ES vs. RSPU
Compare and contrast key facts about Eversource Energy (ES) and Invesco S&P 500 Equal Weight Utilities ETF (RSPU).
RSPU is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Utilities Plus. It was launched on Nov 1, 2006.
Performance
ES vs. RSPU - Performance Comparison
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ES vs. RSPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 3.98% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
RSPU Invesco S&P 500 Equal Weight Utilities ETF | 9.21% | 16.82% | 23.57% | -3.45% | 4.37% | 17.13% | -2.70% | 22.94% | 6.89% | 9.43% |
Returns By Period
In the year-to-date period, ES achieves a 3.98% return, which is significantly lower than RSPU's 9.21% return. Over the past 10 years, ES has underperformed RSPU with an annualized return of 5.22%, while RSPU has yielded a comparatively higher 9.95% annualized return.
ES
- 1D
- 1.27%
- 1M
- -8.13%
- YTD
- 3.98%
- 6M
- -0.48%
- 1Y
- 16.71%
- 3Y*
- 0.43%
- 5Y*
- -0.54%
- 10Y*
- 5.22%
RSPU
- 1D
- 0.19%
- 1M
- -3.28%
- YTD
- 9.21%
- 6M
- 7.23%
- 1Y
- 19.59%
- 3Y*
- 15.81%
- 5Y*
- 12.36%
- 10Y*
- 9.95%
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Return for Risk
ES vs. RSPU — Risk / Return Rank
ES
RSPU
ES vs. RSPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Invesco S&P 500 Equal Weight Utilities ETF (RSPU). 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 | RSPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.28 | -0.65 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.74 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.50 | -1.27 |
Martin ratioReturn relative to average drawdown | 3.33 | 6.21 | -2.88 |
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 | RSPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.28 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.74 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.52 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.48 | -0.20 |
Correlation
The correlation between ES and RSPU is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ES vs. RSPU - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.40%, more than RSPU's 2.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.40% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
RSPU Invesco S&P 500 Equal Weight Utilities ETF | 2.43% | 2.54% | 2.39% | 2.92% | 2.35% | 2.41% | 2.94% | 2.54% | 3.11% | 3.08% | 2.98% | 4.14% |
Drawdowns
ES vs. RSPU - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, which is greater than RSPU's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for ES and RSPU.
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Drawdown Indicators
| ES | RSPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -48.08% | -24.96% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -8.35% | -6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -21.86% | -19.83% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -36.85% | -4.84% |
Current DrawdownCurrent decline from peak | -13.60% | -3.28% | -10.32% |
Average DrawdownAverage peak-to-trough decline | -19.09% | -7.88% | -11.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 3.36% | +2.23% |
Volatility
ES vs. RSPU - Volatility Comparison
Eversource Energy (ES) has a higher volatility of 7.20% compared to Invesco S&P 500 Equal Weight Utilities ETF (RSPU) at 4.71%. This indicates that ES's price experiences larger fluctuations and is considered to be riskier than RSPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES | RSPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 4.71% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 19.74% | 9.77% | +9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.49% | 15.37% | +11.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.77% | 16.81% | +6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.24% | 19.04% | +5.20% |