Eaton Corporation plc (ETN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Eaton Corporation plc (ETN): 1Y return 44.3%, Sharpe ratio 1.34, volatility 29.9%, max drawdown -19.1%. A Stock in the Equity asset class. Compare ETN with other assets and invest through your own broker with pfolio.
Eaton Corporation plc (ETN) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: IE (Developed)
- Currency: USD
ETN Performance
- MTD
- Return: 10.5%, Sharpe: 7.51, Volatility: 31.1%, Max Drawdown: -2.1%
- YTD
- Return: 24.4%, Sharpe: 2.32, Volatility: 34.1%, Max Drawdown: -13.0%
- 1Y
- Return: 44.3%, Sharpe: 1.34, Volatility: 29.9%, Max Drawdown: -19.1%
- 5Y
- Return: 204.6%, Sharpe: 0.89, Volatility: 28.8%, Max Drawdown: -34.5%
- 10Y
- Return: 684.9%, Sharpe: 0.83, Volatility: 29.1%, Max Drawdown: -44.6%
Frequently Asked Questions
- What is Eaton Corporation plc (ETN)?
- Eaton Corporation plc (ETN) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ETN compare to other assets?
- You can compare ETN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ETN through pfolio?
- pfolio helps you build diversified portfolios that may include ETN. You invest through your own broker — pfolio provides the analytics.