ETN vs. TOL
ETN (Eaton Corporation plc) and TOL (Toll Brothers, Inc.) are both stocks. ETN operates in Specialty Industrial Machinery (Industrials), while TOL operates in Residential Construction (Consumer Cyclical). Over the past 10 years, ETN returned 23.50%/yr vs 18.17%/yr for TOL. At a 0.33 correlation, their price movements are largely independent.
Performance
ETN vs. TOL - Performance Comparison
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Returns By Period
In the year-to-date period, ETN achieves a 27.32% return, which is significantly higher than TOL's 1.81% return. Over the past 10 years, ETN has outperformed TOL with an annualized return of 23.50%, while TOL has yielded a comparatively lower 18.17% annualized 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%
TOL
- 1D
- -0.54%
- 1M
- -0.53%
- YTD
- 1.81%
- 6M
- 1.08%
- 1Y
- 28.78%
- 3Y*
- 23.72%
- 5Y*
- 18.54%
- 10Y*
- 18.17%
ETN vs. TOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETN Eaton Corporation plc | 27.32% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 29.88% | 42.76% | -10.04% | 21.54% |
TOL Toll Brothers, Inc. | 1.81% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -30.69% | 55.85% |
Correlation
The correlation between ETN and TOL is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1987 | 0.33 |
The correlation between ETN and TOL shifts across timeframes, from 0.28 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ETN:
$156.90B
TOL:
$13.19B
ETN:
$10.22
TOL:
$13.19
ETN:
39.43
TOL:
10.40
ETN:
2.14
TOL:
0.47
ETN:
5.52
TOL:
2.10
ETN:
7.94
TOL:
1.56
ETN:
$28.52B
TOL:
$6.37B
ETN:
$7.87B
TOL:
$2.71B
ETN:
$4.75B
TOL:
$1.76B
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Return for Risk
ETN vs. TOL — Risk / Return Rank
ETN
TOL
ETN vs. TOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and Toll Brothers, Inc. (TOL). 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 | TOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.15 | +0.06 |
| Martin ratioReturn relative to average drawdown | 2.63 | 2.90 | -0.27 |
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 | TOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.85 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.52 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.44 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.29 | +0.13 |
Drawdowns
ETN vs. TOL - Drawdown Comparison
The maximum ETN drawdown since its inception was -68.95%, smaller than the maximum TOL drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for ETN and TOL.
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Drawdown Indicators
| ETN | TOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.95% | -76.39% | +7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -25.13% | +5.99% |
Max Drawdown (3Y)Largest decline over 3 years | -34.46% | -45.97% | +11.51% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -45.97% | +11.51% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | -73.11% | +28.56% |
Current DrawdownCurrent decline from peak | -6.64% | -17.28% | +10.64% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -32.27% | +17.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.78% | 9.95% | -1.17% |
Volatility
ETN vs. TOL - Volatility Comparison
Eaton Corporation plc (ETN) and Toll Brothers, Inc. (TOL) have volatilities of 12.39% and 12.13%, 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 | TOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 12.13% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 25.71% | 24.47% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.58% | 33.94% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.03% | 35.94% | -5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 41.08% | -11.07% |
Dividends
ETN vs. TOL - Dividend Comparison
ETN's dividend yield for the trailing twelve months is around 1.06%, more than TOL's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TOL Toll Brothers, Inc. | 0.74% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% | 0.00% |
Financials
ETN vs. TOL - Financials Comparison
This section allows you to compare key financial metrics between Eaton Corporation plc and Toll Brothers, 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
ETN vs. TOL - Profitability Comparison
ETN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a gross profit of 0.00 and revenue of 7.45B. Therefore, the gross margin over that period was 0.0%.
TOL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a gross profit of 568.77M and revenue of -2.15B. Therefore, the gross margin over that period was -26.5%.
ETN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported an operating income of 0.00 and revenue of 7.45B, resulting in an operating margin of 0.0%.
TOL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported an operating income of 346.64M and revenue of -2.15B, resulting in an operating margin of -16.2%.
ETN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a net income of 866.00M and revenue of 7.45B, resulting in a net margin of 11.6%.
TOL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a net income of 260.59M and revenue of -2.15B, resulting in a net margin of -12.2%.
Frequently Asked Questions
ETN and TOL have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETN has higher volatility (12.39%) compared to TOL (12.13%). In terms of maximum drawdown, ETN dropped -68.95% vs TOL's -76.39%.
TOL currently has the higher Sharpe Ratio (0.85 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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