ES vs. EGO
ES (Eversource Energy) and EGO (Eldorado Gold Corporation) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while EGO operates in Gold (Basic Materials). Over the past 10 years, ES returned 5.46%/yr vs 3.08%/yr for EGO. At a 0.11 correlation, their price movements are largely independent.
Performance
ES vs. EGO - Performance Comparison
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Returns By Period
In the year-to-date period, ES achieves a 3.41% return, which is significantly higher than EGO's -16.52% return. Over the past 10 years, ES has outperformed EGO with an annualized return of 5.46%, while EGO has yielded a comparatively lower 3.08% annualized return.
ES
- 1D
- -3.56%
- 1M
- 3.59%
- YTD
- 3.41%
- 6M
- 5.56%
- 1Y
- 8.73%
- 3Y*
- 3.55%
- 5Y*
- 0.13%
- 10Y*
- 5.46%
EGO
- 1D
- 0.95%
- 1M
- -12.34%
- YTD
- -16.52%
- 6M
- -2.86%
- 1Y
- 41.91%
- 3Y*
- 45.33%
- 5Y*
- 21.45%
- 10Y*
- 3.08%
ES vs. EGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 3.41% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
EGO Eldorado Gold Corporation | -16.52% | 141.56% | 14.65% | 55.14% | -10.59% | -29.54% | 65.26% | 178.82% | -59.72% | -55.28% |
Correlation
The correlation between ES and EGO 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2003 | 0.11 |
Fundamentals
ES:
$25.64B
EGO:
$6.00B
ES:
$4.68
EGO:
$2.83
ES:
14.54
EGO:
10.57
ES:
0.82
EGO:
0.16
ES:
1.83
EGO:
3.03
ES:
0.00
EGO:
1.39
ES:
$13.93B
EGO:
$2.00B
ES:
$4.19B
EGO:
$988.83M
ES:
$4.60B
EGO:
$1.04B
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Return for Risk
ES vs. EGO — Risk / Return Rank
ES
EGO
ES vs. EGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Eldorado Gold Corporation (EGO). 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.
| ES | EGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.01 | -0.43 |
| Martin ratioReturn relative to average drawdown | 1.40 | 2.36 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ES | EGO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.82 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.47 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.06 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.11 | +0.17 |
Drawdowns
ES vs. EGO - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, smaller than the maximum EGO drawdown of -97.49%. Use the drawdown chart below to compare losses from any high point for ES and EGO.
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Drawdown Indicators
| ES | EGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -97.49% | +24.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -41.89% | +26.76% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -41.89% | +13.24% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -57.70% | +16.01% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -89.45% | +47.76% |
Current DrawdownCurrent decline from peak | -14.08% | -71.44% | +57.36% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -55.68% | +36.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 17.77% | -11.54% |
Volatility
ES vs. EGO - Volatility Comparison
The current volatility for Eversource Energy (ES) is 7.84%, while Eldorado Gold Corporation (EGO) has a volatility of 17.23%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than EGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES | EGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 17.23% | -9.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.94% | 43.00% | -27.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.64% | 51.63% | -26.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 45.81% | -21.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 55.33% | -30.98% |
Dividends
ES vs. EGO - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.52%, more than EGO's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGO Eldorado Gold Corporation | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.40% | 0.00% | 0.67% |
ES Eversource Energy | 4.52% | 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. EGO - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and Eldorado Gold 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
Frequently Asked Questions
ES and EGO 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.
EGO has higher volatility (17.23%) compared to ES (7.84%). In terms of maximum drawdown, ES dropped -73.04% vs EGO's -97.49%.
EGO currently has the higher Sharpe Ratio (0.82 vs 0.36), 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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