SWX vs. EOSEW

Last updated Apr 2, 2026

Compare and contrast key facts about Southwest Gas Holdings, Inc. (SWX) and Eos Energy Enterprises Inc (EOSEW).

Performance

SWX vs. EOSEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Southwest Gas Holdings, Inc. (SWX) and Eos Energy Enterprises Inc (EOSEW). The values are adjusted to include any dividend payments, if applicable.

SWX vs. EOSEW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SWX Southwest Gas Holdings, Inc.	10.14%	16.92%	15.68%	6.61%	-8.67%	19.34%	-19.07%
EOSEW Eos Energy Enterprises Inc	0.00%	50.00%	390.00%	-16.84%	-91.56%	-65.70%	1,007.85%

Fundamentals

Market Cap SWX : $6.35B EOSEW : $383.43M
EPS SWX : $6.08 EOSEW : -$6.80
PS Ratio SWX : 3.26 EOSEW : 3.30
Total Revenue (TTM) SWX : $1.94B EOSEW : $114.20M
Gross Profit (TTM) SWX : $950.93M EOSEW : -$143.84M
EBITDA (TTM) SWX : $878.04M EOSEW : -$259.27M

Returns By Period

SWX

• 1D: 0.70%
• 1M: -1.12%
• YTD: 10.14%
• 6M: 14.02%
• 1Y: 25.60%
• 3Y*: 15.95%
• 5Y*: 8.83%
• 10Y*: 6.06%

EOSEW

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SWX vs. EOSEW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWX

SWX Risk / Return Rank: 77
SWX Sharpe Ratio Rank: 77
SWX Sortino Ratio Rank: 70
SWX Omega Ratio Rank: 71
SWX Calmar Ratio Rank: 80
SWX Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWX vs. EOSEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwest Gas Holdings, Inc. (SWX) and Eos Energy Enterprises Inc (EOSEW). 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.

	SWX	EOSEW	Difference
Sharpe ratio Return per unit of total volatility	1.19	—	—
Sortino ratio Return per unit of downside risk	1.64	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	2.36	—	—
Martin ratio Return relative to average drawdown	8.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SWX	EOSEW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	—	—

Correlation

The correlation between SWX and EOSEW is 0.06, 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.

Dividends

SWX vs. EOSEW - Dividend Comparison

SWX's dividend yield for the trailing twelve months is around 2.83%, while EOSEW has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SWX Southwest Gas Holdings, Inc.	2.83%	3.10%	3.51%	3.91%	3.97%	3.36%	3.71%	2.84%	2.69%	2.40%	2.29%	2.86%
EOSEW Eos Energy Enterprises Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	SWX	EOSEW	Difference
Max Drawdown Largest peak-to-trough decline	-53.62%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.47%	—	—
Current Drawdown Current decline from peak	-2.33%	—	—
Average Drawdown Average peak-to-trough decline	-12.61%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	—	—

Volatility

Volatility by Period

	SWX	EOSEW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.64%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.39%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.30%	—	—

Financials