CBU vs. ES
CBU (Community Bank System, Inc.) and ES (Eversource Energy) are both stocks. CBU operates in Banks - Regional (Financial Services), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, CBU returned 7.79%/yr vs 5.67%/yr for ES. At a 0.16 correlation, their price movements are largely independent.
Performance
CBU vs. ES - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBU achieves a 12.26% return, which is significantly higher than ES's 6.49% return. Over the past 10 years, CBU has outperformed ES with an annualized return of 7.79%, while ES has yielded a comparatively lower 5.67% annualized return.
CBU
- 1D
- 1.86%
- 1M
- 0.86%
- YTD
- 12.26%
- 6M
- 8.68%
- 1Y
- 21.16%
- 3Y*
- 14.51%
- 5Y*
- -0.74%
- 10Y*
- 7.79%
ES
- 1D
- 0.76%
- 1M
- 0.17%
- YTD
- 6.49%
- 6M
- 8.57%
- 1Y
- 17.29%
- 3Y*
- 4.89%
- 5Y*
- 1.67%
- 10Y*
- 5.67%
CBU vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBU Community Bank System, Inc. | 12.26% | -3.84% | 22.61% | -14.17% | -13.16% | 22.28% | -9.59% | 24.69% | 11.06% | -10.90% |
ES Eversource Energy | 6.49% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
Correlation
The correlation between CBU and ES is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 1985 | 0.16 |
The correlation between CBU and ES shifts across timeframes, from 0.13 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CBU:
$3.36B
ES:
$26.41B
CBU:
$4.05
ES:
$4.68
CBU:
15.67
ES:
14.98
CBU:
2.44
ES:
0.85
CBU:
3.62
ES:
1.88
CBU:
1.66
ES:
0.00
CBU:
$943.58M
ES:
$13.93B
CBU:
$700.09M
ES:
$4.19B
CBU:
$320.27M
ES:
$4.60B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CBU vs. ES — Risk / Return Rank
CBU
ES
CBU vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Community Bank System, Inc. (CBU) 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.
| CBU | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.15 | +0.18 |
| Martin ratioReturn relative to average drawdown | 3.12 | 2.74 | +0.38 |
Loading charts...
Drawdowns
CBU vs. ES - Drawdown Comparison
The maximum CBU drawdown since its inception was -61.07%, smaller than the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for CBU and ES.
Loading charts...
Drawdown Indicators
| CBU | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.07% | -73.04% | +11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -15.13% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -31.19% | -28.65% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -49.07% | -41.69% | -7.38% |
Max Drawdown (10Y)Largest decline over 10 years | -51.04% | -41.69% | -9.35% |
Current DrawdownCurrent decline from peak | -9.33% | -11.51% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -14.56% | -19.06% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 6.32% | +0.48% |
Volatility
CBU vs. ES - Volatility Comparison
Community Bank System, Inc. (CBU) has a higher volatility of 7.62% compared to Eversource Energy (ES) at 6.97%. This indicates that CBU'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.
Loading charts...
Volatility by Period
| CBU | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 6.97% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 16.25% | 16.06% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.85% | 24.63% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.53% | 23.89% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.11% | 24.37% | +5.74% |
Dividends
CBU vs. ES - Dividend Comparison
CBU's dividend yield for the trailing twelve months is around 2.96%, less than ES's 4.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBU Community Bank System, Inc. | 2.96% | 3.24% | 2.95% | 3.42% | 2.76% | 2.28% | 2.66% | 2.23% | 2.47% | 2.46% | 2.04% | 3.05% |
ES Eversource Energy | 4.39% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
Financials
CBU vs. ES - Financials Comparison
This section allows you to compare key financial metrics between Community Bank System, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CBU and ES have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBU has higher volatility (7.62%) compared to ES (6.97%). In terms of maximum drawdown, CBU dropped -61.07% vs ES's -73.04%.
CBU currently has the higher Sharpe Ratio (0.86 vs 0.71), 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.
Find the right allocation for CBU and ES
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer