ES vs. FSELX
ES (Eversource Energy) is a stock, while FSELX (Fidelity Select Semiconductors Portfolio) is Semiconductors fund managed by Fidelity. Over the past 10 years, ES returned 5.44%/yr vs 38.57%/yr for FSELX. At a 0.18 correlation, their price movements are largely independent.
Performance
ES vs. FSELX - 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 FSELX's 74.64% return. Over the past 10 years, ES has underperformed FSELX with an annualized return of 5.44%, while FSELX has yielded a comparatively higher 38.57% 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%
FSELX
- 1D
- 6.51%
- 1M
- 9.39%
- YTD
- 74.64%
- 6M
- 78.43%
- 1Y
- 145.49%
- 3Y*
- 63.72%
- 5Y*
- 44.40%
- 10Y*
- 38.57%
ES vs. FSELX - 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% |
FSELX Fidelity Select Semiconductors Portfolio | 74.64% | 52.17% | 49.68% | 78.49% | -35.27% | 59.16% | 44.33% | 64.50% | -12.01% | 34.51% |
Correlation
The correlation between ES and FSELX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 1985 | 0.18 |
The correlation between ES and FSELX shifts across timeframes, from -0.07 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ES vs. FSELX — Risk / Return Rank
ES
FSELX
ES vs. FSELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Fidelity Select Semiconductors Portfolio (FSELX). 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 | FSELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.57 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 9.83 | -9.22 |
| Martin ratioReturn relative to average drawdown | 1.46 | 35.64 | -34.17 |
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Drawdowns
ES vs. FSELX - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for ES and FSELX.
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Drawdown Indicators
| ES | FSELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -82.54% | +9.50% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -14.38% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -36.31% | +7.66% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -46.37% | +4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -46.37% | +4.68% |
Current DrawdownCurrent decline from peak | -13.32% | -6.32% | -7.00% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -28.68% | +9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 3.96% | +2.34% |
Volatility
ES vs. FSELX - Volatility Comparison
The current volatility for Eversource Energy (ES) is 7.72%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 17.37%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES | FSELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 17.37% | -9.65% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 28.71% | -12.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.68% | 35.11% | -10.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 39.38% | -15.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 35.29% | -10.94% |
Dividends
ES vs. FSELX - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.48%, less than FSELX's 9.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSELX Fidelity Select Semiconductors Portfolio | 9.38% | 11.11% | 7.97% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.44% | 3.82% | 15.22% |
Frequently Asked Questions
ES and FSELX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSELX has higher volatility (17.37%) compared to ES (7.72%). In terms of maximum drawdown, ES dropped -73.04% vs FSELX's -82.54%.
FSELX currently has the higher Sharpe Ratio (4.03 vs 0.37), 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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