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ETR vs. EXPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ETR vs. EXPO - Performance Comparison

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

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Returns By Period

In the year-to-date period, ETR achieves a 24.62% return, which is significantly higher than EXPO's -16.65% return. Over the past 10 years, ETR has outperformed EXPO with an annualized return of 15.62%, while EXPO has yielded a comparatively lower 8.75% annualized return.


ETR

1D
1.43%
1M
1.25%
YTD
24.62%
6M
24.75%
1Y
41.29%
3Y*
37.45%
5Y*
21.91%
10Y*
15.62%

EXPO

1D
2.65%
1M
-0.21%
YTD
-16.65%
6M
-19.74%
1Y
-20.86%
3Y*
-14.01%
5Y*
-7.16%
10Y*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETR vs. EXPO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETR
Entergy Corporation
24.62%25.34%55.96%-6.09%3.55%17.12%-13.73%44.31%10.60%15.91%
EXPO
Exponent, Inc.
-16.65%-20.81%2.42%-10.14%-14.25%30.67%31.74%37.51%44.22%19.46%

Correlation

The correlation between ETR and EXPO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 17, 1990

0.15

The correlation between ETR and EXPO shifts across timeframes, from 0.01 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ETR:

$52.64B

EXPO:

$2.87B

EPS

ETR:

$3.98

EXPO:

$2.14

PE Ratio

ETR:

28.62

EXPO:

26.82

PEG Ratio

ETR:

1.05

EXPO:

12.71

PS Ratio

ETR:

3.88

EXPO:

6.69

PB Ratio

ETR:

3.03

EXPO:

8.50

Total Revenue (TTM)

ETR:

$13.29B

EXPO:

$436.51M

Gross Profit (TTM)

ETR:

$5.76B

EXPO:

$95.87M

EBITDA (TTM)

ETR:

$5.91B

EXPO:

$153.50M

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Return for Risk

ETR vs. EXPO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETR
ETR Risk / Return Rank: 8888
Overall Rank
ETR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ETR Sortino Ratio Rank: 8787
Sortino Ratio Rank
ETR Omega Ratio Rank: 8686
Omega Ratio Rank
ETR Calmar Ratio Rank: 8888
Calmar Ratio Rank
ETR Martin Ratio Rank: 9191
Martin Ratio Rank

EXPO
EXPO Risk / Return Rank: 1313
Overall Rank
EXPO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXPO Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXPO Omega Ratio Rank: 1515
Omega Ratio Rank
EXPO Calmar Ratio Rank: 1818
Calmar Ratio Rank
EXPO Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETR vs. EXPO - Risk-Adjusted Trends Comparison

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


ETREXPODifference
Sharpe ratioReturn per unit of total volatility

+2.75

Sortino ratioReturn per unit of downside risk

+3.69

Omega ratioGain probability vs. loss probability

1.36

0.90

+0.46

Calmar ratioReturn relative to maximum drawdown

3.93

-0.65

+4.57

Martin ratioReturn relative to average drawdown

12.97

-1.51

+14.48

ETR vs. EXPO - Sharpe Ratio Comparison

The current ETR Sharpe Ratio is 2.08, which is higher than the EXPO Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of ETR and EXPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETR vs. EXPO - Drawdown Comparison

The maximum ETR drawdown since its inception was -71.72%, smaller than the maximum EXPO drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for ETR and EXPO.


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Drawdown Indicators


ETREXPODifference

Max Drawdown

Largest peak-to-trough decline

-71.72%

-86.44%

+14.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-32.45%

+21.89%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-52.37%

+38.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-54.79%

+29.67%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-54.79%

+12.80%

Current Drawdown

Current decline from peak

-3.02%

-51.44%

+48.42%

Average Drawdown

Average peak-to-trough decline

-25.24%

-32.74%

+7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

13.84%

-10.65%

Volatility

ETR vs. EXPO - Volatility Comparison

The current volatility for Entergy Corporation (ETR) is 6.74%, while Exponent, Inc. (EXPO) has a volatility of 8.71%. This indicates that ETR experiences smaller price fluctuations and is considered to be less risky than EXPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETREXPODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

8.71%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

15.95%

25.68%

-9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.06%

31.25%

-11.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.52%

30.04%

-7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

28.93%

-4.80%

Dividends

ETR vs. EXPO - Dividend Comparison

ETR's dividend yield for the trailing twelve months is around 2.21%, more than EXPO's 2.13% yield.


PositionTTM20252024202320222021202020192018201720162015
ETR
Entergy Corporation
2.21%2.64%3.03%4.29%3.64%3.43%3.75%3.06%4.16%4.30%4.65%4.89%
EXPO
Exponent, Inc.
2.13%1.73%1.26%1.18%0.97%0.69%0.84%0.93%1.03%1.18%1.19%1.20%

Financials

ETR vs. EXPO - Financials Comparison

This section allows you to compare key financial metrics between Entergy Corporation and Exponent, 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


0.001.00B2.00B3.00B4.00B20222023202420252026
3.19B
0
(ETR) Total Revenue
(EXPO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ETR and EXPO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXPO has higher volatility (8.71%) compared to ETR (6.74%). In terms of maximum drawdown, ETR dropped -71.72% vs EXPO's -86.44%.

ETR currently has the higher Sharpe Ratio (2.08 vs -0.67), 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.

Portfolio Optimizer

Find the right allocation for ETR and EXPO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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