ES vs. VWNAX
Compare and contrast key facts about Eversource Energy (ES) and Vanguard Windsor II Fund Admiral Shares (VWNAX).
VWNAX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ES or VWNAX.
Key characteristics
| ES | VWNAX | |
|---|---|---|
| YTD Return | 2.49% | 18.77% |
| 1Y Return | 18.84% | 30.47% |
| 3Y Return (Ann) | -5.95% | 7.89% |
| 5Y Return (Ann) | -2.29% | 13.89% |
| 10Y Return (Ann) | 5.67% | 11.00% |
| Sharpe Ratio | 0.74 | 2.96 |
| Sortino Ratio | 1.19 | 3.97 |
| Omega Ratio | 1.15 | 1.56 |
| Calmar Ratio | 0.44 | 4.75 |
| Martin Ratio | 2.59 | 20.20 |
| Ulcer Index | 6.91% | 1.60% |
| Daily Std Dev | 24.35% | 10.88% |
| Max Drawdown | -65.47% | -57.51% |
| Current Drawdown | -28.94% | 0.00% |
Correlation
The correlation between ES and VWNAX is 0.40, 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. VWNAX - Performance Comparison
In the year-to-date period, ES achieves a 2.49% return, which is significantly lower than VWNAX's 18.77% return. Over the past 10 years, ES has underperformed VWNAX with an annualized return of 5.67%, while VWNAX has yielded a comparatively higher 11.00% 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. VWNAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Vanguard Windsor II Fund Admiral Shares (VWNAX). 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. VWNAX - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.62%, more than VWNAX's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.62% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% | 3.47% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 1.60% | 1.72% | 1.70% | 1.26% | 1.38% | 2.20% | 2.70% | 2.09% | 2.57% | 2.49% | 2.42% | 2.08% |
Drawdowns
ES vs. VWNAX - Drawdown Comparison
The maximum ES drawdown since its inception was -65.47%, which is greater than VWNAX's maximum drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for ES and VWNAX. For additional features, visit the drawdowns tool.
Volatility
ES vs. VWNAX - Volatility Comparison
Eversource Energy (ES) has a higher volatility of 7.00% compared to Vanguard Windsor II Fund Admiral Shares (VWNAX) at 3.43%. This indicates that ES's price experiences larger fluctuations and is considered to be riskier than VWNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.