ENGIY vs. ES

Last updated Apr 1, 2026

Compare and contrast key facts about Engie SA ADR (ENGIY) and Eversource Energy (ES).

Performance

ENGIY vs. ES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Engie SA ADR (ENGIY) and Eversource Energy (ES). The values are adjusted to include any dividend payments, if applicable.

ENGIY vs. ES - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENGIY Engie SA ADR	24.97%	79.77%	-5.17%	35.23%	4.34%	0.59%	-5.38%	19.84%	-11.88%	49.24%
ES Eversource Energy	3.98%	22.86%	-2.46%	-23.43%	-5.06%	8.18%	4.45%	34.49%	6.41%	17.97%

Fundamentals

Market Cap ENGIY : $97.39B ES : $26.06B
EPS ENGIY : $2.94 ES : $4.54
PE Ratio ENGIY : 11.18 ES : 15.25
PEG Ratio ENGIY : 0.03 ES : 0.86
PS Ratio ENGIY : 0.61 ES : 1.90
PB Ratio ENGIY : 2.96 ES : 0.00
Total Revenue (TTM) ENGIY : $145.51B ES : $13.55B
Gross Profit (TTM) ENGIY : $40.55B ES : $6.48B
EBITDA (TTM) ENGIY : $29.92B ES : $5.38B

Returns By Period

In the year-to-date period, ENGIY achieves a 24.97% return, which is significantly higher than ES's 3.98% return. Over the past 10 years, ENGIY has outperformed ES with an annualized return of 15.39%, while ES has yielded a comparatively lower 5.22% annualized return.

ENGIY

• 1D: 2.72%
• 1M: -3.30%
• YTD: 24.97%
• 6M: 52.41%
• 1Y: 82.52%
• 3Y*: 37.52%
• 5Y*: 26.37%
• 10Y*: 15.39%

ES

• 1D: 1.27%
• 1M: -8.13%
• YTD: 3.98%
• 6M: -0.48%
• 1Y: 16.71%
• 3Y*: 0.43%
• 5Y*: -0.54%
• 10Y*: 5.22%

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

Return for Risk

ENGIY vs. ES — Risk / Return Rank

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

ENGIY

ENGIY Risk / Return Rank: 96
ENGIY Sharpe Ratio Rank: 98
ENGIY Sortino Ratio Rank: 98
ENGIY Omega Ratio Rank: 97
ENGIY Calmar Ratio Rank: 95
ENGIY Martin Ratio Rank: 94

ES

ES Risk / Return Rank: 63
ES Sharpe Ratio Rank: 65
ES Sortino Ratio Rank: 55
ES Omega Ratio Rank: 58
ES Calmar Ratio Rank: 68
ES Martin Ratio Rank: 70

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.

ENGIY vs. ES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Engie SA ADR (ENGIY) 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.

	ENGIY	ES	Difference
Sharpe ratio Return per unit of total volatility	3.70	0.63	+3.07
Sortino ratio Return per unit of downside risk	4.25	0.94	+3.31
Omega ratio Gain probability vs. loss probability	1.62	1.14	+0.47
Calmar ratio Return relative to maximum drawdown	5.65	1.23	+4.42
Martin ratio Return relative to average drawdown	15.61	3.33	+12.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENGIY vs. ES - Sharpe Ratio Comparison

The current ENGIY Sharpe Ratio is 3.70, which is higher than the ES Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ENGIY and ES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ENGIY	ES	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.70	0.63	+3.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.10	-0.02	+1.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.22	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.28	-0.11

Correlation

The correlation between ENGIY and ES is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ENGIY vs. ES - Dividend Comparison

ENGIY's dividend yield for the trailing twelve months is around 5.12%, more than ES's 4.40% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENGIY Engie SA ADR	5.12%	6.40%	5.47%	8.78%	6.76%	4.33%	0.00%	5.25%	6.00%	9.09%	12.96%	6.36%
ES Eversource Energy	4.40%	4.47%	4.98%	4.37%	3.04%	2.65%	2.62%	2.52%	3.11%	3.01%	3.22%	3.27%

Drawdowns

ENGIY vs. ES - Drawdown Comparison

The maximum ENGIY drawdown since its inception was -64.15%, smaller than the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for ENGIY and ES.

Drawdown Indicators

	ENGIY	ES	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-73.04%	+8.89%
Max Drawdown (1Y) Largest decline over 1 year	-14.49%	-15.13%	+0.64%
Max Drawdown (5Y) Largest decline over 5 years	-34.50%	-41.69%	+7.19%
Max Drawdown (10Y) Largest decline over 10 years	-48.73%	-41.69%	-7.04%
Current Drawdown Current decline from peak	-5.36%	-13.60%	+8.24%
Average Drawdown Average peak-to-trough decline	-35.80%	-19.09%	-16.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.25%	5.59%	-0.34%

Volatility

ENGIY vs. ES - Volatility Comparison

Engie SA ADR (ENGIY) has a higher volatility of 9.97% compared to Eversource Energy (ES) at 7.20%. This indicates that ENGIY'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.

Volatility by Period

	ENGIY	ES	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.97%	7.20%	+2.77%
Volatility (6M) Calculated over the trailing 6-month period	15.77%	19.74%	-3.97%
Volatility (1Y) Calculated over the trailing 1-year period	22.42%	26.49%	-4.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.04%	23.77%	+0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.36%	24.24%	+2.12%

Financials

ENGIY vs. ES - Profitability Comparison

The chart below illustrates the profitability comparison between Engie SA ADR and Eversource Energy over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ENGIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.

ES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Eversource Energy reported a gross profit of 985.40M and revenue of 3.37B. Therefore, the gross margin over that period was 29.2%.

ENGIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.

ES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Eversource Energy reported an operating income of 710.46M and revenue of 3.37B, resulting in an operating margin of 21.1%.

ENGIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.

ES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Eversource Energy reported a net income of 421.31M and revenue of 3.37B, resulting in a net margin of 12.5%.