ES vs. STLA
ES (Eversource Energy) and STLA (Stellantis N.V.) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while STLA operates in Auto Manufacturers (Consumer Cyclical). Over the past 5 years, ES returned 0.24%/yr vs -13.09%/yr for STLA. At a 0.16 correlation, their price movements are largely independent.
Performance
ES vs. STLA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ES achieves a 4.32% return, which is significantly higher than STLA's -36.91% 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%
STLA
- 1D
- -0.29%
- 1M
- -8.28%
- YTD
- -36.91%
- 6M
- -41.68%
- 1Y
- -29.18%
- 3Y*
- -19.63%
- 5Y*
- -13.09%
- 10Y*
- —
ES vs. STLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ES Eversource Energy | 4.32% | 22.86% | -2.46% | -23.43% | -5.06% | 7.40% |
STLA Stellantis N.V. | -36.91% | -0.80% | -40.21% | 79.15% | -18.23% | 12.88% |
Correlation
The correlation between ES and STLA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2021 | 0.16 |
Fundamentals
ES:
$25.87B
STLA:
$19.14B
ES:
$4.68
STLA:
-€0.43
ES:
1.84
STLA:
0.09
ES:
0.00
STLA:
0.27
ES:
$13.93B
STLA:
€186.57B
ES:
$4.19B
STLA:
€86.70B
ES:
$4.60B
STLA:
€3.43B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ES vs. STLA — Risk / Return Rank
ES
STLA
ES vs. STLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Stellantis N.V. (STLA). 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 | STLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.92 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.67 | +1.28 |
| Martin ratioReturn relative to average drawdown | 1.46 | -1.34 | +2.80 |
Loading charts...
Drawdowns
ES vs. STLA - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, roughly equal to the maximum STLA drawdown of -72.65%. Use the drawdown chart below to compare losses from any high point for ES and STLA.
Loading charts...
Drawdown Indicators
| ES | STLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -72.65% | -0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -47.77% | +32.64% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -72.65% | +44.00% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -72.65% | +30.96% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | — | — |
Current DrawdownCurrent decline from peak | -13.32% | -70.32% | +57.00% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -29.12% | +10.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 24.08% | -17.78% |
Volatility
ES vs. STLA - Volatility Comparison
The current volatility for Eversource Energy (ES) is 7.72%, while Stellantis N.V. (STLA) has a volatility of 13.76%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than STLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ES | STLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 13.76% | -6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 40.15% | -24.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.68% | 51.80% | -27.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 42.03% | -18.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 41.43% | -17.08% |
Dividends
ES vs. STLA - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.48%, while STLA has not paid dividends to shareholders.
| 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% |
STLA Stellantis N.V. | 0.00% | 14.26% | 12.66% | 6.32% | 7.90% | 2.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ES vs. STLA - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and Stellantis N.V.. 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 STLA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLA has higher volatility (13.76%) compared to ES (7.72%). In terms of maximum drawdown, ES dropped -73.04% vs STLA's -72.65%.
ES currently has the higher Sharpe Ratio (0.37 vs -0.62), 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.
Find the right allocation for ES and STLA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer