DE vs. ES
DE (Deere & Company) and ES (Eversource Energy) are both stocks. DE operates in Farm & Heavy Construction Machinery (Industrials), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, DE returned 23.07%/yr vs 5.44%/yr for ES. At a 0.19 correlation, their price movements are largely independent.
Performance
DE vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, DE achieves a 24.40% return, which is significantly higher than ES's 4.32% return. Over the past 10 years, DE has outperformed ES with an annualized return of 23.07%, while ES has yielded a comparatively lower 5.44% annualized return.
DE
- 1D
- 1.55%
- 1M
- 2.79%
- YTD
- 24.40%
- 6M
- 19.88%
- 1Y
- 14.81%
- 3Y*
- 14.77%
- 5Y*
- 12.54%
- 10Y*
- 23.07%
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%
DE vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DE Deere & Company | 24.40% | 11.39% | 7.56% | -5.48% | 26.59% | 28.86% | 57.96% | 18.30% | -2.90% | 54.83% |
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 DE and ES is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1984 | 0.19 |
Fundamentals
DE:
$17.76
ES:
$4.68
DE:
32.52
ES:
14.67
DE:
7.64
ES:
0.83
DE:
3.40
ES:
1.84
DE:
$46.01B
ES:
$13.93B
DE:
$16.40B
ES:
$4.19B
DE:
$11.54B
ES:
$4.60B
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Return for Risk
DE vs. ES — Risk / Return Rank
DE
ES
DE vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) 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.
| DE | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.09 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.61 | +0.06 |
| Martin ratioReturn relative to average drawdown | 1.38 | 1.46 | -0.08 |
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Drawdowns
DE vs. ES - Drawdown Comparison
The maximum DE drawdown since its inception was -73.27%, roughly equal to the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for DE and ES.
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Drawdown Indicators
| DE | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.27% | -73.04% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -19.90% | -15.13% | -4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -28.65% | +7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -33.81% | -41.69% | +7.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.91% | -41.69% | +3.78% |
Current DrawdownCurrent decline from peak | -12.58% | -13.32% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -18.61% | -19.06% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.58% | 6.30% | +3.28% |
Volatility
DE vs. ES - Volatility Comparison
Deere & Company (DE) has a higher volatility of 10.51% compared to Eversource Energy (ES) at 7.72%. This indicates that DE'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
| DE | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.51% | 7.72% | +2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 24.42% | 16.00% | +8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.03% | 24.68% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.39% | 23.94% | +5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.40% | 24.35% | +6.05% |
Dividends
DE vs. ES - Dividend Comparison
DE's dividend yield for the trailing twelve months is around 1.12%, less than ES's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DE Deere & Company | 1.12% | 1.39% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% |
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
DE vs. ES - Financials Comparison
This section allows you to compare key financial metrics between Deere & Company 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
DE and ES have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DE has higher volatility (10.51%) compared to ES (7.72%). In terms of maximum drawdown, DE dropped -73.27% vs ES's -73.04%.
DE currently has the higher Sharpe Ratio (0.44 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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