EDPFY vs. EVRG

Last updated Jun 4, 2026

EDPFY (EDP Energias de Portugal SA ADR) and EVRG (Evergy, Inc.) are both stocks. Both are in the Utilities sector — EDPFY in Utilities - Diversified, EVRG in Utilities - Regulated Electric. Over the past 5 years, EDPFY returned 3.49%/yr vs 9.53%/yr for EVRG. At a 0.25 correlation, their price movements are largely independent.

Performance

EDPFY vs. EVRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EDP Energias de Portugal SA ADR (EDPFY) and Evergy, Inc. (EVRG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EDPFY achieves a 17.83% return, which is significantly higher than EVRG's 13.72% return.

EDPFY

• 1D: 0.78%
• 1M: -1.54%
• YTD: 17.83%
• 6M: 20.46%
• 1Y: 33.68%
• 3Y*: 6.79%
• 5Y*: 3.49%
• 10Y*: 10.19%

EVRG

• 1D: -0.34%
• 1M: -0.40%
• YTD: 13.72%
• 6M: 10.97%
• 1Y: 27.22%
• 3Y*: 16.74%
• 5Y*: 9.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EDPFY vs. EVRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EDPFY EDP Energias de Portugal SA ADR	17.83%	51.44%	-32.70%	5.27%	-5.36%	-13.34%	63.23%	31.19%	-12.81%
EVRG Evergy, Inc.	13.72%	22.44%	23.41%	-13.28%	-4.89%	27.99%	-11.67%	18.38%	6.83%

Correlation

The correlation between EDPFY and EVRG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jun 5, 2018	0.25

Fundamentals

Market Cap EDPFY : $21.38B EVRG : $19.10B
EPS EDPFY : $2.71 EVRG : $3.77
PE Ratio EDPFY : 19.11 EVRG : 21.51
PS Ratio EDPFY : 1.35 EVRG : 3.16
PB Ratio EDPFY : 1.82 EVRG : 1.88
Total Revenue (TTM) EDPFY : $15.60B EVRG : $5.99B
Gross Profit (TTM) EDPFY : $4.29B EVRG : $2.49B
EBITDA (TTM) EDPFY : $5.39B EVRG : $2.75B

Return for Risk

EDPFY vs. EVRG — Risk / Return Rank

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

EDPFY

EDPFY Risk / Return Rank: 76
EDPFY Sharpe Ratio Rank: 81
EDPFY Sortino Ratio Rank: 74
EDPFY Omega Ratio Rank: 75
EDPFY Calmar Ratio Rank: 75
EDPFY Martin Ratio Rank: 76

EVRG

EVRG Risk / Return Rank: 83
EVRG Sharpe Ratio Rank: 84
EVRG Sortino Ratio Rank: 81
EVRG Omega Ratio Rank: 77
EVRG Calmar Ratio Rank: 86
EVRG Martin Ratio Rank: 86

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.

EDPFY vs. EVRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EDP Energias de Portugal SA ADR (EDPFY) and Evergy, Inc. (EVRG). 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.

	EDPFY	EVRG	Difference
Sharpe ratio Return per unit of total volatility	1.47	1.73	-0.26
Sortino ratio Return per unit of downside risk	1.90	2.44	-0.54
Omega ratio Gain probability vs. loss probability	1.27	1.29	-0.02
Calmar ratio Return relative to maximum drawdown	2.08	3.74	-1.66
Martin ratio Return relative to average drawdown	5.24	9.62	-4.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EDPFY vs. EVRG - Sharpe Ratio Comparison

The current EDPFY Sharpe Ratio is 1.47, which is comparable to the EVRG Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EDPFY and EVRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EDPFY	EVRG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	1.73	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.51	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.38	-0.24

Drawdowns

EDPFY vs. EVRG - Drawdown Comparison

The maximum EDPFY drawdown since its inception was -67.95%, which is greater than EVRG's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for EDPFY and EVRG.

Drawdown Indicators

	EDPFY	EVRG	Difference
Max Drawdown Largest peak-to-trough decline	-67.95%	-38.79%	-29.16%
Max Drawdown (1Y) Largest decline over 1 year	-16.26%	-7.30%	-8.96%
Max Drawdown (3Y) Largest decline over 3 years	-37.52%	-21.10%	-16.42%
Max Drawdown (5Y) Largest decline over 5 years	-42.71%	-29.84%	-12.87%
Max Drawdown (10Y) Largest decline over 10 years	-48.34%	—	—
Current Drawdown Current decline from peak	-2.97%	-3.68%	+0.71%
Average Drawdown Average peak-to-trough decline	-28.36%	-9.92%	-18.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.45%	2.84%	+3.61%

Volatility

EDPFY vs. EVRG - Volatility Comparison

EDP Energias de Portugal SA ADR (EDPFY) and Evergy, Inc. (EVRG) have volatilities of 6.34% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EDPFY	EVRG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.34%	6.07%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	17.41%	11.80%	+5.61%
Volatility (1Y) Calculated over the trailing 1-year period	22.99%	15.83%	+7.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.59%	18.92%	+7.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.82%	24.34%	+3.48%

Dividends

EDPFY vs. EVRG - Dividend Comparison

EDPFY's dividend yield for the trailing twelve months is around 4.65%, more than EVRG's 3.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EDPFY EDP Energias de Portugal SA ADR	4.65%	4.95%	6.52%	4.16%	4.01%	4.15%	4.87%	4.91%	6.74%	6.11%	10.79%	5.70%
EVRG Evergy, Inc.	3.40%	3.72%	4.22%	4.75%	3.70%	3.17%	3.69%	2.97%	1.65%	0.00%	0.00%	0.00%

Financials

EDPFY vs. EVRG - Profitability Comparison

The chart below illustrates the profitability comparison between EDP Energias de Portugal SA ADR and Evergy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

EDPFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EDP Energias de Portugal SA ADR reported a gross profit of 933.10M and revenue of 4.12B. Therefore, the gross margin over that period was 22.7%.

EVRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Evergy, Inc. reported a gross profit of 974.10M and revenue of 1.44B. Therefore, the gross margin over that period was 67.5%.

EDPFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EDP Energias de Portugal SA ADR reported an operating income of 933.10M and revenue of 4.12B, resulting in an operating margin of 22.7%.

EVRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Evergy, Inc. reported an operating income of 318.40M and revenue of 1.44B, resulting in an operating margin of 22.1%.

EDPFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EDP Energias de Portugal SA ADR reported a net income of 384.22M and revenue of 4.12B, resulting in a net margin of 9.3%.

EVRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Evergy, Inc. reported a net income of 151.50M and revenue of 1.44B, resulting in a net margin of 10.5%.

Frequently Asked Questions

Can I hold both EDPFY and EVRG in my portfolio?

EDPFY and EVRG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EDPFY or EVRG?

EDPFY has higher volatility (6.34%) compared to EVRG (6.07%). In terms of maximum drawdown, EDPFY dropped -67.95% vs EVRG's -38.79%.

Which has better risk-adjusted returns?

EVRG currently has the higher Sharpe Ratio (1.73 vs 1.47), 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.