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

Correlation

The correlation between ETN and GWW is 0.46, 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.


-0.50.00.51.00.5

Performance

ETN vs. GWW - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
6.30%
19.90%
ETN
GWW

Key characteristics

Sharpe Ratio

ETN:

1.65

GWW:

1.63

Sortino Ratio

ETN:

2.20

GWW:

2.48

Omega Ratio

ETN:

1.30

GWW:

1.31

Calmar Ratio

ETN:

2.34

GWW:

2.42

Martin Ratio

ETN:

7.33

GWW:

5.82

Ulcer Index

ETN:

6.32%

GWW:

6.01%

Daily Std Dev

ETN:

28.01%

GWW:

21.51%

Max Drawdown

ETN:

-68.95%

GWW:

-56.74%

Current Drawdown

ETN:

-10.44%

GWW:

-10.48%

Fundamentals

Market Cap

ETN:

$137.17B

GWW:

$54.56B

EPS

ETN:

$9.41

GWW:

$36.93

PE Ratio

ETN:

36.88

GWW:

30.34

PEG Ratio

ETN:

3.01

GWW:

2.83

Total Revenue (TTM)

ETN:

$24.61B

GWW:

$16.93B

Gross Profit (TTM)

ETN:

$9.42B

GWW:

$6.65B

EBITDA (TTM)

ETN:

$5.48B

GWW:

$2.82B

Returns By Period

In the year-to-date period, ETN achieves a 42.14% return, which is significantly higher than GWW's 32.94% return. Over the past 10 years, ETN has outperformed GWW with an annualized return of 20.48%, while GWW has yielded a comparatively lower 17.56% annualized return.


ETN

YTD

42.14%

1M

-6.20%

6M

6.30%

1Y

44.25%

5Y*

31.84%

10Y*

20.48%

GWW

YTD

32.94%

1M

-7.25%

6M

19.90%

1Y

33.69%

5Y*

28.18%

10Y*

17.56%

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Risk-Adjusted Performance

ETN vs. GWW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and W.W. Grainger, Inc. (GWW). 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 1.65, compared to the broader market-4.00-2.000.002.001.651.63
The chart of Sortino ratio for ETN, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.202.48
The chart of Omega ratio for ETN, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.31
The chart of Calmar ratio for ETN, currently valued at 2.34, compared to the broader market0.002.004.006.002.342.42
The chart of Martin ratio for ETN, currently valued at 7.33, compared to the broader market-5.000.005.0010.0015.0020.0025.007.335.82
ETN
GWW

The current ETN Sharpe Ratio is 1.65, which is comparable to the GWW Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ETN and GWW, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.65
1.63
ETN
GWW

Dividends

ETN vs. GWW - Dividend Comparison

ETN's dividend yield for the trailing twelve months is around 1.11%, more than GWW's 0.73% yield.


TTM20232022202120202019201820172016201520142013
ETN
Eaton Corporation plc
1.11%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
GWW
W.W. Grainger, Inc.
0.73%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%

Drawdowns

ETN vs. GWW - Drawdown Comparison

The maximum ETN drawdown since its inception was -68.95%, which is greater than GWW's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for ETN and GWW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.44%
-10.48%
ETN
GWW

Volatility

ETN vs. GWW - Volatility Comparison

Eaton Corporation plc (ETN) has a higher volatility of 6.78% compared to W.W. Grainger, Inc. (GWW) at 4.50%. This indicates that ETN's price experiences larger fluctuations and is considered to be riskier than GWW 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%JulyAugustSeptemberOctoberNovemberDecember
6.78%
4.50%
ETN
GWW

Financials

ETN vs. GWW - Financials Comparison

This section allows you to compare key financial metrics between Eaton Corporation plc and W.W. Grainger, 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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