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PRGO vs. ES
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PRGO vs. ES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perrigo Company plc (PRGO) and Eversource Energy (ES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, PRGO has underperformed ES with an annualized return of -15.34%, while ES has yielded a comparatively higher 6.11% annualized return.


PRGO

1D
23.10%
1M
19.66%
6M
-5.37%
YTD
0.00%
1Y
-45.89%
3Y*
-24.73%
5Y*
-19.58%
10Y*
-15.34%
ALL TIME*
1.89%

ES

1D
-0.32%
1M
-1.04%
6M
8.59%
YTD
10.06%
1Y
15.04%
3Y*
7.34%
5Y*
-0.12%
10Y*
6.11%
ALL TIME*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$198.41M$167.61M$187.64M
$38.78M$33.68M$36.81M

PRGO vs. ES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGO
Perrigo Company plc
0.00%-42.79%-16.92%-2.47%-9.78%-10.95%-11.97%35.65%-55.08%5.58%
ES
Eversource Energy
10.06%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 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 17, 1991

0.19

Fundamentals

Market Cap

PRGO:

$1.84B

ES:

$27.25B

EPS

PRGO:

-$12.57

ES:

$3.86

PS Ratio

PRGO:

0.44

ES:

1.94

PB Ratio

PRGO:

0.73

ES:

1.64

Total Revenue (TTM)

PRGO:

$4.14B

ES:

$14.00B

Gross Profit (TTM)

PRGO:

$1.38B

ES:

$4.93B

EBITDA (TTM)

PRGO:

-$1.35B

ES:

$5.41B

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Return for Risk

PRGO vs. ES — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRGO
PRGO Risk / Return Rank: 1111
Overall Rank
PRGO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PRGO Sortino Ratio Rank: 99
Sortino Ratio Rank
PRGO Omega Ratio Rank: 99
Omega Ratio Rank
PRGO Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRGO Martin Ratio Rank: 1717
Martin Ratio Rank

ES
ES Risk / Return Rank: 6161
Overall Rank
ES Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ES Sortino Ratio Rank: 5555
Sortino Ratio Rank
ES Omega Ratio Rank: 5858
Omega Ratio Rank
ES Calmar Ratio Rank: 6565
Calmar Ratio Rank
ES Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


PRGOESDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

0.85

1.13

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.77

1.00

-1.76

Martin ratioReturn relative to average drawdown

-1.09

2.37

-3.47

PRGO vs. ES - Sharpe Ratio Comparison

The current PRGO Sharpe Ratio is -0.84, which is lower than the ES Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PRGO and ES, 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

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


PRGOESDifference

Max Drawdown

Largest peak-to-trough decline

-94.10%

-73.04%

-21.06%

Max Drawdown (1Y)

Largest decline over 1 year

-60.04%

-15.13%

-44.91%

Max Drawdown (3Y)

Largest decline over 3 years

-73.55%

-21.21%

-52.34%

Max Drawdown (5Y)

Largest decline over 5 years

-77.24%

-41.69%

-35.55%

Max Drawdown (10Y)

Largest decline over 10 years

-87.73%

-41.69%

-46.04%

Current Drawdown

Current decline from peak

-91.31%

-8.55%

-82.76%

Average Drawdown

Average peak-to-trough decline

-49.66%

-19.02%

-30.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.01%

6.35%

+39.66%

Volatility

PRGO vs. ES - Volatility Comparison

Perrigo Company plc (PRGO) has a higher volatility of 25.86% compared to Eversource Energy (ES) at 5.39%. 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


PRGOESDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.86%

5.39%

+20.47%

Volatility (6M)

Calculated over the trailing 6-month period

41.22%

16.26%

+24.96%

Volatility (1Y)

Calculated over the trailing 1-year period

54.92%

25.09%

+29.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.62%

23.92%

+14.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.32%

24.40%

+13.92%

Dividends

PRGO vs. ES - Dividend Comparison

PRGO's dividend yield for the trailing twelve months is around 8.74%, more than ES's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
ES
Eversource Energy
4.25%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
8.74%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.


Quarterly
Annual

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


Values in USD except per share items

PRGO vs. ES - Profitability Comparison

The chart below illustrates the profitability comparison between Perrigo Company plc and Eversource Energy over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

PRGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Perrigo Company plc reported a gross profit of 313.90M and revenue of 1.02B. Therefore, the gross margin over that period was 30.7%.

ES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Eversource Energy reported a gross profit of 930.41M and revenue of 2.90B. Therefore, the gross margin over that period was 32.1%.

PRGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Perrigo Company plc reported an operating income of 23.50M and revenue of 1.02B, resulting in an operating margin of 2.3%.

ES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Eversource Energy reported an operating income of 652.23M and revenue of 2.90B, resulting in an operating margin of 22.5%.

PRGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Perrigo Company plc reported a net income of 65.80M and revenue of 1.02B, resulting in a net margin of 6.4%.

ES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Eversource Energy reported a net income of 53.68M and revenue of 2.90B, resulting in a net margin of 1.9%.


Frequently Asked Questions


PRGO and ES have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGO has higher volatility (25.86%) compared to ES (5.39%). In terms of maximum drawdown, PRGO dropped -94.10% vs ES's -73.04%.

ES currently has the higher Sharpe Ratio (0.60 vs -0.84), 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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