ES vs. DUK
Compare and contrast key facts about Eversource Energy (ES) and Duke Energy Corporation (DUK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ES or DUK.
Key characteristics
| ES | DUK | |
|---|---|---|
| YTD Return | 1.62% | 18.87% |
| 1Y Return | 19.54% | 34.09% |
| 3Y Return (Ann) | -6.21% | 7.84% |
| 5Y Return (Ann) | -2.43% | 9.03% |
| 10Y Return (Ann) | 5.57% | 7.87% |
| Sharpe Ratio | 0.73 | 1.94 |
| Sortino Ratio | 1.18 | 2.72 |
| Omega Ratio | 1.15 | 1.34 |
| Calmar Ratio | 0.43 | 1.61 |
| Martin Ratio | 2.57 | 10.37 |
| Ulcer Index | 6.94% | 3.10% |
| Daily Std Dev | 24.32% | 16.58% |
| Max Drawdown | -65.47% | -71.92% |
| Current Drawdown | -29.54% | -7.35% |
Fundamentals
| ES | DUK | |
|---|---|---|
| Market Cap | $22.19B | $86.43B |
| EPS | -$1.61 | $5.57 |
| PEG Ratio | 2.12 | 2.66 |
| Total Revenue (TTM) | $11.62B | $30.21B |
| Gross Profit (TTM) | $4.05B | $14.74B |
| EBITDA (TTM) | $3.89B | $14.00B |
Correlation
The correlation between ES and DUK is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ES vs. DUK - Performance Comparison
In the year-to-date period, ES achieves a 1.62% return, which is significantly lower than DUK's 18.87% return. Over the past 10 years, ES has underperformed DUK with an annualized return of 5.57%, while DUK has yielded a comparatively higher 7.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ES vs. DUK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Duke Energy Corporation (DUK). 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.
Dividends
ES vs. DUK - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.66%, more than DUK's 3.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.66% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% | 3.47% |
DUK Duke Energy Corporation | 3.68% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
Drawdowns
ES vs. DUK - Drawdown Comparison
The maximum ES drawdown since its inception was -65.47%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for ES and DUK. For additional features, visit the drawdowns tool.
Volatility
ES vs. DUK - Volatility Comparison
Eversource Energy (ES) has a higher volatility of 7.00% compared to Duke Energy Corporation (DUK) at 6.19%. This indicates that ES's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ES vs. DUK - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and Duke Energy 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.
Total Revenue: Total amount of money received from sales and other business activities