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

Correlation

The correlation between PRYMY and ETN is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PRYMY vs. ETN - Performance Comparison

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

200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
209.12%
584.01%
PRYMY
ETN

Key characteristics

Sharpe Ratio

PRYMY:

-0.01

ETN:

-0.36

Sortino Ratio

PRYMY:

0.25

ETN:

-0.26

Omega Ratio

PRYMY:

1.04

ETN:

0.96

Calmar Ratio

PRYMY:

-0.01

ETN:

-0.40

Martin Ratio

PRYMY:

-0.04

ETN:

-1.07

Ulcer Index

PRYMY:

11.93%

ETN:

12.92%

Daily Std Dev

PRYMY:

39.74%

ETN:

37.92%

Max Drawdown

PRYMY:

-52.29%

ETN:

-68.95%

Current Drawdown

PRYMY:

-31.81%

ETN:

-28.67%

Fundamentals

Market Cap

PRYMY:

$14.84B

ETN:

$105.45B

EPS

PRYMY:

$1.42

ETN:

$9.50

PE Ratio

PRYMY:

18.13

ETN:

28.24

PEG Ratio

PRYMY:

0.00

ETN:

2.25

PS Ratio

PRYMY:

0.87

ETN:

4.24

PB Ratio

PRYMY:

2.56

ETN:

5.70

Total Revenue (TTM)

PRYMY:

$13.34B

ETN:

$18.94B

Gross Profit (TTM)

PRYMY:

$4.29B

ETN:

$7.28B

EBITDA (TTM)

PRYMY:

$2.40B

ETN:

$4.38B

Returns By Period

The year-to-date returns for both investments are quite close, with PRYMY having a -19.41% return and ETN slightly higher at -18.85%.


PRYMY

YTD

-19.41%

1M

-21.04%

6M

-30.19%

1Y

-1.58%

5Y*

27.36%

10Y*

N/A

ETN

YTD

-18.85%

1M

-8.91%

6M

-22.44%

1Y

-12.03%

5Y*

30.25%

10Y*

17.69%

*Annualized

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Risk-Adjusted Performance

PRYMY vs. ETN — Risk-Adjusted Performance Rank

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

PRYMY
The Risk-Adjusted Performance Rank of PRYMY is 5151
Overall Rank
The Sharpe Ratio Rank of PRYMY is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PRYMY is 4747
Sortino Ratio Rank
The Omega Ratio Rank of PRYMY is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PRYMY is 5353
Calmar Ratio Rank
The Martin Ratio Rank of PRYMY is 5353
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 3131
Overall Rank
The Sharpe Ratio Rank of ETN is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 3232
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 3232
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRYMY vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prysmian SPA ADR (PRYMY) 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.


Sharpe ratio
The chart of Sharpe ratio for PRYMY, currently valued at -0.01, compared to the broader market-2.00-1.000.001.002.003.00
PRYMY: -0.01
ETN: -0.36
The chart of Sortino ratio for PRYMY, currently valued at 0.25, compared to the broader market-6.00-4.00-2.000.002.004.00
PRYMY: 0.25
ETN: -0.26
The chart of Omega ratio for PRYMY, currently valued at 1.04, compared to the broader market0.501.001.502.00
PRYMY: 1.04
ETN: 0.96
The chart of Calmar ratio for PRYMY, currently valued at -0.01, compared to the broader market0.001.002.003.004.00
PRYMY: -0.01
ETN: -0.40
The chart of Martin ratio for PRYMY, currently valued at -0.04, compared to the broader market-5.000.005.0010.0015.0020.00
PRYMY: -0.04
ETN: -1.07

The current PRYMY Sharpe Ratio is -0.01, which is higher than the ETN Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of PRYMY 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.01
-0.36
PRYMY
ETN

Dividends

PRYMY vs. ETN - Dividend Comparison

PRYMY's dividend yield for the trailing twelve months is around 1.45%, which matches ETN's 1.44% yield.


TTM20242023202220212020201920182017201620152014
PRYMY
Prysmian SPA ADR
1.45%1.16%1.46%1.63%1.61%0.76%3.95%6.59%1.43%1.89%2.13%0.00%
ETN
Eaton Corporation plc
1.44%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

Drawdowns

PRYMY vs. ETN - Drawdown Comparison

The maximum PRYMY drawdown since its inception was -52.29%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for PRYMY and ETN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.81%
-28.67%
PRYMY
ETN

Volatility

PRYMY vs. ETN - Volatility Comparison

Prysmian SPA ADR (PRYMY) has a higher volatility of 21.53% compared to Eaton Corporation plc (ETN) at 18.78%. This indicates that PRYMY's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.53%
18.78%
PRYMY
ETN

Financials

PRYMY vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Prysmian SPA ADR 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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