EOSE vs. PEGA

Last updated Jun 13, 2026

EOSE (Eos Energy Enterprises Inc) and PEGA (Pegasystems Inc.) are both stocks. EOSE operates in Electrical Equipment & Parts (Industrials), while PEGA operates in Software - Application (Technology). Over the past 5 years, EOSE returned -21.15%/yr vs -12.80%/yr for PEGA. At a 0.25 correlation, their price movements are largely independent.

Performance

EOSE vs. PEGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eos Energy Enterprises Inc (EOSE) and Pegasystems Inc. (PEGA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with EOSE having a -47.12% return and PEGA slightly higher at -45.08%.

EOSE

• 1D: -2.26%
• 1M: -22.95%
• YTD: -47.12%
• 6M: -59.16%
• 1Y: 50.37%
• 3Y*: 23.72%
• 5Y*: -21.15%
• 10Y*: —

PEGA

• 1D: -0.15%
• 1M: -2.82%
• YTD: -45.08%
• 6M: -44.99%
• 1Y: -33.56%
• 3Y*: 8.87%
• 5Y*: -12.80%
• 10Y*: 9.23%

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

EOSE vs. PEGA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EOSE Eos Energy Enterprises Inc	-47.12%	135.80%	345.87%	-26.35%	-80.32%	-63.92%	112.65%
PEGA Pegasystems Inc.	-45.08%	28.39%	91.01%	43.07%	-69.29%	-16.01%	36.53%

Correlation

The correlation between EOSE and PEGA 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	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020	0.25

Fundamentals

Market Cap EOSE : $3.30B PEGA : $5.86B
EPS EOSE : -$1.45 PEGA : $1.87
PS Ratio EOSE : 12.40 PEGA : 3.51
Total Revenue (TTM) EOSE : $160.71M PEGA : $1.70B
Gross Profit (TTM) EOSE : -$163.73M PEGA : $1.27B
EBITDA (TTM) EOSE : -$858.77M PEGA : $211.67M

Return for Risk

EOSE vs. PEGA — Risk / Return Rank

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

EOSE

EOSE Risk / Return Rank: 60
EOSE Sharpe Ratio Rank: 58
EOSE Sortino Ratio Rank: 66
EOSE Omega Ratio Rank: 64
EOSE Calmar Ratio Rank: 57
EOSE Martin Ratio Rank: 56

PEGA

PEGA Risk / Return Rank: 14
PEGA Sharpe Ratio Rank: 12
PEGA Sortino Ratio Rank: 14
PEGA Omega Ratio Rank: 15
PEGA Calmar Ratio Rank: 17
PEGA Martin Ratio Rank: 11

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.

EOSE vs. PEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eos Energy Enterprises Inc (EOSE) and Pegasystems Inc. (PEGA). 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.

	EOSE	PEGA	Difference
Sharpe ratio: Return per unit of total volatility	0.40	-0.72	+1.12
Sortino ratio: Return per unit of downside risk	1.42	-0.90	+2.31
Omega ratio: Gain probability vs. loss probability	1.17	0.89	+0.28
Calmar ratio: Return relative to maximum drawdown	0.60	-0.69	+1.29
Martin ratio: Return relative to average drawdown	1.16	-1.33	+2.49

EOSE vs. PEGA - Sharpe Ratio Comparison

The current EOSE Sharpe Ratio is 0.40, which is higher than the PEGA Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of EOSE and PEGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EOSE vs. PEGA - Drawdown Comparison

The maximum EOSE drawdown since its inception was -97.88%, roughly equal to the maximum PEGA drawdown of -94.81%. Use the drawdown chart below to compare losses from any high point for EOSE and PEGA.

Drawdown Indicators

	EOSE	PEGA	Difference
Max Drawdown Largest peak-to-trough decline	-97.88%	-94.81%	-3.07%
Max Drawdown (1Y) Largest decline over 1 year	-77.10%	-50.84%	-26.26%
Max Drawdown (3Y) Largest decline over 3 years	-87.18%	-50.84%	-36.34%
Max Drawdown (5Y) Largest decline over 5 years	-96.77%	-78.59%	-18.18%
Max Drawdown (10Y) Largest decline over 10 years	—	-79.21%	—
Current Drawdown Current decline from peak	-80.09%	-54.86%	-25.23%
Average Drawdown Average peak-to-trough decline	-72.37%	-44.86%	-27.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.66%	26.39%	+13.27%

Volatility

EOSE vs. PEGA - Volatility Comparison

Eos Energy Enterprises Inc (EOSE) has a higher volatility of 31.08% compared to Pegasystems Inc. (PEGA) at 12.27%. This indicates that EOSE's price experiences larger fluctuations and is considered to be riskier than PEGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EOSE	PEGA	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.08%	12.27%	+18.81%
Volatility (6M) Calculated over the trailing 6-month period	91.90%	38.25%	+53.65%
Volatility (1Y) Calculated over the trailing 1-year period	115.13%	49.03%	+66.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	117.06%	51.50%	+65.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	112.92%	44.02%	+68.90%

Dividends

EOSE vs. PEGA - Dividend Comparison

EOSE has not paid dividends to shareholders, while PEGA's dividend yield for the trailing twelve months is around 0.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EOSE Eos Energy Enterprises Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PEGA Pegasystems Inc.	0.37%	0.15%	0.10%	0.25%	0.35%	0.11%	0.09%	0.15%	0.25%	0.25%	0.33%	0.44%

Financials

Frequently Asked Questions

Can I hold both EOSE and PEGA in my portfolio?

EOSE and PEGA 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.

Which is riskier, EOSE or PEGA?

EOSE has higher volatility (31.08%) compared to PEGA (12.27%). In terms of maximum drawdown, EOSE dropped -97.88% vs PEGA's -94.81%.

Which has better risk-adjusted returns?

EOSE currently has the higher Sharpe Ratio (0.40 vs -0.72), 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.