SMR vs. ES
SMR (NuScale Power Corporation) and ES (Eversource Energy) are both stocks. SMR operates in Specialty Industrial Machinery (Industrials), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, SMR returned 1.52%/yr vs 0.13%/yr for ES. At a 0.07 correlation, their price movements are largely independent.
Performance
SMR vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, SMR achieves a -24.06% return, which is significantly lower than ES's 3.41% return.
SMR
- 1D
- 2.48%
- 1M
- -14.26%
- YTD
- -24.06%
- 6M
- -50.09%
- 1Y
- -68.68%
- 3Y*
- 10.94%
- 5Y*
- 1.52%
- 10Y*
- —
ES
- 1D
- -3.56%
- 1M
- 3.59%
- YTD
- 3.41%
- 6M
- 5.56%
- 1Y
- 8.73%
- 3Y*
- 3.55%
- 5Y*
- 0.13%
- 10Y*
- 5.46%
SMR vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SMR NuScale Power Corporation | -24.06% | -20.97% | 444.98% | -67.93% | 2.29% | -0.89% | 1.71% |
ES Eversource Energy | 3.41% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 1.25% |
Correlation
The correlation between SMR and ES is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.07 |
Fundamentals
SMR:
$3.44B
ES:
$25.64B
SMR:
-$2.02
ES:
$4.68
SMR:
113.60
ES:
1.83
SMR:
2.95
ES:
0.00
SMR:
$18.10M
ES:
$13.93B
SMR:
$4.45M
ES:
$4.19B
SMR:
-$696.20M
ES:
$4.60B
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Return for Risk
SMR vs. ES — Risk / Return Rank
SMR
ES
SMR vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NuScale Power Corporation (SMR) 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.
| SMR | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.09 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 0.58 | -1.41 |
| Martin ratioReturn relative to average drawdown | -1.22 | 1.40 | -2.62 |
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
| SMR | ES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 0.36 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.01 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.28 | -0.26 |
Drawdowns
SMR vs. ES - Drawdown Comparison
The maximum SMR drawdown since its inception was -87.47%, which is greater than ES's maximum drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for SMR and ES.
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Drawdown Indicators
| SMR | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.47% | -73.04% | -14.43% |
Max Drawdown (1Y)Largest decline over 1 year | -82.86% | -15.13% | -67.73% |
Max Drawdown (3Y)Largest decline over 3 years | -82.86% | -28.65% | -54.21% |
Max Drawdown (5Y)Largest decline over 5 years | -87.47% | -41.69% | -45.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.69% | — |
Current DrawdownCurrent decline from peak | -79.86% | -14.08% | -65.78% |
Average DrawdownAverage peak-to-trough decline | -34.97% | -19.07% | -15.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.46% | 6.23% | +50.23% |
Volatility
SMR vs. ES - Volatility Comparison
NuScale Power Corporation (SMR) has a higher volatility of 29.21% compared to Eversource Energy (ES) at 7.84%. This indicates that SMR'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
| SMR | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.21% | 7.84% | +21.37% |
Volatility (6M)Calculated over the trailing 6-month period | 69.12% | 15.94% | +53.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 104.37% | 24.64% | +79.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.41% | 23.94% | +69.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.34% | 24.35% | +64.99% |
Dividends
SMR vs. ES - Dividend Comparison
SMR has not paid dividends to shareholders, while ES's dividend yield for the trailing twelve months is around 4.52%.
| 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% |
SMR NuScale Power Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SMR vs. ES - Financials Comparison
This section allows you to compare key financial metrics between NuScale Power Corporation 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
SMR and ES have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMR has higher volatility (29.21%) compared to ES (7.84%). In terms of maximum drawdown, SMR dropped -87.47% vs ES's -73.04%.
ES currently has the higher Sharpe Ratio (0.36 vs -0.66), 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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