PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ETN vs. RMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ETN vs. RMD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.04%
9.95%
ETN
RMD

Returns By Period

In the year-to-date period, ETN achieves a 50.42% return, which is significantly higher than RMD's 40.48% return. Over the past 10 years, ETN has outperformed RMD with an annualized return of 21.37%, while RMD has yielded a comparatively lower 17.87% annualized return.


ETN

YTD

50.42%

1M

3.06%

6M

8.04%

1Y

59.02%

5Y (annualized)

34.74%

10Y (annualized)

21.37%

RMD

YTD

40.48%

1M

-0.03%

6M

9.95%

1Y

62.25%

5Y (annualized)

10.83%

10Y (annualized)

17.87%

Fundamentals


ETNRMD
Market Cap$145.82B$36.29B
EPS$9.41$7.54
PE Ratio39.2132.79
PEG Ratio3.211.89
Total Revenue (TTM)$24.61B$4.81B
Gross Profit (TTM)$9.52B$2.75B
EBITDA (TTM)$4.99B$1.76B

Key characteristics


ETNRMD
Sharpe Ratio2.181.68
Sortino Ratio2.732.49
Omega Ratio1.391.36
Calmar Ratio3.021.27
Martin Ratio9.7311.81
Ulcer Index6.14%5.28%
Daily Std Dev27.47%37.15%
Max Drawdown-68.95%-61.60%
Current Drawdown-3.80%-17.17%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between ETN and RMD is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ETN vs. RMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and ResMed Inc. (RMD). 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-4.00-2.000.002.004.002.181.68
The chart of Sortino ratio for ETN, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.732.49
The chart of Omega ratio for ETN, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.36
The chart of Calmar ratio for ETN, currently valued at 3.02, compared to the broader market0.002.004.006.003.021.27
The chart of Martin ratio for ETN, currently valued at 9.73, compared to the broader market-10.000.0010.0020.0030.009.7311.81
ETN
RMD

The current ETN Sharpe Ratio is 2.18, which is comparable to the RMD Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ETN and RMD, 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
1.68
ETN
RMD

Dividends

ETN vs. RMD - Dividend Comparison

ETN's dividend yield for the trailing twelve months is around 1.05%, more than RMD's 0.84% 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%
RMD
ResMed Inc.
0.84%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%1.78%

Drawdowns

ETN vs. RMD - Drawdown Comparison

The maximum ETN drawdown since its inception was -68.95%, which is greater than RMD's maximum drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for ETN and RMD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.80%
-17.17%
ETN
RMD

Volatility

ETN vs. RMD - Volatility Comparison

The current volatility for Eaton Corporation plc (ETN) is 8.45%, while ResMed Inc. (RMD) has a volatility of 10.48%. This indicates that ETN experiences smaller price fluctuations and is considered to be less risky than RMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
10.48%
ETN
RMD

Financials

ETN vs. RMD - Financials Comparison

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