DD vs. ES
DD (DuPont de Nemours, Inc.) and ES (Eversource Energy) are both stocks. DD operates in Chemicals (Basic Materials), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, DD returned 9.17%/yr vs 0.24%/yr for ES. At a 0.22 correlation, their price movements are largely independent.
Performance
DD vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, DD achieves a 21.91% return, which is significantly higher than ES's 4.32% return.
DD
- 1D
- 3.03%
- 1M
- -1.41%
- YTD
- 21.91%
- 6M
- 19.73%
- 1Y
- 77.05%
- 3Y*
- 20.30%
- 5Y*
- 9.17%
- 10Y*
- —
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%
DD vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 21.91% | 28.77% | 1.04% | 14.36% | -13.36% | 15.41% | 13.28% | -1.38% |
ES Eversource Energy | 4.32% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 16.70% |
Correlation
The correlation between DD and ES is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019 | 0.22 |
Fundamentals
DD:
$19.92B
ES:
$25.87B
DD:
-$0.10
ES:
$4.68
DD:
2.07
ES:
1.84
DD:
1.42
ES:
0.00
DD:
$9.70B
ES:
$13.93B
DD:
$2.68B
ES:
$4.19B
DD:
$1.54B
ES:
$4.60B
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Return for Risk
DD vs. ES — Risk / Return Rank
DD
ES
DD vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) 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.
| DD | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.09 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 0.61 | +3.63 |
| Martin ratioReturn relative to average drawdown | 13.16 | 1.46 | +11.70 |
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Drawdowns
DD vs. ES - Drawdown Comparison
The maximum DD drawdown since its inception was -62.03%, smaller than the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for DD and ES.
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Drawdown Indicators
| DD | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -73.04% | +11.01% |
Max Drawdown (1Y)Largest decline over 1 year | -17.31% | -15.13% | -2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -37.84% | -28.65% | -9.19% |
Max Drawdown (5Y)Largest decline over 5 years | -40.22% | -41.69% | +1.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.69% | — |
Current DrawdownCurrent decline from peak | -4.90% | -13.32% | +8.42% |
Average DrawdownAverage peak-to-trough decline | -14.56% | -19.06% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 6.30% | -0.73% |
Volatility
DD vs. ES - Volatility Comparison
DuPont de Nemours, Inc. (DD) has a higher volatility of 10.87% compared to Eversource Energy (ES) at 7.72%. This indicates that DD'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
| DD | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.87% | 7.72% | +3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 23.72% | 16.00% | +7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.19% | 24.68% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.07% | 23.94% | +6.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.33% | 24.35% | +9.98% |
Dividends
DD vs. ES - Dividend Comparison
DD's dividend yield for the trailing twelve months is around 101.24%, more than ES's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 101.24% | 121.72% | 1.99% | 1.87% | 1.92% | 1.49% | 1.69% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% |
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
DD vs. ES - Financials Comparison
This section allows you to compare key financial metrics between DuPont de Nemours, 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
DD and ES have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DD has higher volatility (10.87%) compared to ES (7.72%). In terms of maximum drawdown, DD dropped -62.03% vs ES's -73.04%.
DD currently has the higher Sharpe Ratio (2.36 vs 0.37), 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.
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