PRGO vs. ES
PRGO (Perrigo Company plc) and ES (Eversource Energy) are both stocks. PRGO operates in Drug Manufacturers - Specialty & Generic (Healthcare), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, PRGO returned -17.69%/yr vs 5.58%/yr for ES. At a 0.19 correlation, their price movements are largely independent.
Performance
PRGO vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, PRGO achieves a -21.17% return, which is significantly lower than ES's 3.55% return. Over the past 10 years, PRGO has underperformed ES with an annualized return of -17.69%, while ES has yielded a comparatively higher 5.58% annualized return.
PRGO
- 1D
- 0.00%
- 1M
- -5.78%
- YTD
- -21.17%
- 6M
- -21.40%
- 1Y
- -57.19%
- 3Y*
- -28.11%
- 5Y*
- -22.71%
- 10Y*
- -17.69%
ES
- 1D
- -0.48%
- 1M
- -0.65%
- YTD
- 3.55%
- 6M
- 6.87%
- 1Y
- 9.27%
- 3Y*
- 3.77%
- 5Y*
- 0.28%
- 10Y*
- 5.58%
PRGO vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRGO Perrigo Company plc | -21.17% | -42.79% | -16.92% | -2.47% | -9.78% | -10.95% | -11.97% | 35.65% | -55.08% | 5.58% |
ES Eversource Energy | 3.55% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
Correlation
The correlation between PRGO and ES is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 1991 | 0.19 |
Fundamentals
PRGO:
$1.45B
ES:
$25.68B
PRGO:
-$13.12
ES:
$4.68
PRGO:
0.35
ES:
1.83
PRGO:
0.58
ES:
0.00
PRGO:
$4.18B
ES:
$13.93B
PRGO:
$1.43B
ES:
$4.19B
PRGO:
-$1.33B
ES:
$4.60B
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Return for Risk
PRGO vs. ES — Risk / Return Rank
PRGO
ES
PRGO vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Perrigo Company plc (PRGO) and Eversource Energy (ES). 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.
| PRGO | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.10 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 0.62 | -1.49 |
| Martin ratioReturn relative to average drawdown | -1.35 | 1.50 | -2.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRGO | ES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.25 | 0.38 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.63 | 0.01 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.47 | 0.23 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.28 | -0.26 |
Drawdowns
PRGO vs. ES - Drawdown Comparison
The maximum PRGO drawdown since its inception was -94.10%, which is greater than ES's maximum drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for PRGO and ES.
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Drawdown Indicators
| PRGO | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.10% | -73.04% | -21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -65.58% | -15.13% | -50.45% |
Max Drawdown (3Y)Largest decline over 3 years | -73.55% | -28.65% | -44.90% |
Max Drawdown (5Y)Largest decline over 5 years | -77.24% | -41.69% | -35.55% |
Max Drawdown (10Y)Largest decline over 10 years | -88.93% | -41.69% | -47.24% |
Current DrawdownCurrent decline from peak | -93.15% | -13.96% | -79.19% |
Average DrawdownAverage peak-to-trough decline | -49.45% | -19.07% | -30.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.39% | 6.19% | +36.20% |
Volatility
PRGO vs. ES - Volatility Comparison
Perrigo Company plc (PRGO) has a higher volatility of 13.31% compared to Eversource Energy (ES) at 6.82%. This indicates that PRGO's price experiences larger fluctuations and is considered to be riskier than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGO | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.31% | 6.82% | +6.49% |
Volatility (6M)Calculated over the trailing 6-month period | 30.77% | 15.38% | +15.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.80% | 24.22% | +21.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.15% | 23.87% | +12.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.40% | 24.31% | +13.09% |
Dividends
PRGO vs. ES - Dividend Comparison
PRGO's dividend yield for the trailing twelve months is around 11.09%, more than ES's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.52% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
PRGO Perrigo Company plc | 11.09% | 8.33% | 4.29% | 3.39% | 3.05% | 2.47% | 2.01% | 1.59% | 1.96% | 0.73% | 0.70% | 0.35% |
Financials
PRGO vs. ES - Financials Comparison
This section allows you to compare key financial metrics between Perrigo Company plc and Eversource Energy. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PRGO and ES have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRGO has higher volatility (13.31%) compared to ES (6.82%). In terms of maximum drawdown, PRGO dropped -94.10% vs ES's -73.04%.
ES currently has the higher Sharpe Ratio (0.38 vs -1.25), 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.
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