PortfoliosLab logoPortfoliosLab logo
IEX vs. ETN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IEX vs. ETN - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with IEX having a 30.87% return and ETN slightly higher at 31.12%. Over the past 10 years, IEX has underperformed ETN with an annualized return of 11.29%, while ETN has yielded a comparatively higher 23.40% annualized return.


IEX

1D
-1.42%
1M
3.30%
6M
16.86%
YTD
30.87%
1Y
46.98%
3Y*
2.68%
5Y*
1.63%
10Y*
11.29%
ALL TIME*
12.55%

ETN

1D
7.32%
1M
4.19%
6M
18.85%
YTD
31.12%
1Y
10.15%
3Y*
25.38%
5Y*
23.26%
10Y*
23.40%
ALL TIME*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.04B$939.19M$1.06B
$208.67M$171.00M$158.82M

IEX vs. ETN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEX
IDEX Corporation
30.87%-13.69%-2.35%-3.80%-2.22%19.82%17.22%37.94%-3.16%48.53%
ETN
Eaton Corporation plc
31.12%-2.79%39.51%56.22%-7.18%46.70%29.88%42.76%-10.04%21.54%

Correlation

The correlation between IEX and ETN is 0.35, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.55

Correlation (10Y)
Provides a long-term view across more market conditions.

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 21, 1991

0.47

The correlation between IEX and ETN shifts across timeframes, from 0.35 (1 year) to 0.60 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IEX:

$16.99B

ETN:

$161.22B

EPS

IEX:

$6.96

ETN:

$9.83

PE Ratio

IEX:

33.11

ETN:

42.23

PEG Ratio

IEX:

9.77

ETN:

2.29

PS Ratio

IEX:

4.80

ETN:

5.39

PB Ratio

IEX:

4.27

ETN:

7.98

Total Revenue (TTM)

IEX:

$3.59B

ETN:

$30.03B

Gross Profit (TTM)

IEX:

$1.60B

ETN:

$10.78B

EBITDA (TTM)

IEX:

$904.40M

ETN:

$6.06B

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

IEX vs. ETN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IEX
IEX Risk / Return Rank: 8989
Overall Rank
IEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
IEX Omega Ratio Rank: 8686
Omega Ratio Rank
IEX Calmar Ratio Rank: 8787
Calmar Ratio Rank
IEX Martin Ratio Rank: 9090
Martin Ratio Rank

ETN
ETN Risk / Return Rank: 5353
Overall Rank
ETN Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 4949
Sortino Ratio Rank
ETN Omega Ratio Rank: 4848
Omega Ratio Rank
ETN Calmar Ratio Rank: 5757
Calmar Ratio Rank
ETN Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IEX vs. ETN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEX Corporation (IEX) and Eaton Corporation plc (ETN). 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.


IEXETNDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.32

1.07

+0.25

Calmar ratioReturn relative to maximum drawdown

2.98

0.50

+2.48

Martin ratioReturn relative to average drawdown

9.87

1.07

+8.81

IEX vs. ETN - Sharpe Ratio Comparison

The current IEX Sharpe Ratio is 1.86, which is higher than the ETN Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of IEX and ETN, 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

IEX vs. ETN - Drawdown Comparison

The maximum IEX drawdown since its inception was -81.60%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for IEX and ETN.


Loading charts...

Drawdown Indicators


IEXETNDifference

Max Drawdown

Largest peak-to-trough decline

-81.60%

-68.95%

-12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-18.33%

+3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-34.60%

-34.46%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.60%

-34.46%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-44.55%

+9.03%

Current Drawdown

Current decline from peak

-2.90%

-4.72%

+1.82%

Average Drawdown

Average peak-to-trough decline

-11.41%

-14.87%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

8.63%

-4.24%

Volatility

IEX vs. ETN - Volatility Comparison

The current volatility for IDEX Corporation (IEX) is 5.53%, while Eaton Corporation plc (ETN) has a volatility of 15.81%. This indicates that IEX experiences smaller price fluctuations and is considered to be less risky than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IEXETNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

15.81%

-10.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.02%

31.45%

-14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

37.69%

-14.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.06%

31.33%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

30.53%

-6.33%

Dividends

IEX vs. ETN - Dividend Comparison

IEX's dividend yield for the trailing twelve months is around 1.25%, more than ETN's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
ETN
Eaton Corporation plc
1.03%1.31%1.13%1.43%2.06%1.76%1.88%3.00%3.85%3.04%3.40%4.23%
IEX
IDEX Corporation
1.25%1.58%1.29%1.16%1.02%0.90%1.00%1.12%1.31%1.10%1.49%1.62%

Financials

IEX vs. ETN - Financials Comparison

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

IEX vs. ETN - Profitability Comparison

The chart below illustrates the profitability comparison between IDEX Corporation and Eaton Corporation plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

IEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, IDEX Corporation reported a gross profit of 426.80M and revenue of 920.60M. Therefore, the gross margin over that period was 46.4%.

ETN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Eaton Corporation plc reported a gross profit of 2.86B and revenue of 8.53B. Therefore, the gross margin over that period was 33.5%.

IEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, IDEX Corporation reported an operating income of 199.90M and revenue of 920.60M, resulting in an operating margin of 21.7%.

ETN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Eaton Corporation plc reported an operating income of 1.39B and revenue of 8.53B, resulting in an operating margin of 16.3%.

IEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, IDEX Corporation reported a net income of 143.40M and revenue of 920.60M, resulting in a net margin of 15.6%.

ETN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Eaton Corporation plc reported a net income of 821.00M and revenue of 8.53B, resulting in a net margin of 9.6%.


Frequently Asked Questions


IEX and ETN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETN has higher volatility (15.81%) compared to IEX (5.53%). In terms of maximum drawdown, IEX dropped -81.60% vs ETN's -68.95%.

IEX currently has the higher Sharpe Ratio (1.86 vs 0.24), 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 IEX and ETN

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