Eaton Corporation (ETN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Eaton Corporation, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $387.04 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +25.29% |
| Total return over period | +95.98% |
| Annualized volatility | 33.97% |
| Sharpe ratio | 0.64 |
| Sortino ratio | 0.89 |
| Max drawdown | -34.46% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.27% |
| Correlation with the S&P 500 | 0.67 |
| Period range | $187.33 – $435.78 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Eaton Corporation (ETN) has posted an annualized return of +25.29% with annual volatility of 33.97%, a Sharpe ratio of 0.64. Its worst stretch (max drawdown from a peak) was -34.46%. Its correlation with the S&P 500 is 0.67, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ETN would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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