51% |
Volatility
ETN vs. ENR.DE - Volatility Comparison
Eaton Corporation plc (ETN) and Siemens Energy AG (ENR.DE) have volatilities of 12.39% and 12.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETN | ENR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 12.21% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 25.71% | 35.60% | -9.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.58% | 48.52% | -15.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.03% | 53.18% | -23.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 51.55% | -21.54% |
Dividends
ETN vs. ENR.DE - Dividend Comparison
ETN's dividend yield for the trailing twelve months is around 1.06%, more than ENR.DE's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.44% | 0.00% | 0.00% | 0.00% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETN Eaton Corporation plc | 1.06% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
Financials
ETN vs. ENR.DE - Financials Comparison
This section allows you to compare key financial metrics between Eaton Corporation plc and Siemens Energy AG. 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
Frequently Asked Questions
ETN and ENR.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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