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NDSN vs. ETN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


NDSNETN
YTD Return-0.22%54.14%
1Y Return19.33%69.98%
3Y Return (Ann)0.87%30.57%
5Y Return (Ann)10.98%34.62%
10Y Return (Ann)14.03%21.72%
Sharpe Ratio0.892.58
Sortino Ratio1.333.11
Omega Ratio1.181.45
Calmar Ratio1.013.57
Martin Ratio2.1111.52
Ulcer Index9.14%6.13%
Daily Std Dev21.62%27.41%
Max Drawdown-73.62%-68.95%
Current Drawdown-5.74%0.00%

Fundamentals


NDSNETN
Market Cap$14.95B$144.91B
EPS$8.24$9.57
PE Ratio31.7338.31
PEG Ratio2.433.12
Total Revenue (TTM)$1.95B$24.61B
Gross Profit (TTM)$1.08B$9.52B
EBITDA (TTM)$596.28M$4.99B

Correlation

-0.50.00.51.00.4

The correlation between NDSN and ETN is 0.44, 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.

Performance

NDSN vs. ETN - Performance Comparison

In the year-to-date period, NDSN achieves a -0.22% return, which is significantly lower than ETN's 54.14% return. Over the past 10 years, NDSN has underperformed ETN with an annualized return of 14.03%, while ETN has yielded a comparatively higher 21.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-5.74%
11.61%
NDSN
ETN

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Risk-Adjusted Performance

NDSN vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordson Corporation (NDSN) 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.


NDSN
Sharpe ratio
The chart of Sharpe ratio for NDSN, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.89
Sortino ratio
The chart of Sortino ratio for NDSN, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.006.001.33
Omega ratio
The chart of Omega ratio for NDSN, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for NDSN, currently valued at 1.01, compared to the broader market0.002.004.006.001.01
Martin ratio
The chart of Martin ratio for NDSN, currently valued at 2.11, compared to the broader market0.0010.0020.0030.002.11
ETN
Sharpe ratio
The chart of Sharpe ratio for ETN, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.58
Sortino ratio
The chart of Sortino ratio for ETN, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ETN, currently valued at 1.45, compared to the broader market0.501.001.502.001.45
Calmar ratio
The chart of Calmar ratio for ETN, currently valued at 3.57, compared to the broader market0.002.004.006.003.57
Martin ratio
The chart of Martin ratio for ETN, currently valued at 11.52, compared to the broader market0.0010.0020.0030.0011.52

NDSN vs. ETN - Sharpe Ratio Comparison

The current NDSN Sharpe Ratio is 0.89, which is lower than the ETN Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of NDSN and ETN, 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
0.89
2.58
NDSN
ETN

Dividends

NDSN vs. ETN - Dividend Comparison

NDSN's dividend yield for the trailing twelve months is around 1.08%, more than ETN's 1.03% yield.


TTM20232022202120202019201820172016201520142013
NDSN
Nordson Corporation
1.08%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%
ETN
Eaton Corporation plc
1.03%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%

Drawdowns

NDSN vs. ETN - Drawdown Comparison

The maximum NDSN drawdown since its inception was -73.62%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for NDSN and ETN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.74%
0
NDSN
ETN

Volatility

NDSN vs. ETN - Volatility Comparison

The current volatility for Nordson Corporation (NDSN) is 5.99%, while Eaton Corporation plc (ETN) has a volatility of 8.59%. This indicates that NDSN 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.99%
8.59%
NDSN
ETN

Financials

NDSN vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Nordson 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