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

Correlation

The correlation between ETR and SO is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ETR vs. SO - Performance Comparison

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

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%NovemberDecember2025FebruaryMarchApril
5,934.09%
15,313.33%
ETR
SO

Key characteristics

Sharpe Ratio

ETR:

2.35

SO:

1.50

Sortino Ratio

ETR:

3.31

SO:

2.11

Omega Ratio

ETR:

1.51

SO:

1.26

Calmar Ratio

ETR:

6.30

SO:

2.09

Martin Ratio

ETR:

16.65

SO:

5.07

Ulcer Index

ETR:

3.82%

SO:

5.47%

Daily Std Dev

ETR:

27.09%

SO:

18.54%

Max Drawdown

ETR:

-52.99%

SO:

-38.43%

Current Drawdown

ETR:

-3.73%

SO:

-2.72%

Fundamentals

Market Cap

ETR:

$36.60B

SO:

$99.49B

EPS

ETR:

$2.45

SO:

$3.99

PE Ratio

ETR:

34.68

SO:

22.66

PEG Ratio

ETR:

1.52

SO:

3.09

PS Ratio

ETR:

3.08

SO:

3.72

PB Ratio

ETR:

2.41

SO:

3.02

Total Revenue (TTM)

ETR:

$9.09B

SO:

$20.08B

Gross Profit (TTM)

ETR:

$3.90B

SO:

$8.91B

EBITDA (TTM)

ETR:

$4.07B

SO:

$9.96B

Returns By Period

In the year-to-date period, ETR achieves a 12.41% return, which is significantly higher than SO's 10.78% return. Both investments have delivered pretty close results over the past 10 years, with ETR having a 12.43% annualized return and SO not far behind at 12.08%.


ETR

YTD

12.41%

1M

0.59%

6M

26.93%

1Y

63.09%

5Y*

16.05%

10Y*

12.43%

SO

YTD

10.78%

1M

1.54%

6M

0.08%

1Y

25.81%

5Y*

13.85%

10Y*

12.08%

*Annualized

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Risk-Adjusted Performance

ETR vs. SO — Risk-Adjusted Performance Rank

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

ETR
The Risk-Adjusted Performance Rank of ETR is 9898
Overall Rank
The Sharpe Ratio Rank of ETR is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ETR is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ETR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ETR is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ETR is 9898
Martin Ratio Rank

SO
The Risk-Adjusted Performance Rank of SO is 8989
Overall Rank
The Sharpe Ratio Rank of SO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SO is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of SO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETR vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entergy Corporation (ETR) and The Southern Company (SO). 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.


The chart of Sharpe ratio for ETR, currently valued at 2.35, compared to the broader market-2.00-1.000.001.002.003.00
ETR: 2.35
SO: 1.50
The chart of Sortino ratio for ETR, currently valued at 3.31, compared to the broader market-6.00-4.00-2.000.002.004.00
ETR: 3.31
SO: 2.11
The chart of Omega ratio for ETR, currently valued at 1.51, compared to the broader market0.501.001.502.00
ETR: 1.51
SO: 1.26
The chart of Calmar ratio for ETR, currently valued at 6.30, compared to the broader market0.001.002.003.004.005.00
ETR: 6.30
SO: 2.09
The chart of Martin ratio for ETR, currently valued at 16.65, compared to the broader market-5.000.005.0010.0015.0020.00
ETR: 16.65
SO: 5.07

The current ETR Sharpe Ratio is 2.35, which is higher than the SO Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ETR and SO, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.35
1.50
ETR
SO

Dividends

ETR vs. SO - Dividend Comparison

ETR's dividend yield for the trailing twelve months is around 2.75%, less than SO's 3.18% yield.


TTM20242023202220212020201920182017201620152014
ETR
Entergy Corporation
2.75%3.03%4.29%3.64%3.43%3.75%3.06%4.16%4.30%4.65%4.89%3.80%
SO
The Southern Company
3.18%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%

Drawdowns

ETR vs. SO - Drawdown Comparison

The maximum ETR drawdown since its inception was -52.99%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for ETR and SO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.73%
-2.72%
ETR
SO

Volatility

ETR vs. SO - Volatility Comparison

Entergy Corporation (ETR) has a higher volatility of 10.17% compared to The Southern Company (SO) at 6.58%. This indicates that ETR's price experiences larger fluctuations and is considered to be riskier than SO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
10.17%
6.58%
ETR
SO

Financials

ETR vs. SO - Financials Comparison

This section allows you to compare key financial metrics between Entergy Corporation and The Southern Company. 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