ES vs. KMB
ES (Eversource Energy) and KMB (Kimberly-Clark Corporation) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while KMB operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, ES returned 5.44%/yr vs 0.95%/yr for KMB. At a 0.28 correlation, their price movements are largely independent.
Performance
ES vs. KMB - 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 KMB's 4.05% return. Over the past 10 years, ES has outperformed KMB with an annualized return of 5.44%, while KMB has yielded a comparatively lower 0.95% 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%
KMB
- 1D
- 0.74%
- 1M
- 8.12%
- YTD
- 4.05%
- 6M
- 1.77%
- 1Y
- -17.99%
- 3Y*
- -4.95%
- 5Y*
- -0.92%
- 10Y*
- 0.95%
ES vs. KMB - 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% |
KMB Kimberly-Clark Corporation | 4.05% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
Correlation
The correlation between ES and KMB is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 1984 | 0.28 |
The correlation between ES and KMB shifts across timeframes, from 0.28 (all time) to 0.44 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ES:
$25.87B
KMB:
$34.08B
ES:
$4.68
KMB:
$5.93
ES:
14.67
KMB:
17.26
ES:
0.83
KMB:
2.98
ES:
1.84
KMB:
2.06
ES:
0.00
KMB:
18.98
ES:
$13.93B
KMB:
$16.54B
ES:
$4.19B
KMB:
$5.93B
ES:
$4.60B
KMB:
$3.07B
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Return for Risk
ES vs. KMB — Risk / Return Rank
ES
KMB
ES vs. KMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Kimberly-Clark Corporation (KMB). 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 | KMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.87 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.67 | +1.28 |
| Martin ratioReturn relative to average drawdown | 1.46 | -1.03 | +2.49 |
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Drawdowns
ES vs. KMB - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for ES and KMB.
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Drawdown Indicators
| ES | KMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -36.97% | -36.07% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -29.60% | +14.47% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -34.06% | +5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -34.06% | -7.63% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -34.06% | -7.63% |
Current DrawdownCurrent decline from peak | -13.32% | -26.52% | +13.20% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -8.85% | -10.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 19.43% | -13.13% |
Volatility
ES vs. KMB - Volatility Comparison
The current volatility for Eversource Energy (ES) is 7.72%, while Kimberly-Clark Corporation (KMB) has a volatility of 8.42%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES | KMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 8.42% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 16.67% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.68% | 25.77% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 20.19% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 21.07% | +3.28% |
Dividends
ES vs. KMB - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.48%, less than KMB's 4.97% 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% |
KMB Kimberly-Clark Corporation | 4.97% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
Financials
ES vs. KMB - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and Kimberly-Clark 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 KMB have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (8.42%) compared to ES (7.72%). In terms of maximum drawdown, ES dropped -73.04% vs KMB's -36.97%.
ES currently has the higher Sharpe Ratio (0.37 vs -0.77), 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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