STLA vs. ES
STLA (Stellantis N.V.) and ES (Eversource Energy) are both stocks. STLA operates in Auto Manufacturers (Consumer Cyclical), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, STLA returned -13.09%/yr vs 0.24%/yr for ES. At a 0.16 correlation, their price movements are largely independent.
Performance
STLA vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, STLA achieves a -36.91% return, which is significantly lower than ES's 4.32% return.
STLA
- 1D
- -0.29%
- 1M
- -8.28%
- YTD
- -36.91%
- 6M
- -41.68%
- 1Y
- -29.18%
- 3Y*
- -19.63%
- 5Y*
- -13.09%
- 10Y*
- —
ES
- 1D
- 0.38%
- 1M
- 3.48%
- YTD
- 4.32%
- 6M
- 4.28%
- 1Y
- 10.16%
- 3Y*
- 4.00%
- 5Y*
- 0.24%
- 10Y*
- 5.44%
STLA vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STLA Stellantis N.V. | -36.91% | -0.80% | -40.21% | 79.15% | -18.23% | 12.88% |
ES Eversource Energy | 4.32% | 22.86% | -2.46% | -23.43% | -5.06% | 7.40% |
Correlation
The correlation between STLA and ES is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2021 | 0.16 |
Fundamentals
STLA:
$19.14B
ES:
$25.87B
STLA:
-€0.43
ES:
$4.68
STLA:
0.09
ES:
1.84
STLA:
0.27
ES:
0.00
STLA:
€186.57B
ES:
$13.93B
STLA:
€86.70B
ES:
$4.19B
STLA:
€3.43B
ES:
$4.60B
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Return for Risk
STLA vs. ES — Risk / Return Rank
STLA
ES
STLA vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) 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.
| STLA | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.09 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 0.61 | -1.28 |
| Martin ratioReturn relative to average drawdown | -1.34 | 1.46 | -2.80 |
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Drawdowns
STLA vs. ES - Drawdown Comparison
The maximum STLA drawdown since its inception was -72.65%, roughly equal to the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for STLA and ES.
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Drawdown Indicators
| STLA | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.65% | -73.04% | +0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -47.77% | -15.13% | -32.64% |
Max Drawdown (3Y)Largest decline over 3 years | -72.65% | -28.65% | -44.00% |
Max Drawdown (5Y)Largest decline over 5 years | -72.65% | -41.69% | -30.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.69% | — |
Current DrawdownCurrent decline from peak | -70.32% | -13.32% | -57.00% |
Average DrawdownAverage peak-to-trough decline | -29.12% | -19.06% | -10.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.08% | 6.30% | +17.78% |
Volatility
STLA vs. ES - Volatility Comparison
Stellantis N.V. (STLA) has a higher volatility of 13.76% compared to Eversource Energy (ES) at 7.72%. This indicates that STLA'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
| STLA | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.76% | 7.72% | +6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 40.15% | 16.00% | +24.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.80% | 24.68% | +27.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.03% | 23.94% | +18.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.43% | 24.35% | +17.08% |
Dividends
STLA vs. ES - Dividend Comparison
STLA has not paid dividends to shareholders, while ES's dividend yield for the trailing twelve months is around 4.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.48% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
STLA Stellantis N.V. | 0.00% | 14.26% | 12.66% | 6.32% | 7.90% | 2.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
STLA vs. ES - Financials Comparison
This section allows you to compare key financial metrics between Stellantis N.V. 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
STLA and ES have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLA has higher volatility (13.76%) compared to ES (7.72%). In terms of maximum drawdown, STLA dropped -72.65% vs ES's -73.04%.
ES currently has the higher Sharpe Ratio (0.37 vs -0.62), 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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