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

Performance

ETN vs. NDSN - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.04%
-5.29%
ETN
NDSN

Returns By Period

In the year-to-date period, ETN achieves a 50.42% return, which is significantly higher than NDSN's -3.27% return. Over the past 10 years, ETN has outperformed NDSN with an annualized return of 21.37%, while NDSN has yielded a comparatively lower 13.50% annualized return.


ETN

YTD

50.42%

1M

3.06%

6M

8.04%

1Y

59.02%

5Y (annualized)

34.74%

10Y (annualized)

21.37%

NDSN

YTD

-3.27%

1M

-1.45%

6M

-5.29%

1Y

9.74%

5Y (annualized)

10.13%

10Y (annualized)

13.50%

Fundamentals


ETNNDSN
Market Cap$141.41B$14.73B
EPS$9.38$8.20
PE Ratio38.1531.42
PEG Ratio3.102.44
Total Revenue (TTM)$24.61B$1.95B
Gross Profit (TTM)$9.42B$1.08B
EBITDA (TTM)$5.48B$596.28M

Key characteristics


ETNNDSN
Sharpe Ratio2.180.50
Sortino Ratio2.730.82
Omega Ratio1.391.11
Calmar Ratio3.020.55
Martin Ratio9.731.15
Ulcer Index6.14%9.21%
Daily Std Dev27.47%21.31%
Max Drawdown-68.95%-73.62%
Current Drawdown-3.80%-8.62%

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Correlation

-0.50.00.51.00.4

The correlation between ETN and NDSN is 0.45, 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.

Risk-Adjusted Performance

ETN vs. NDSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and Nordson Corporation (NDSN). 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 2.18, compared to the broader market-4.00-2.000.002.004.002.180.50
The chart of Sortino ratio for ETN, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.730.82
The chart of Omega ratio for ETN, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.11
The chart of Calmar ratio for ETN, currently valued at 3.02, compared to the broader market0.002.004.006.003.020.55
The chart of Martin ratio for ETN, currently valued at 9.73, compared to the broader market-10.000.0010.0020.0030.009.731.15
ETN
NDSN

The current ETN Sharpe Ratio is 2.18, which is higher than the NDSN Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ETN and NDSN, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.18
0.50
ETN
NDSN

Dividends

ETN vs. NDSN - Dividend Comparison

ETN's dividend yield for the trailing twelve months is around 1.05%, less than NDSN's 1.11% yield.


TTM20232022202120202019201820172016201520142013
ETN
Eaton Corporation plc
1.05%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
NDSN
Nordson Corporation
1.11%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%

Drawdowns

ETN vs. NDSN - Drawdown Comparison

The maximum ETN drawdown since its inception was -68.95%, smaller than the maximum NDSN drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for ETN and NDSN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.80%
-8.62%
ETN
NDSN

Volatility

ETN vs. NDSN - Volatility Comparison

Eaton Corporation plc (ETN) has a higher volatility of 8.45% compared to Nordson Corporation (NDSN) at 6.19%. This indicates that ETN's price experiences larger fluctuations and is considered to be riskier than NDSN 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%JuneJulyAugustSeptemberOctoberNovember
8.45%
6.19%
ETN
NDSN

Financials

ETN vs. NDSN - Financials Comparison

This section allows you to compare key financial metrics between Eaton Corporation plc and Nordson Corporation. 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