PortfoliosLab logoPortfoliosLab logo
ETX vs. ESLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ETX vs. ESLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Municipal Income 2028 Term Trust (ETX) and Elbit Systems Ltd (ESLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ETX achieves a 1.81% return, which is significantly lower than ESLT's 34.03% return. Over the past 10 years, ETX has underperformed ESLT with an annualized return of 3.16%, while ESLT has yielded a comparatively higher 25.45% annualized return.


ETX

1D
-0.76%
1M
-2.38%
YTD
1.81%
6M
1.05%
1Y
8.37%
3Y*
6.88%
5Y*
0.59%
10Y*
3.16%

ESLT

1D
-0.15%
1M
0.73%
YTD
34.03%
6M
33.47%
1Y
76.89%
3Y*
55.37%
5Y*
43.14%
10Y*
25.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETX vs. ESLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETX
Eaton Vance Municipal Income 2028 Term Trust
1.81%11.72%6.87%1.32%-13.52%-4.67%11.31%19.57%-3.74%10.22%
ESLT
Elbit Systems Ltd
34.03%125.14%22.17%31.30%-4.82%34.77%-14.56%37.62%-13.22%32.65%

Correlation

The correlation between ETX and ESLT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2013

0.05

Fundamentals

EPS

ETX:

$1.37

ESLT:

$12.36

PE Ratio

ETX:

13.58

ESLT:

62.48

PEG Ratio

ETX:

0.60

ESLT:

2.96

PS Ratio

ETX:

10.75

ESLT:

4.46

Total Revenue (TTM)

ETX:

$18.81M

ESLT:

$8.23B

Gross Profit (TTM)

ETX:

$8.18M

ESLT:

$2.03B

EBITDA (TTM)

ETX:

$16.49M

ESLT:

$861.06M

Compare stocks, funds, or ETFs

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


Return for Risk

ETX vs. ESLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETX
ETX Risk / Return Rank: 6666
Overall Rank
ETX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ETX Sortino Ratio Rank: 6060
Sortino Ratio Rank
ETX Omega Ratio Rank: 5959
Omega Ratio Rank
ETX Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETX Martin Ratio Rank: 7272
Martin Ratio Rank

ESLT
ESLT Risk / Return Rank: 8484
Overall Rank
ESLT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ESLT Sortino Ratio Rank: 8585
Sortino Ratio Rank
ESLT Omega Ratio Rank: 8282
Omega Ratio Rank
ESLT Calmar Ratio Rank: 8383
Calmar Ratio Rank
ESLT Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETX vs. ESLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Municipal Income 2028 Term Trust (ETX) and Elbit Systems Ltd (ESLT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ETXESLTDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.17

Calmar ratioReturn relative to maximum drawdown

1.70

2.98

-1.27

Martin ratioReturn relative to average drawdown

3.92

7.81

-3.89

ETX vs. ESLT - Sharpe Ratio Comparison

The current ETX Sharpe Ratio is 0.75, which is lower than the ESLT Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ETX and ESLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ETX vs. ESLT - Drawdown Comparison

The maximum ETX drawdown since its inception was -32.09%, smaller than the maximum ESLT drawdown of -53.79%. Use the drawdown chart below to compare losses from any high point for ETX and ESLT.


Loading charts...

Drawdown Indicators


ETXESLTDifference

Max Drawdown

Largest peak-to-trough decline

-32.09%

-53.79%

+21.70%

Max Drawdown (1Y)

Largest decline over 1 year

-4.93%

-25.98%

+21.05%

Max Drawdown (3Y)

Largest decline over 3 years

-6.69%

-25.98%

+19.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.19%

-32.89%

+8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-25.18%

-32.89%

+7.71%

Current Drawdown

Current decline from peak

-2.58%

-23.67%

+21.09%

Average Drawdown

Average peak-to-trough decline

-8.12%

-13.92%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

9.88%

-7.74%

Volatility

ETX vs. ESLT - Volatility Comparison

The current volatility for Eaton Vance Municipal Income 2028 Term Trust (ETX) is 2.97%, while Elbit Systems Ltd (ESLT) has a volatility of 20.62%. This indicates that ETX experiences smaller price fluctuations and is considered to be less risky than ESLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ETXESLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

20.62%

-17.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

36.46%

-28.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

44.13%

-32.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

33.73%

-20.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

29.46%

-14.99%

Dividends

ETX vs. ESLT - Dividend Comparison

ETX's dividend yield for the trailing twelve months is around 5.05%, more than ESLT's 0.53% yield.


PositionTTM20252024202320222021202020192018201720162015
ESLT
Elbit Systems Ltd
0.53%0.47%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%
ETX
Eaton Vance Municipal Income 2028 Term Trust
5.05%5.02%5.33%4.15%4.62%3.96%3.60%3.88%4.46%4.11%4.33%4.60%

Financials

ETX vs. ESLT - Financials Comparison

This section allows you to compare key financial metrics between Eaton Vance Municipal Income 2028 Term Trust and Elbit Systems Ltd. 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


0.001.00B2.00B3.00B4.00B5.00B202120222023202420252026
4.38M
2.19B
(ETX) Total Revenue
(ESLT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ETX and ESLT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLT has higher volatility (20.62%) compared to ETX (2.97%). In terms of maximum drawdown, ETX dropped -32.09% vs ESLT's -53.79%.

ESLT currently has the higher Sharpe Ratio (1.75 vs 0.75), 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.

Portfolio Optimizer

Find the right allocation for ETX and ESLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer