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ETR vs. EVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ETR vs. EVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entergy Corporation (ETR) and Evercore Inc. (EVR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
41.34%
52.52%
ETR
EVR

Returns By Period

In the year-to-date period, ETR achieves a 55.86% return, which is significantly lower than EVR's 83.04% return. Over the past 10 years, ETR has underperformed EVR with an annualized return of 10.88%, while EVR has yielded a comparatively higher 22.63% annualized return.


ETR

YTD

55.86%

1M

13.19%

6M

41.01%

1Y

55.86%

5Y (annualized)

9.68%

10Y (annualized)

10.88%

EVR

YTD

83.04%

1M

12.31%

6M

55.82%

1Y

114.94%

5Y (annualized)

34.90%

10Y (annualized)

22.63%

Fundamentals


ETREVR
Market Cap$32.31B$11.47B
EPS$8.23$7.79
PE Ratio18.3138.68
PEG Ratio8.911.13
Total Revenue (TTM)$11.86B$2.81B
Gross Profit (TTM)$4.33B$2.25B
EBITDA (TTM)$4.56B$480.71M

Key characteristics


ETREVR
Sharpe Ratio2.393.78
Sortino Ratio3.864.74
Omega Ratio1.561.62
Calmar Ratio3.3110.49
Martin Ratio16.4833.67
Ulcer Index3.45%3.52%
Daily Std Dev23.74%31.36%
Max Drawdown-51.16%-81.49%
Current Drawdown-1.29%-2.05%

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Correlation

-0.50.00.51.00.2

The correlation between ETR and EVR is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ETR vs. EVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entergy Corporation (ETR) and Evercore Inc. (EVR). 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.


Sharpe ratio
The chart of Sharpe ratio for ETR, currently valued at 2.39, compared to the broader market-4.00-2.000.002.004.002.393.78
The chart of Sortino ratio for ETR, currently valued at 3.86, compared to the broader market-4.00-2.000.002.004.003.864.74
The chart of Omega ratio for ETR, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.62
The chart of Calmar ratio for ETR, currently valued at 3.31, compared to the broader market0.002.004.006.003.3110.49
The chart of Martin ratio for ETR, currently valued at 16.48, compared to the broader market0.0010.0020.0030.0016.4833.67
ETR
EVR

The current ETR Sharpe Ratio is 2.39, which is lower than the EVR Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of ETR and EVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.39
3.78
ETR
EVR

Dividends

ETR vs. EVR - Dividend Comparison

ETR's dividend yield for the trailing twelve months is around 3.03%, more than EVR's 0.76% yield.


TTM20232022202120202019201820172016201520142013
ETR
Entergy Corporation
3.03%4.29%3.64%3.43%3.75%3.06%4.16%4.30%4.65%4.89%3.80%5.25%
EVR
Evercore Inc.
0.76%1.75%2.60%1.95%2.14%3.00%2.66%1.58%1.85%2.13%1.97%1.52%

Drawdowns

ETR vs. EVR - Drawdown Comparison

The maximum ETR drawdown since its inception was -51.16%, smaller than the maximum EVR drawdown of -81.49%. Use the drawdown chart below to compare losses from any high point for ETR and EVR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.29%
-2.05%
ETR
EVR

Volatility

ETR vs. EVR - Volatility Comparison

Entergy Corporation (ETR) and Evercore Inc. (EVR) have volatilities of 16.56% and 16.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.56%
16.79%
ETR
EVR

Financials

ETR vs. EVR - Financials Comparison

This section allows you to compare key financial metrics between Entergy Corporation and Evercore Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items