ES vs. KR
ES (Eversource Energy) and KR (The Kroger Co.) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while KR operates in Grocery Stores (Consumer Defensive). Over the past 10 years, ES returned 5.44%/yr vs 8.32%/yr for KR. At a 0.18 correlation, their price movements are largely independent.
Performance
ES vs. KR - 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 KR's 4.64% return. Over the past 10 years, ES has underperformed KR with an annualized return of 5.44%, while KR has yielded a comparatively higher 8.32% 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%
KR
- 1D
- 0.92%
- 1M
- -1.98%
- YTD
- 4.64%
- 6M
- 3.46%
- 1Y
- 0.76%
- 3Y*
- 13.84%
- 5Y*
- 13.21%
- 10Y*
- 8.32%
ES vs. KR - 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% |
KR The Kroger Co. | 4.64% | 4.25% | 36.91% | 4.99% | 0.44% | 45.41% | 11.90% | 7.90% | 2.08% | -18.97% |
Correlation
The correlation between ES and KR 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 | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1984 | 0.18 |
The correlation between ES and KR shifts across timeframes, from 0.14 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ES:
$4.68
KR:
$1.20
ES:
14.67
KR:
54.13
ES:
0.83
KR:
7.85
ES:
1.84
KR:
0.29
ES:
$13.93B
KR:
$147.23B
ES:
$4.19B
KR:
$33.42B
ES:
$4.60B
KR:
$5.29B
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Return for Risk
ES vs. KR — Risk / Return Rank
ES
KR
ES vs. KR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and The Kroger Co. (KR). 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 | KR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.03 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.08 | +0.53 |
| Martin ratioReturn relative to average drawdown | 1.46 | 0.15 | +1.31 |
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Drawdowns
ES vs. KR - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, which is greater than KR's maximum drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for ES and KR.
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Drawdown Indicators
| ES | KR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -66.81% | -6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -19.44% | +4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -19.44% | -9.21% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -31.07% | -10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -46.25% | +4.56% |
Current DrawdownCurrent decline from peak | -13.32% | -13.95% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -22.44% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 10.13% | -3.83% |
Volatility
ES vs. KR - Volatility Comparison
The current volatility for Eversource Energy (ES) is 7.72%, while The Kroger Co. (KR) has a volatility of 9.04%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than KR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES | KR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 9.04% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 20.04% | -4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.68% | 27.54% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 26.85% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 28.94% | -4.59% |
Dividends
ES vs. KR - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.48%, more than KR's 2.16% 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% |
KR The Kroger Co. | 2.16% | 2.14% | 2.00% | 2.41% | 2.11% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% |
Financials
ES vs. KR - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and The Kroger Co.. 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 KR 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.
KR has higher volatility (9.04%) compared to ES (7.72%). In terms of maximum drawdown, ES dropped -73.04% vs KR's -66.81%.
ES currently has the higher Sharpe Ratio (0.37 vs 0.06), 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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