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

Correlation

The correlation between STEM and ETN is 0.27, 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.


-0.50.00.51.00.3

Performance

STEM vs. ETN - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-96.66%
240.32%
STEM
ETN

Key characteristics

Sharpe Ratio

STEM:

-0.73

ETN:

1.65

Sortino Ratio

STEM:

-1.80

ETN:

2.20

Omega Ratio

STEM:

0.79

ETN:

1.30

Calmar Ratio

STEM:

-0.92

ETN:

2.34

Martin Ratio

STEM:

-1.31

ETN:

7.33

Ulcer Index

STEM:

69.89%

ETN:

6.32%

Daily Std Dev

STEM:

124.37%

ETN:

28.01%

Max Drawdown

STEM:

-99.38%

ETN:

-68.95%

Current Drawdown

STEM:

-99.35%

ETN:

-10.44%

Fundamentals

Market Cap

STEM:

$59.28M

ETN:

$137.17B

EPS

STEM:

-$5.23

ETN:

$9.41

Total Revenue (TTM)

STEM:

$256.18M

ETN:

$24.61B

Gross Profit (TTM)

STEM:

$11.87M

ETN:

$9.42B

EBITDA (TTM)

STEM:

-$782.29M

ETN:

$5.48B

Returns By Period

In the year-to-date period, STEM achieves a -91.65% return, which is significantly lower than ETN's 42.14% return.


STEM

YTD

-91.65%

1M

-9.96%

6M

-71.35%

1Y

-91.86%

5Y*

N/A

10Y*

N/A

ETN

YTD

42.14%

1M

-6.20%

6M

6.30%

1Y

44.25%

5Y*

31.84%

10Y*

20.48%

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Risk-Adjusted Performance

STEM vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stem, Inc. (STEM) 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 STEM, currently valued at -0.73, compared to the broader market-4.00-2.000.002.00-0.731.65
The chart of Sortino ratio for STEM, currently valued at -1.80, compared to the broader market-4.00-2.000.002.004.00-1.802.20
The chart of Omega ratio for STEM, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.30
The chart of Calmar ratio for STEM, currently valued at -0.92, compared to the broader market0.002.004.006.00-0.922.34
The chart of Martin ratio for STEM, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.317.33
STEM
ETN

The current STEM Sharpe Ratio is -0.73, which is lower than the ETN Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of STEM 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.73
1.65
STEM
ETN

Dividends

STEM vs. ETN - Dividend Comparison

STEM has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.11%.


TTM20232022202120202019201820172016201520142013
STEM
Stem, Inc.
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
1.11%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%

Drawdowns

STEM vs. ETN - Drawdown Comparison

The maximum STEM drawdown since its inception was -99.38%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for STEM and ETN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.35%
-10.44%
STEM
ETN

Volatility

STEM vs. ETN - Volatility Comparison

Stem, Inc. (STEM) has a higher volatility of 28.68% compared to Eaton Corporation plc (ETN) at 6.78%. This indicates that STEM'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
28.68%
6.78%
STEM
ETN

Financials

STEM vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Stem, Inc. 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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