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

Correlation

The correlation between WTS and ETN is 0.38, 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.


-0.50.00.51.00.4

Performance

WTS vs. ETN - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%SeptemberOctoberNovemberDecember2025February
5,866.19%
15,582.21%
WTS
ETN

Key characteristics

Sharpe Ratio

WTS:

0.37

ETN:

0.15

Sortino Ratio

WTS:

0.71

ETN:

0.39

Omega Ratio

WTS:

1.08

ETN:

1.06

Calmar Ratio

WTS:

0.46

ETN:

0.20

Martin Ratio

WTS:

1.08

ETN:

0.53

Ulcer Index

WTS:

8.17%

ETN:

8.86%

Daily Std Dev

WTS:

23.89%

ETN:

32.47%

Max Drawdown

WTS:

-63.68%

ETN:

-68.95%

Current Drawdown

WTS:

-4.30%

ETN:

-22.30%

Fundamentals

Market Cap

WTS:

$7.17B

ETN:

$114.76B

EPS

WTS:

$8.62

ETN:

$9.49

PE Ratio

WTS:

24.74

ETN:

30.60

PEG Ratio

WTS:

2.94

ETN:

2.49

Total Revenue (TTM)

WTS:

$2.25B

ETN:

$24.88B

Gross Profit (TTM)

WTS:

$1.06B

ETN:

$13.31B

EBITDA (TTM)

WTS:

$455.10M

ETN:

$4.16B

Returns By Period

In the year-to-date period, WTS achieves a 5.76% return, which is significantly higher than ETN's -11.62% return. Over the past 10 years, WTS has underperformed ETN with an annualized return of 15.87%, while ETN has yielded a comparatively higher 18.72% annualized return.


WTS

YTD

5.76%

1M

3.98%

6M

9.53%

1Y

5.06%

5Y*

18.37%

10Y*

15.87%

ETN

YTD

-11.62%

1M

-10.15%

6M

-4.17%

1Y

1.10%

5Y*

28.64%

10Y*

18.72%

*Annualized

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Risk-Adjusted Performance

WTS vs. ETN — Risk-Adjusted Performance Rank

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

WTS
The Risk-Adjusted Performance Rank of WTS is 5959
Overall Rank
The Sharpe Ratio Rank of WTS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of WTS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of WTS is 5151
Omega Ratio Rank
The Calmar Ratio Rank of WTS is 6767
Calmar Ratio Rank
The Martin Ratio Rank of WTS is 6060
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 5151
Overall Rank
The Sharpe Ratio Rank of ETN is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 5555
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.

WTS vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Watts Water Technologies, Inc. (WTS) 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 WTS, currently valued at 0.37, compared to the broader market-3.00-2.00-1.000.001.002.003.000.370.15
The chart of Sortino ratio for WTS, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.710.39
The chart of Omega ratio for WTS, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.06
The chart of Calmar ratio for WTS, currently valued at 0.46, compared to the broader market0.001.002.003.004.005.006.000.460.20
The chart of Martin ratio for WTS, currently valued at 1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.001.080.53
WTS
ETN

The current WTS Sharpe Ratio is 0.37, which is higher than the ETN Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of WTS 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.37
0.15
WTS
ETN

Dividends

WTS vs. ETN - Dividend Comparison

WTS's dividend yield for the trailing twelve months is around 0.80%, less than ETN's 1.28% yield.


TTM20242023202220212020201920182017201620152014
WTS
Watts Water Technologies, Inc.
0.80%0.81%0.66%0.79%0.52%0.76%0.90%1.27%0.99%1.09%1.33%0.91%
ETN
Eaton Corporation plc
1.28%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

Drawdowns

WTS vs. ETN - Drawdown Comparison

The maximum WTS drawdown since its inception was -63.68%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for WTS and ETN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.30%
-22.30%
WTS
ETN

Volatility

WTS vs. ETN - Volatility Comparison

Watts Water Technologies, Inc. (WTS) has a higher volatility of 9.36% compared to Eaton Corporation plc (ETN) at 8.68%. This indicates that WTS'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%SeptemberOctoberNovemberDecember2025February
9.36%
8.68%
WTS
ETN

Financials

WTS vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Watts Water Technologies, 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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