IE00B8KQN827
IE00B8KQN827
Eaton Corporation, PLC
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 67/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±32.0% p.a.) and steep historical drawdowns.
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
7/7 Very High
7 / 7 SRI Price Fluctuation & Beta
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Largely moves in line with the broader market.
Beta (Market Relation)
1.13x
Above averageVolatility (5Y p.a.)
32.0% p.a.
5-Year HorizonMax Drawdown (5Y)
-34.7%
5-Year HorizonSharpe Ratio
0.63
Return / RiskSpeculative / High Risk: Score Basis:
Multi-Horizon Risk & Performance Matrix
Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.
Volatility Expansion (3Y > 5Y) High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +12.7% |
| 3 Years | 34.9% | -34.7% | 0.67 | +25.8% |
| 5 Years | 32.0% | -34.7% | 0.63 | +22.6% |
| 10 Years | 30.9% | -45.0% | 0.59 | +20.8% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (32.0% p.a.).
Corporate Governance & ISS Scores
Overall Governance Risk
2 ISS Score: 2 / 10
Audit Risk
3 ISS Score: 3 / 10
Board Risk
1 ISS Score: 1 / 10
Short Ratio
4.15