EQT vs. HES

In the year-to-date period, EQT achieves a 9.28% return, which is significantly higher than HES's -0.17% return. Over the past 10 years, EQT has underperformed HES with an annualized return of 1.24%, while HES has yielded a comparatively higher 7.39% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for EQT Corporation (EQT) and Hess Corporation (HES). 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.

The current EQT Sharpe Ratio is 0.92, which is higher than the HES Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of EQT and HES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EQT's dividend yield for the trailing twelve months is around 1.27%, less than HES's 1.46% yield.

The maximum EQT drawdown since its inception was -91.57%, which is greater than HES's maximum drawdown of -74.83%. Use the drawdown chart below to compare losses from any high point for EQT and HES. For additional features, visit the drawdowns tool.

The current volatility for EQT Corporation (EQT) is 17.44%, while Hess Corporation (HES) has a volatility of 18.43%. This indicates that EQT experiences smaller price fluctuations and is considered to be less risky than HES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between EQT Corporation and Hess Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.