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

Correlation

The correlation between WTS and ETN is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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%December2025FebruaryMarchAprilMay
5,895.65%
15,983.18%
WTS
ETN

Key characteristics

Sharpe Ratio

WTS:

0.33

ETN:

-0.12

Sortino Ratio

WTS:

0.69

ETN:

0.09

Omega Ratio

WTS:

1.08

ETN:

1.01

Calmar Ratio

WTS:

0.47

ETN:

-0.13

Martin Ratio

WTS:

1.03

ETN:

-0.33

Ulcer Index

WTS:

8.97%

ETN:

13.80%

Daily Std Dev

WTS:

27.77%

ETN:

38.33%

Max Drawdown

WTS:

-63.68%

ETN:

-68.95%

Current Drawdown

WTS:

-4.15%

ETN:

-20.32%

Fundamentals

Market Cap

WTS:

$7.02B

ETN:

$117.42B

EPS

WTS:

$8.68

ETN:

$9.50

PE Ratio

WTS:

24.25

ETN:

31.55

PEG Ratio

WTS:

2.81

ETN:

2.46

PS Ratio

WTS:

3.09

ETN:

4.75

PB Ratio

WTS:

4.04

ETN:

6.24

Total Revenue (TTM)

WTS:

$1.68B

ETN:

$25.31B

Gross Profit (TTM)

WTS:

$794.60M

ETN:

$13.66B

EBITDA (TTM)

WTS:

$342.40M

ETN:

$4.36B

Returns By Period

In the year-to-date period, WTS achieves a 5.93% return, which is significantly higher than ETN's -9.36% return. Over the past 10 years, WTS has underperformed ETN with an annualized return of 15.80%, while ETN has yielded a comparatively higher 18.54% annualized return.


WTS

YTD

5.93%

1M

9.97%

6M

11.41%

1Y

5.88%

5Y*

22.38%

10Y*

15.80%

ETN

YTD

-9.36%

1M

14.90%

6M

-9.95%

1Y

-5.56%

5Y*

33.18%

10Y*

18.54%

*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

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 6161
Overall Rank
The Sharpe Ratio Rank of WTS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of WTS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of WTS is 5454
Omega Ratio Rank
The Calmar Ratio Rank of WTS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of WTS is 6363
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 4141
Overall Rank
The Sharpe Ratio Rank of ETN is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 4444
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.


The chart of Sharpe ratio for WTS, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.00
WTS: 0.33
ETN: -0.12
The chart of Sortino ratio for WTS, currently valued at 0.69, compared to the broader market-6.00-4.00-2.000.002.004.00
WTS: 0.69
ETN: 0.09
The chart of Omega ratio for WTS, currently valued at 1.08, compared to the broader market0.501.001.502.00
WTS: 1.08
ETN: 1.01
The chart of Calmar ratio for WTS, currently valued at 0.47, compared to the broader market0.001.002.003.004.005.00
WTS: 0.47
ETN: -0.13
The chart of Martin ratio for WTS, currently valued at 1.03, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
WTS: 1.03
ETN: -0.33

The current WTS Sharpe Ratio is 0.33, which is higher than the ETN Sharpe Ratio of -0.12. 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.33
-0.12
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 0.97% 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
0.97%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.15%
-20.32%
WTS
ETN

Volatility

WTS vs. ETN - Volatility Comparison

The current volatility for Watts Water Technologies, Inc. (WTS) is 14.24%, while Eaton Corporation plc (ETN) has a volatility of 19.00%. This indicates that WTS 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%December2025FebruaryMarchAprilMay
14.24%
19.00%
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


0.001.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
540.40M
6.38B
(WTS) Total Revenue
(ETN) Total Revenue
Values in USD except per share items

WTS vs. ETN - Profitability Comparison

The chart below illustrates the profitability comparison between Watts Water Technologies, Inc. and Eaton Corporation plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
46.8%
100.0%
(WTS) Gross Margin
(ETN) Gross Margin
WTS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Watts Water Technologies, Inc. reported a gross profit of 252.70M and revenue of 540.40M. Therefore, the gross margin over that period was 46.8%.
ETN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eaton Corporation plc reported a gross profit of 6.38B and revenue of 6.38B. Therefore, the gross margin over that period was 100.0%.
WTS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Watts Water Technologies, Inc. reported an operating income of 89.00M and revenue of 540.40M, resulting in an operating margin of 16.5%.
ETN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eaton Corporation plc reported an operating income of 5.13B and revenue of 6.38B, resulting in an operating margin of 80.5%.
WTS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Watts Water Technologies, Inc. reported a net income of 67.50M and revenue of 540.40M, resulting in a net margin of 12.5%.
ETN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eaton Corporation plc reported a net income of 964.00M and revenue of 6.38B, resulting in a net margin of 15.1%.