EGO vs. ES
EGO (Eldorado Gold Corporation) and ES (Eversource Energy) are both stocks. EGO operates in Gold (Basic Materials), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, EGO returned 3.08%/yr vs 5.46%/yr for ES. At a 0.11 correlation, their price movements are largely independent.
Performance
EGO vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, EGO achieves a -16.52% return, which is significantly lower than ES's 3.41% return. Over the past 10 years, EGO has underperformed ES with an annualized return of 3.08%, while ES has yielded a comparatively higher 5.46% annualized return.
EGO
- 1D
- 0.95%
- 1M
- -12.34%
- YTD
- -16.52%
- 6M
- -2.86%
- 1Y
- 41.91%
- 3Y*
- 45.33%
- 5Y*
- 21.45%
- 10Y*
- 3.08%
ES
- 1D
- -3.56%
- 1M
- 3.59%
- YTD
- 3.41%
- 6M
- 5.56%
- 1Y
- 8.73%
- 3Y*
- 3.55%
- 5Y*
- 0.13%
- 10Y*
- 5.46%
EGO vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGO Eldorado Gold Corporation | -16.52% | 141.56% | 14.65% | 55.14% | -10.59% | -29.54% | 65.26% | 178.82% | -59.72% | -55.28% |
ES Eversource Energy | 3.41% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
Correlation
The correlation between EGO 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2003 | 0.11 |
Fundamentals
EGO:
$6.00B
ES:
$25.64B
EGO:
$2.83
ES:
$4.68
EGO:
10.57
ES:
14.54
EGO:
0.16
ES:
0.82
EGO:
3.03
ES:
1.83
EGO:
1.39
ES:
0.00
EGO:
$2.00B
ES:
$13.93B
EGO:
$988.83M
ES:
$4.19B
EGO:
$1.04B
ES:
$4.60B
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Return for Risk
EGO vs. ES — Risk / Return Rank
EGO
ES
EGO vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) 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.
| EGO | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.58 | +0.43 |
| Martin ratioReturn relative to average drawdown | 2.36 | 1.40 | +0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGO | ES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.36 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.01 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.23 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.28 | -0.17 |
Drawdowns
EGO vs. ES - Drawdown Comparison
The maximum EGO drawdown since its inception was -97.49%, which is greater than ES's maximum drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for EGO and ES.
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Drawdown Indicators
| EGO | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.49% | -73.04% | -24.45% |
Max Drawdown (1Y)Largest decline over 1 year | -41.89% | -15.13% | -26.76% |
Max Drawdown (3Y)Largest decline over 3 years | -41.89% | -28.65% | -13.24% |
Max Drawdown (5Y)Largest decline over 5 years | -57.70% | -41.69% | -16.01% |
Max Drawdown (10Y)Largest decline over 10 years | -89.45% | -41.69% | -47.76% |
Current DrawdownCurrent decline from peak | -71.44% | -14.08% | -57.36% |
Average DrawdownAverage peak-to-trough decline | -55.68% | -19.07% | -36.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.77% | 6.23% | +11.54% |
Volatility
EGO vs. ES - Volatility Comparison
Eldorado Gold Corporation (EGO) has a higher volatility of 17.23% compared to Eversource Energy (ES) at 7.84%. This indicates that EGO'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
| EGO | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.23% | 7.84% | +9.39% |
Volatility (6M)Calculated over the trailing 6-month period | 43.00% | 15.94% | +27.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.63% | 24.64% | +26.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.81% | 23.94% | +21.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.33% | 24.35% | +30.98% |
Dividends
EGO vs. ES - Dividend Comparison
EGO's dividend yield for the trailing twelve months is around 0.50%, less than ES's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGO Eldorado Gold Corporation | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.40% | 0.00% | 0.67% |
ES Eversource Energy | 4.52% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
Financials
EGO vs. ES - Financials Comparison
This section allows you to compare key financial metrics between Eldorado Gold Corporation 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
EGO 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.
EGO has higher volatility (17.23%) compared to ES (7.84%). In terms of maximum drawdown, EGO dropped -97.49% vs ES's -73.04%.
EGO currently has the higher Sharpe Ratio (0.82 vs 0.36), 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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