ES vs. MNDY

Last updated Jun 9, 2026

ES (Eversource Energy) and MNDY (monday.com Ltd.) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while MNDY operates in Software - Application (Technology). Over the past 3 years, ES returned 3.55%/yr vs -21.74%/yr for MNDY. At a 0.03 correlation, their price movements are largely independent.

Performance

ES vs. MNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eversource Energy (ES) and monday.com Ltd. (MNDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ES achieves a 3.41% return, which is significantly higher than MNDY's -43.24% 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%

MNDY

• 1D: -2.31%
• 1M: 16.22%
• YTD: -43.24%
• 6M: -48.29%
• 1Y: -72.56%
• 3Y*: -21.74%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ES vs. MNDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ES Eversource Energy	3.41%	22.86%	-2.46%	-23.43%	-5.06%	10.96%
MNDY monday.com Ltd.	-43.24%	-37.33%	25.36%	53.94%	-60.48%	72.59%

Correlation

The correlation between ES and MNDY is -0.02, 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	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.00
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021	0.03

Fundamentals

Market Cap ES : $25.64B MNDY : $4.09B
EPS ES : $4.68 MNDY : $2.29
PE Ratio ES : 14.54 MNDY : 36.55
PEG Ratio ES : 0.82 MNDY : 0.14
PS Ratio ES : 1.83 MNDY : 3.35
PB Ratio ES : 0.00 MNDY : 5.39
Total Revenue (TTM) ES : $13.93B MNDY : $1.30B
Gross Profit (TTM) ES : $4.19B MNDY : $1.16B
EBITDA (TTM) ES : $4.60B MNDY : $62.24M

Return for Risk

ES vs. MNDY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ES

ES Risk / Return Rank: 52
ES Sharpe Ratio Rank: 55
ES Sortino Ratio Rank: 46
ES Omega Ratio Rank: 48
ES Calmar Ratio Rank: 56
ES Martin Ratio Rank: 57

MNDY

MNDY Risk / Return Rank: 5
MNDY Sharpe Ratio Rank: 3
MNDY Sortino Ratio Rank: 3
MNDY Omega Ratio Rank: 2
MNDY Calmar Ratio Rank: 7
MNDY Martin Ratio Rank: 11

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ES vs. MNDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and monday.com Ltd. (MNDY). 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	MNDY	Difference
Sharpe ratio: Return per unit of total volatility	0.36	-1.11	+1.47
Sortino ratio: Return per unit of downside risk	0.60	-1.96	+2.56
Omega ratio: Gain probability vs. loss probability	1.09	0.74	+0.35
Calmar ratio: Return relative to maximum drawdown	0.58	-0.89	+1.47
Martin ratio: Return relative to average drawdown	1.40	-1.30	+2.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ES vs. MNDY - Sharpe Ratio Comparison

The current ES Sharpe Ratio is 0.36, which is higher than the MNDY Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of ES and MNDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ES	MNDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	-1.11	+1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	-0.20	+0.47

Drawdowns

ES vs. MNDY - Drawdown Comparison

The maximum ES drawdown since its inception was -73.04%, smaller than the maximum MNDY drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for ES and MNDY.

Drawdown Indicators

	ES	MNDY	Difference
Max Drawdown Largest peak-to-trough decline	-73.04%	-86.78%	+13.74%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-81.30%	+66.17%
Max Drawdown (3Y) Largest decline over 3 years	-28.65%	-82.07%	+53.42%
Max Drawdown (5Y) Largest decline over 5 years	-41.69%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.69%	—	—
Current Drawdown Current decline from peak	-14.08%	-81.16%	+67.08%
Average Drawdown Average peak-to-trough decline	-19.07%	-54.25%	+35.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.23%	55.62%	-49.39%

Volatility

ES vs. MNDY - Volatility Comparison

The current volatility for Eversource Energy (ES) is 7.84%, while monday.com Ltd. (MNDY) has a volatility of 24.66%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than MNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ES	MNDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	24.66%	-16.82%
Volatility (6M) Calculated over the trailing 6-month period	15.94%	49.21%	-33.27%
Volatility (1Y) Calculated over the trailing 1-year period	24.64%	65.57%	-40.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.94%	71.95%	-48.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.35%	71.95%	-47.60%

Dividends

ES vs. MNDY - Dividend Comparison

ES's dividend yield for the trailing twelve months is around 4.52%, while MNDY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MNDY monday.com Ltd.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both ES and MNDY in my portfolio?

ES and MNDY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ES or MNDY?

MNDY has higher volatility (24.66%) compared to ES (7.84%). In terms of maximum drawdown, ES dropped -73.04% vs MNDY's -86.78%.

Which has better risk-adjusted returns?

ES currently has the higher Sharpe Ratio (0.36 vs -1.11), 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.