ES vs. BGS
ES (Eversource Energy) and BGS (B&G Foods, Inc.) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while BGS operates in Packaged Foods (Consumer Defensive). Over the past 10 years, ES returned 5.44%/yr vs -14.86%/yr for BGS. At a 0.25 correlation, their price movements are largely independent.
Performance
ES vs. BGS - Performance Comparison
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Returns By Period
In the year-to-date period, ES achieves a 4.32% return, which is significantly higher than BGS's -2.65% return. Over the past 10 years, ES has outperformed BGS with an annualized return of 5.44%, while BGS has yielded a comparatively lower -14.86% annualized return.
ES
- 1D
- 0.38%
- 1M
- 3.48%
- YTD
- 4.32%
- 6M
- 4.28%
- 1Y
- 10.16%
- 3Y*
- 4.00%
- 5Y*
- 0.24%
- 10Y*
- 5.44%
BGS
- 1D
- -0.25%
- 1M
- -5.62%
- YTD
- -2.65%
- 6M
- -8.58%
- 1Y
- 9.87%
- 3Y*
- -25.46%
- 5Y*
- -27.79%
- 10Y*
- -14.86%
ES vs. BGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.32% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
BGS B&G Foods, Inc. | -2.65% | -26.81% | -28.30% | 0.33% | -60.70% | 17.69% | 67.73% | -31.93% | -12.20% | -15.46% |
Correlation
The correlation between ES and BGS 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 | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 23, 2007 | 0.25 |
The correlation between ES and BGS shifts across timeframes, from 0.14 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ES:
$25.87B
BGS:
$323.22M
ES:
$4.68
BGS:
-$0.96
ES:
1.84
BGS:
0.18
ES:
0.00
BGS:
0.80
ES:
$13.93B
BGS:
$1.81B
ES:
$4.19B
BGS:
$388.44M
ES:
$4.60B
BGS:
$91.70M
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Return for Risk
ES vs. BGS — Risk / Return Rank
ES
BGS
ES vs. BGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and B&G Foods, Inc. (BGS). 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.
| ES | BGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.07 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.16 | +0.45 |
| Martin ratioReturn relative to average drawdown | 1.46 | 0.47 | +1.00 |
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Drawdowns
ES vs. BGS - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, smaller than the maximum BGS drawdown of -86.50%. Use the drawdown chart below to compare losses from any high point for ES and BGS.
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Drawdown Indicators
| ES | BGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -86.50% | +13.46% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -33.11% | +17.98% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -67.36% | +38.71% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -84.68% | +42.99% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -86.50% | +44.81% |
Current DrawdownCurrent decline from peak | -13.32% | -83.99% | +70.67% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -32.06% | +13.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 11.32% | -5.02% |
Volatility
ES vs. BGS - Volatility Comparison
The current volatility for Eversource Energy (ES) is 7.72%, while B&G Foods, Inc. (BGS) has a volatility of 9.65%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than BGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES | BGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 9.65% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 33.85% | -17.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.68% | 51.42% | -26.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 49.32% | -25.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 46.31% | -21.96% |
Dividends
ES vs. BGS - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.48%, less than BGS's 18.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGS B&G Foods, Inc. | 18.86% | 17.67% | 11.03% | 7.24% | 14.48% | 6.18% | 6.85% | 10.60% | 6.54% | 5.29% | 3.94% | 3.94% |
ES Eversource Energy | 4.48% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
Financials
ES vs. BGS - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and B&G Foods, Inc.. 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
ES and BGS 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.
BGS has higher volatility (9.65%) compared to ES (7.72%). In terms of maximum drawdown, ES dropped -73.04% vs BGS's -86.50%.
ES currently has the higher Sharpe Ratio (0.37 vs 0.10), 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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