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PNR vs. ECL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PNRECL
YTD Return45.16%26.96%
1Y Return73.88%43.75%
3Y Return (Ann)13.52%3.91%
5Y Return (Ann)21.01%6.75%
10Y Return (Ann)10.57%9.55%
Sharpe Ratio2.802.28
Sortino Ratio3.593.17
Omega Ratio1.471.48
Calmar Ratio3.271.81
Martin Ratio16.6518.92
Ulcer Index4.32%2.27%
Daily Std Dev25.71%18.80%
Max Drawdown-58.95%-47.18%
Current Drawdown0.00%-4.37%

Fundamentals


PNRECL
Market Cap$17.24B$70.80B
EPS$4.06$7.23
PE Ratio25.7034.58
PEG Ratio1.882.48
Total Revenue (TTM)$4.09B$15.67B
Gross Profit (TTM)$1.60B$6.77B
EBITDA (TTM)$929.60M$3.34B

Correlation

-0.50.00.51.00.4

The correlation between PNR and ECL is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

PNR vs. ECL - Performance Comparison

In the year-to-date period, PNR achieves a 45.16% return, which is significantly higher than ECL's 26.96% return. Over the past 10 years, PNR has outperformed ECL with an annualized return of 10.57%, while ECL has yielded a comparatively lower 9.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
25.89%
7.57%
PNR
ECL

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Risk-Adjusted Performance

PNR vs. ECL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pentair plc (PNR) and Ecolab Inc. (ECL). 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.


PNR
Sharpe ratio
The chart of Sharpe ratio for PNR, currently valued at 2.80, compared to the broader market-4.00-2.000.002.004.002.80
Sortino ratio
The chart of Sortino ratio for PNR, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for PNR, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for PNR, currently valued at 3.27, compared to the broader market0.002.004.006.003.27
Martin ratio
The chart of Martin ratio for PNR, currently valued at 16.65, compared to the broader market0.0010.0020.0030.0016.65
ECL
Sharpe ratio
The chart of Sharpe ratio for ECL, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ECL, currently valued at 3.17, compared to the broader market-4.00-2.000.002.004.006.003.17
Omega ratio
The chart of Omega ratio for ECL, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for ECL, currently valued at 1.81, compared to the broader market0.002.004.006.001.81
Martin ratio
The chart of Martin ratio for ECL, currently valued at 18.91, compared to the broader market0.0010.0020.0030.0018.92

PNR vs. ECL - Sharpe Ratio Comparison

The current PNR Sharpe Ratio is 2.80, which is comparable to the ECL Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of PNR and ECL, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.80
2.28
PNR
ECL

Dividends

PNR vs. ECL - Dividend Comparison

PNR's dividend yield for the trailing twelve months is around 0.88%, less than ECL's 0.91% yield.


TTM20232022202120202019201820172016201520142013
PNR
Pentair plc
0.88%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%1.24%
ECL
Ecolab Inc.
0.91%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%

Drawdowns

PNR vs. ECL - Drawdown Comparison

The maximum PNR drawdown since its inception was -58.95%, which is greater than ECL's maximum drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for PNR and ECL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-4.37%
PNR
ECL

Volatility

PNR vs. ECL - Volatility Comparison

The current volatility for Pentair plc (PNR) is 3.99%, while Ecolab Inc. (ECL) has a volatility of 5.00%. This indicates that PNR experiences smaller price fluctuations and is considered to be less risky than ECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
3.99%
5.00%
PNR
ECL

Financials

PNR vs. ECL - Financials Comparison

This section allows you to compare key financial metrics between Pentair plc and Ecolab 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items