ES vs. CHD
ES (Eversource Energy) and CHD (Church & Dwight Co., Inc.) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while CHD operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, ES returned 5.44%/yr vs 8.34%/yr for CHD. At a 0.24 correlation, their price movements are largely independent.
Performance
ES vs. CHD - Performance Comparison
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Returns By Period
In the year-to-date period, ES achieves a 4.32% return, which is significantly lower than CHD's 17.09% return. Over the past 10 years, ES has underperformed CHD with an annualized return of 5.44%, while CHD has yielded a comparatively higher 8.34% 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%
CHD
- 1D
- 0.49%
- 1M
- 3.73%
- YTD
- 17.09%
- 6M
- 16.04%
- 1Y
- 1.80%
- 3Y*
- 2.12%
- 5Y*
- 4.10%
- 10Y*
- 8.34%
ES vs. CHD - 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% |
CHD Church & Dwight Co., Inc. | 17.09% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
Correlation
The correlation between ES and CHD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 1986 | 0.24 |
The correlation between ES and CHD shifts across timeframes, from 0.24 (all time) to 0.38 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ES:
$25.87B
CHD:
$23.23B
ES:
$4.68
CHD:
$3.02
ES:
14.67
CHD:
32.30
ES:
0.83
CHD:
3.53
ES:
1.84
CHD:
3.82
ES:
0.00
CHD:
5.55
ES:
$13.93B
CHD:
$6.21B
ES:
$4.19B
CHD:
$2.80B
ES:
$4.60B
CHD:
$1.22B
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Return for Risk
ES vs. CHD — Risk / Return Rank
ES
CHD
ES vs. CHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Church & Dwight Co., Inc. (CHD). 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 | CHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.02 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.01 | +0.62 |
| Martin ratioReturn relative to average drawdown | 1.46 | -0.03 | +1.49 |
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Drawdowns
ES vs. CHD - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, which is greater than CHD's maximum drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for ES and CHD.
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Drawdown Indicators
| ES | CHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -51.52% | -21.52% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -17.18% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -27.28% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -31.72% | -9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -31.72% | -9.97% |
Current DrawdownCurrent decline from peak | -13.32% | -12.41% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -12.01% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 9.41% | -3.11% |
Volatility
ES vs. CHD - Volatility Comparison
Eversource Energy (ES) has a higher volatility of 7.72% compared to Church & Dwight Co., Inc. (CHD) at 7.00%. This indicates that ES's price experiences larger fluctuations and is considered to be riskier than CHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES | CHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 7.00% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 15.90% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.68% | 21.99% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 20.65% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 21.85% | +2.50% |
Dividends
ES vs. CHD - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.48%, more than CHD's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.24% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
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. CHD - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and Church & Dwight Co., 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 CHD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ES has higher volatility (7.72%) compared to CHD (7.00%). In terms of maximum drawdown, ES dropped -73.04% vs CHD's -51.52%.
ES currently has the higher Sharpe Ratio (0.37 vs -0.01), 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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