TAYD vs. ETN
TAYD (Taylor Devices, Inc.) and ETN (Eaton Corporation plc) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, TAYD returned 12.02%/yr vs 24.08%/yr for ETN. At a 0.09 correlation, their price movements are largely independent.
Performance
TAYD vs. ETN - Performance Comparison
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Returns By Period
In the year-to-date period, TAYD achieves a -10.06% return, which is significantly lower than ETN's 33.02% return. Over the past 10 years, TAYD has underperformed ETN with an annualized return of 12.02%, while ETN has yielded a comparatively higher 24.08% annualized return.
TAYD
- 1D
- -1.55%
- 1M
- -1.09%
- YTD
- -10.06%
- 6M
- 9.66%
- 1Y
- 40.38%
- 3Y*
- 39.26%
- 5Y*
- 34.68%
- 10Y*
- 12.02%
ETN
- 1D
- 0.86%
- 1M
- -0.02%
- YTD
- 33.02%
- 6M
- 26.26%
- 1Y
- 30.76%
- 3Y*
- 32.92%
- 5Y*
- 25.16%
- 10Y*
- 24.08%
TAYD vs. ETN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAYD Taylor Devices, Inc. | -10.06% | 40.46% | 88.07% | 55.95% | 29.91% | 4.33% | -0.38% | -13.71% | -9.24% | -11.71% |
ETN Eaton Corporation plc | 33.02% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 29.88% | 42.76% | -10.04% | 21.54% |
Correlation
The correlation between TAYD and ETN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995 | 0.09 |
The correlation between TAYD and ETN shifts across timeframes, from 0.09 (all time) to 0.20 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
TAYD:
$4.95
ETN:
$10.22
TAYD:
10.62
ETN:
41.19
TAYD:
0.12
ETN:
2.24
TAYD:
2.97
ETN:
5.76
TAYD:
$37.08M
ETN:
$28.52B
TAYD:
$21.95M
ETN:
$7.87B
TAYD:
$13.00M
ETN:
$4.75B
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Return for Risk
TAYD vs. ETN — Risk / Return Rank
TAYD
ETN
TAYD vs. ETN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) 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.
| TAYD | ETN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.97 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.45 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.61 | -0.71 |
Martin ratioReturn relative to average drawdown | 2.13 | 3.53 | -1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TAYD | ETN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.97 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.85 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.81 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.42 | -0.29 |
Drawdowns
TAYD vs. ETN - Drawdown Comparison
The maximum TAYD drawdown since its inception was -74.52%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for TAYD and ETN.
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Drawdown Indicators
| TAYD | ETN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.52% | -68.95% | -5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -45.06% | -19.14% | -25.92% |
Max Drawdown (3Y)Largest decline over 3 years | -52.65% | -34.46% | -18.19% |
Max Drawdown (5Y)Largest decline over 5 years | -52.65% | -34.46% | -18.19% |
Max Drawdown (10Y)Largest decline over 10 years | -66.49% | -44.55% | -21.94% |
Current DrawdownCurrent decline from peak | -41.55% | -2.46% | -39.09% |
Average DrawdownAverage peak-to-trough decline | -37.29% | -14.90% | -22.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.97% | 8.75% | +10.22% |
Volatility
TAYD vs. ETN - Volatility Comparison
Taylor Devices, Inc. (TAYD) and Eaton Corporation plc (ETN) have volatilities of 13.19% and 12.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAYD | ETN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.19% | 12.77% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 44.99% | 25.11% | +19.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.62% | 32.08% | +26.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.10% | 29.93% | +23.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.23% | 29.96% | +16.27% |
Dividends
TAYD vs. ETN - Dividend Comparison
TAYD has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETN Eaton Corporation plc | 1.02% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
TAYD Taylor Devices, 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% |
Financials
TAYD vs. ETN - Financials Comparison
This section allows you to compare key financial metrics between Taylor Devices, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TAYD and ETN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAYD has higher volatility (13.19%) compared to ETN (12.77%). In terms of maximum drawdown, TAYD dropped -74.52% vs ETN's -68.95%.
ETN currently has the higher Sharpe Ratio (0.97 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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