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BGS vs. ES
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BGS vs. ES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in B&G Foods, Inc. (BGS) and Eversource Energy (ES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGS achieves a -2.65% return, which is significantly lower than ES's 4.32% return. Over the past 10 years, BGS has underperformed ES with an annualized return of -14.86%, while ES has yielded a comparatively higher 5.44% annualized return.


BGS

1D
-0.25%
1M
-5.62%
YTD
-2.65%
6M
-8.58%
1Y
9.87%
3Y*
-25.46%
5Y*
-27.79%
10Y*
-14.86%

ES

1D
0.38%
1M
3.48%
YTD
4.32%
6M
4.28%
1Y
10.16%
3Y*
4.00%
5Y*
0.24%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGS vs. ES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGS
B&G Foods, Inc.
-2.65%-26.81%-28.30%0.33%-60.70%17.69%67.73%-31.93%-12.20%-15.46%
ES
Eversource Energy
4.32%22.86%-2.46%-23.43%-5.06%8.18%4.45%34.49%6.41%17.97%

Correlation

The correlation between BGS and ES is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since May 23, 2007

0.25

The correlation between BGS and ES shifts across timeframes, from 0.14 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BGS:

$323.22M

ES:

$25.87B

EPS

BGS:

-$0.96

ES:

$4.68

PS Ratio

BGS:

0.18

ES:

1.84

PB Ratio

BGS:

0.80

ES:

0.00

Total Revenue (TTM)

BGS:

$1.81B

ES:

$13.93B

Gross Profit (TTM)

BGS:

$388.44M

ES:

$4.19B

EBITDA (TTM)

BGS:

$91.70M

ES:

$4.60B

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Return for Risk

BGS vs. ES — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGS
BGS Risk / Return Rank: 4747
Overall Rank
BGS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
BGS Omega Ratio Rank: 4545
Omega Ratio Rank
BGS Calmar Ratio Rank: 4747
Calmar Ratio Rank
BGS Martin Ratio Rank: 4949
Martin Ratio Rank

ES
ES Risk / Return Rank: 5454
Overall Rank
ES Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ES Sortino Ratio Rank: 4747
Sortino Ratio Rank
ES Omega Ratio Rank: 4949
Omega Ratio Rank
ES Calmar Ratio Rank: 5757
Calmar Ratio Rank
ES Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGS vs. ES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for B&G Foods, Inc. (BGS) and Eversource Energy (ES). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BGSESDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.07

1.09

-0.03

Calmar ratioReturn relative to maximum drawdown

0.16

0.61

-0.45

Martin ratioReturn relative to average drawdown

0.47

1.46

-1.00

BGS vs. ES - Sharpe Ratio Comparison

The current BGS Sharpe Ratio is 0.10, which is lower than the ES Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BGS and ES, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BGS vs. ES - Drawdown Comparison

The maximum BGS drawdown since its inception was -86.50%, which is greater than ES's maximum drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for BGS and ES.


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Drawdown Indicators


BGSESDifference

Max Drawdown

Largest peak-to-trough decline

-86.50%

-73.04%

-13.46%

Max Drawdown (1Y)

Largest decline over 1 year

-33.11%

-15.13%

-17.98%

Max Drawdown (3Y)

Largest decline over 3 years

-67.36%

-28.65%

-38.71%

Max Drawdown (5Y)

Largest decline over 5 years

-84.68%

-41.69%

-42.99%

Max Drawdown (10Y)

Largest decline over 10 years

-86.50%

-41.69%

-44.81%

Current Drawdown

Current decline from peak

-83.99%

-13.32%

-70.67%

Average Drawdown

Average peak-to-trough decline

-32.06%

-19.06%

-13.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.32%

6.30%

+5.02%

Volatility

BGS vs. ES - Volatility Comparison

B&G Foods, Inc. (BGS) has a higher volatility of 9.65% compared to Eversource Energy (ES) at 7.72%. This indicates that BGS's price experiences larger fluctuations and is considered to be riskier than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGSESDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

7.72%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

33.85%

16.00%

+17.85%

Volatility (1Y)

Calculated over the trailing 1-year period

51.42%

24.68%

+26.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.32%

23.94%

+25.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.31%

24.35%

+21.96%

Dividends

BGS vs. ES - Dividend Comparison

BGS's dividend yield for the trailing twelve months is around 18.86%, more than ES's 4.48% yield.


PositionTTM20252024202320222021202020192018201720162015
BGS
B&G Foods, Inc.
18.86%17.67%11.03%7.24%14.48%6.18%6.85%10.60%6.54%5.29%3.94%3.94%
ES
Eversource Energy
4.48%4.47%4.98%4.37%3.04%2.65%2.62%2.52%3.11%3.01%3.22%3.27%

Financials

BGS vs. ES - Financials Comparison

This section allows you to compare key financial metrics between B&G Foods, Inc. and Eversource Energy. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
408.94M
4.50B
(BGS) Total Revenue
(ES) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BGS and ES have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGS has higher volatility (9.65%) compared to ES (7.72%). In terms of maximum drawdown, BGS dropped -86.50% vs ES's -73.04%.

ES currently has the higher Sharpe Ratio (0.37 vs 0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BGS and ES

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