ES vs. SRE
Compare and contrast key facts about Eversource Energy (ES) and Sempra Energy (SRE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ES or SRE.
Key characteristics
| ES | SRE | |
|---|---|---|
| YTD Return | -0.57% | -3.31% |
| 1Y Return | -18.60% | -5.32% |
| 3Y Return (Ann) | -8.02% | 4.67% |
| 5Y Return (Ann) | -0.18% | 5.98% |
| 10Y Return (Ann) | 6.16% | 7.11% |
| Sharpe Ratio | -0.71 | -0.26 |
| Daily Std Dev | 26.06% | 18.38% |
| Max Drawdown | -65.47% | -45.00% |
| Current Drawdown | -31.05% | -13.75% |
Fundamentals
| ES | SRE | |
|---|---|---|
| Market Cap | $20.85B | $45.12B |
| EPS | -$1.27 | $4.79 |
| PE Ratio | 17.08 | 14.89 |
| PEG Ratio | 2.01 | 3.49 |
| Revenue (TTM) | $11.91B | $16.72B |
| Gross Profit (TTM) | $5.41B | $4.58B |
| EBITDA (TTM) | $3.84B | $5.84B |
Correlation
The correlation between ES and SRE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ES vs. SRE - Performance Comparison
In the year-to-date period, ES achieves a -0.57% return, which is significantly higher than SRE's -3.31% return. Over the past 10 years, ES has underperformed SRE with an annualized return of 6.16%, while SRE has yielded a comparatively higher 7.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ES vs. SRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Sempra Energy (SRE). 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.
Dividends
ES vs. SRE - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.52%, more than SRE's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.52% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% | 3.47% |
SRE Sempra Energy | 3.36% | 3.18% | 2.96% | 3.33% | 3.28% | 2.56% | 3.31% | 3.08% | 3.00% | 2.98% | 2.37% | 2.81% |
Drawdowns
ES vs. SRE - Drawdown Comparison
The maximum ES drawdown since its inception was -65.47%, which is greater than SRE's maximum drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for ES and SRE. For additional features, visit the drawdowns tool.
Volatility
ES vs. SRE - Volatility Comparison
The current volatility for Eversource Energy (ES) is 5.47%, while Sempra Energy (SRE) has a volatility of 6.11%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ES vs. SRE - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and Sempra Energy. 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