PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QRHC vs. ETN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between QRHC and ETN is 0.12, 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.


-0.50.00.51.00.1

Performance

QRHC vs. ETN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-31.28%
4.85%
QRHC
ETN

Key characteristics

Sharpe Ratio

QRHC:

-0.35

ETN:

0.95

Sortino Ratio

QRHC:

-0.25

ETN:

1.31

Omega Ratio

QRHC:

0.97

ETN:

1.21

Calmar Ratio

QRHC:

-0.17

ETN:

1.55

Martin Ratio

QRHC:

-0.64

ETN:

4.35

Ulcer Index

QRHC:

23.11%

ETN:

7.07%

Daily Std Dev

QRHC:

42.07%

ETN:

32.52%

Max Drawdown

QRHC:

-97.70%

ETN:

-68.95%

Current Drawdown

QRHC:

-88.10%

ETN:

-15.87%

Fundamentals

Market Cap

QRHC:

$119.41M

ETN:

$123.12B

EPS

QRHC:

-$0.38

ETN:

$9.41

PEG Ratio

QRHC:

0.99

ETN:

3.20

Total Revenue (TTM)

QRHC:

$218.56M

ETN:

$18.64B

Gross Profit (TTM)

QRHC:

$34.54M

ETN:

$7.07B

EBITDA (TTM)

QRHC:

$10.43M

ETN:

$4.16B

Returns By Period

In the year-to-date period, QRHC achieves a -10.77% return, which is significantly lower than ETN's -4.30% return. Over the past 10 years, QRHC has underperformed ETN with an annualized return of -5.32%, while ETN has yielded a comparatively higher 20.89% annualized return.


QRHC

YTD

-10.77%

1M

-6.30%

6M

-31.28%

1Y

-15.70%

5Y*

18.89%

10Y*

-5.32%

ETN

YTD

-4.30%

1M

-4.45%

6M

4.85%

1Y

28.47%

5Y*

30.26%

10Y*

20.89%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

QRHC vs. ETN — Risk-Adjusted Performance Rank

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

QRHC
The Risk-Adjusted Performance Rank of QRHC is 2929
Overall Rank
The Sharpe Ratio Rank of QRHC is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of QRHC is 2626
Sortino Ratio Rank
The Omega Ratio Rank of QRHC is 2626
Omega Ratio Rank
The Calmar Ratio Rank of QRHC is 3636
Calmar Ratio Rank
The Martin Ratio Rank of QRHC is 3232
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 7777
Overall Rank
The Sharpe Ratio Rank of ETN is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 7979
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.

QRHC vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quest Resource Holding Corporation (QRHC) 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 QRHC, currently valued at -0.35, compared to the broader market-2.000.002.00-0.350.95
The chart of Sortino ratio for QRHC, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.251.31
The chart of Omega ratio for QRHC, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.21
The chart of Calmar ratio for QRHC, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.171.55
The chart of Martin ratio for QRHC, currently valued at -0.64, compared to the broader market0.0010.0020.00-0.644.35
QRHC
ETN

The current QRHC Sharpe Ratio is -0.35, which is lower than the ETN Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of QRHC 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.35
0.95
QRHC
ETN

Dividends

QRHC vs. ETN - Dividend Comparison

QRHC has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.18%.


TTM20242023202220212020201920182017201620152014
QRHC
Quest Resource Holding Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETN
Eaton Corporation plc
1.18%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

Drawdowns

QRHC vs. ETN - Drawdown Comparison

The maximum QRHC drawdown since its inception was -97.70%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for QRHC and ETN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-88.10%
-15.87%
QRHC
ETN

Volatility

QRHC vs. ETN - Volatility Comparison

The current volatility for Quest Resource Holding Corporation (QRHC) is 10.92%, while Eaton Corporation plc (ETN) has a volatility of 18.66%. This indicates that QRHC 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.92%
18.66%
QRHC
ETN

Financials

QRHC vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Quest Resource Holding 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab