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EVRG vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

EVRG vs. ^SP500TR

Last updated May 18, 2025

Compare and contrast key facts about Evergy, Inc. (EVRG) and S&P 500 Total Return (^SP500TR).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVRG or ^SP500TR.

Correlation

The correlation between EVRG and ^SP500TR is 0.30, 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.

Performance

EVRG vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evergy, Inc. (EVRG) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EVRG:

1.56

^SP500TR:

0.72

Sortino Ratio

EVRG:

2.08

^SP500TR:

1.20

Omega Ratio

EVRG:

1.29

^SP500TR:

1.18

Calmar Ratio

EVRG:

1.29

^SP500TR:

0.81

Martin Ratio

EVRG:

8.26

^SP500TR:

3.11

Ulcer Index

EVRG:

3.19%

^SP500TR:

4.87%

Daily Std Dev

EVRG:

16.58%

^SP500TR:

19.61%

Max Drawdown

EVRG:

-38.79%

^SP500TR:

-55.25%

Current Drawdown

EVRG:

-3.89%

^SP500TR:

-2.70%

Returns By Period

In the year-to-date period, EVRG achieves a 9.86% return, which is significantly higher than ^SP500TR's 1.81% return.

EVRG

YTD

9.86%

1M

-2.11%

6M

7.16%

1Y

25.35%

5Y*

6.78%

10Y*

N/A

^SP500TR

YTD

1.81%

1M

12.91%

6M

2.19%

1Y

13.85%

5Y*

16.90%

10Y*

12.89%

*Annualized

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Risk-Adjusted Performance

EVRG vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EVRG
The Risk-Adjusted Performance Rank of EVRG is 8989
Overall Rank
The Sharpe Ratio Rank of EVRG is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of EVRG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EVRG is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EVRG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EVRG is 9393
Martin Ratio Rank
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8383
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8585
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.

EVRG vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evergy, Inc. (EVRG) and S&P 500 Total Return (^SP500TR). 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 current EVRG Sharpe Ratio is 1.56, which is higher than the ^SP500TR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EVRG and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

EVRG vs. ^SP500TR - Drawdown Comparison

The maximum EVRG drawdown since its inception was -38.79%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EVRG and ^SP500TR. For additional features, visit the drawdowns tool.

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Volatility

EVRG vs. ^SP500TR - Volatility Comparison

Evergy, Inc. (EVRG) has a higher volatility of 7.44% compared to S&P 500 Total Return (^SP500TR) at 5.42%. This indicates that EVRG's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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