Eaton Corporation plc (ETN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Eaton Corporation plc (ETN): 1Y return 16.9%, Sharpe ratio 0.58, volatility 38.7%, max drawdown -18.3%. 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: -0.7%, Sharpe: -0.59, Volatility: 30.7%, Max Drawdown: -4.6%
- YTD
- Return: 35.1%, Sharpe: 1.12, Volatility: 40.6%, Max Drawdown: -17.0%
- 1Y
- Return: 16.9%, Sharpe: 0.58, Volatility: 38.7%, Max Drawdown: -18.3%
- 5Y
- Return: 204.1%, Sharpe: 0.84, Volatility: 31.4%, Max Drawdown: -34.5%
- 10Y
- Return: 718.4%, Sharpe: 0.82, Volatility: 30.3%, 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.