ENGIY vs. ES
ENGIY (Engie SA ADR) and ES (Eversource Energy) are both stocks. Both are in the Utilities sector — ENGIY in Utilities - Diversified, ES in Utilities - Regulated Electric. Over the past 10 years, ENGIY returned 13.52%/yr vs 5.67%/yr for ES. At a 0.27 correlation, their price movements are largely independent.
Performance
ENGIY vs. ES - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ENGIY achieves a 21.47% return, which is significantly higher than ES's 5.69% return. Over the past 10 years, ENGIY has outperformed ES with an annualized return of 13.52%, while ES has yielded a comparatively lower 5.67% annualized return.
ENGIY
- 1D
- -0.82%
- 1M
- -1.88%
- YTD
- 21.47%
- 6M
- 24.31%
- 1Y
- 41.39%
- 3Y*
- 32.51%
- 5Y*
- 24.98%
- 10Y*
- 13.52%
ES
- 1D
- 0.78%
- 1M
- 1.13%
- YTD
- 5.69%
- 6M
- 4.68%
- 1Y
- 16.63%
- 3Y*
- 3.47%
- 5Y*
- 1.22%
- 10Y*
- 5.67%
ENGIY vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 21.47% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
ES Eversource Energy | 5.69% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
Correlation
The correlation between ENGIY and ES is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.27 |
The correlation between ENGIY and ES shifts across timeframes, from 0.16 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ENGIY:
$91.34B
ES:
$26.21B
ENGIY:
€2.94
ES:
$4.68
ENGIY:
9.15
ES:
14.87
ENGIY:
0.03
ES:
0.84
ENGIY:
0.50
ES:
1.87
ENGIY:
2.42
ES:
0.00
ENGIY:
€145.51B
ES:
$13.93B
ENGIY:
€40.55B
ES:
$4.19B
ENGIY:
€29.92B
ES:
$4.60B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ENGIY vs. ES — Risk / Return Rank
ENGIY
ES
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.
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.
| ENGIY | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.15 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.10 | +1.77 |
| Martin ratioReturn relative to average drawdown | 7.33 | 2.64 | +4.69 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ENGIY | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -18.38% | -28.65% | +10.27% |
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 DrawdownCurrent decline from peak | -8.01% | -12.18% | +4.17% |
Average DrawdownAverage peak-to-trough decline | -35.40% | -19.06% | -16.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.66% | 6.31% | -0.65% |
Volatility
ENGIY vs. ES - Volatility Comparison
The current volatility for Engie SA ADR (ENGIY) is 4.57%, while Eversource Energy (ES) has a volatility of 6.94%. This indicates that ENGIY experiences smaller price fluctuations and is considered to be less risky than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ENGIY | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 6.94% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 16.04% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 24.61% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 23.88% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.32% | 24.35% | +1.97% |
Dividends
ENGIY vs. ES - Dividend Comparison
ENGIY's dividend yield for the trailing twelve months is around 3.96%, less than ES's 4.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 3.96% | 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 | 4.43% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
Financials
ENGIY vs. ES - Financials Comparison
This section allows you to compare key financial metrics between Engie SA ADR 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
ENGIY and ES have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ES has higher volatility (6.94%) compared to ENGIY (4.57%). In terms of maximum drawdown, ENGIY dropped -64.15% vs ES's -73.04%.
ENGIY currently has the higher Sharpe Ratio (1.93 vs 0.68), 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.
Find the right allocation for ENGIY and ES
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer