ETN vs. ROK
Compare and contrast key facts about Eaton Corporation plc (ETN) and Rockwell Automation, Inc. (ROK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETN or ROK.
Performance
ETN vs. ROK - Performance Comparison
Returns By Period
In the year-to-date period, ETN achieves a 50.42% return, which is significantly higher than ROK's -7.10% return. Over the past 10 years, ETN has outperformed ROK with an annualized return of 21.37%, while ROK has yielded a comparatively lower 11.82% annualized return.
ETN
50.42%
3.06%
8.04%
59.02%
34.74%
21.37%
ROK
-7.10%
4.26%
5.38%
4.78%
9.57%
11.82%
Fundamentals
ETN | ROK | |
---|---|---|
Market Cap | $145.82B | $31.53B |
EPS | $9.41 | $8.28 |
PE Ratio | 39.21 | 33.56 |
PEG Ratio | 3.21 | 4.95 |
Total Revenue (TTM) | $24.61B | $7.00B |
Gross Profit (TTM) | $9.52B | $3.18B |
EBITDA (TTM) | $4.99B | $1.42B |
Key characteristics
ETN | ROK | |
---|---|---|
Sharpe Ratio | 2.18 | 0.17 |
Sortino Ratio | 2.73 | 0.44 |
Omega Ratio | 1.39 | 1.07 |
Calmar Ratio | 3.02 | 0.21 |
Martin Ratio | 9.73 | 0.51 |
Ulcer Index | 6.14% | 11.28% |
Daily Std Dev | 27.47% | 33.02% |
Max Drawdown | -68.95% | -75.83% |
Current Drawdown | -3.80% | -16.12% |
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Correlation
The correlation between ETN and ROK is 0.51, 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. ROK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and Rockwell Automation, Inc. (ROK). 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.
Dividends
ETN vs. ROK - Dividend Comparison
ETN's dividend yield for the trailing twelve months is around 1.05%, less than ROK's 1.79% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Rockwell Automation, Inc. | 1.79% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% | 2.15% | 1.77% |
Drawdowns
ETN vs. ROK - Drawdown Comparison
The maximum ETN drawdown since its inception was -68.95%, smaller than the maximum ROK drawdown of -75.83%. Use the drawdown chart below to compare losses from any high point for ETN and ROK. For additional features, visit the drawdowns tool.
Volatility
ETN vs. ROK - Volatility Comparison
The current volatility for Eaton Corporation plc (ETN) is 8.45%, while Rockwell Automation, Inc. (ROK) has a volatility of 12.12%. This indicates that ETN experiences smaller price fluctuations and is considered to be less risky than ROK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ETN vs. ROK - Financials Comparison
This section allows you to compare key financial metrics between Eaton Corporation plc and Rockwell Automation, 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.
Total Revenue: Total amount of money received from sales and other business activities