VWNAX vs. ES

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Windsor II Fund Admiral Shares (VWNAX) and Eversource Energy (ES).

VWNAX is managed by Vanguard. It was launched on May 14, 2001.

Performance

VWNAX vs. ES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Windsor II Fund Admiral Shares (VWNAX) and Eversource Energy (ES). The values are adjusted to include any dividend payments, if applicable.

VWNAX vs. ES - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWNAX Vanguard Windsor II Fund Admiral Shares	-1.09%	18.64%	13.99%	21.10%	-13.18%	28.95%	14.49%	29.16%	-8.57%	15.67%
ES Eversource Energy	4.54%	22.86%	-2.46%	-23.43%	-5.06%	8.18%	4.45%	34.49%	6.41%	17.97%

Returns By Period

In the year-to-date period, VWNAX achieves a -1.09% return, which is significantly lower than ES's 4.54% return. Over the past 10 years, VWNAX has outperformed ES with an annualized return of 12.34%, while ES has yielded a comparatively lower 5.28% annualized return.

VWNAX

• 1D: 2.24%
• 1M: -5.09%
• YTD: -1.09%
• 6M: 2.98%
• 1Y: 17.97%
• 3Y*: 15.67%
• 5Y*: 9.99%
• 10Y*: 12.34%

ES

• 1D: 0.53%
• 1M: -5.42%
• YTD: 4.54%
• 6M: -0.59%
• 1Y: 17.37%
• 3Y*: 0.61%
• 5Y*: -0.44%
• 10Y*: 5.28%

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

Return for Risk

VWNAX vs. ES — Risk / Return Rank

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

VWNAX

VWNAX Risk / Return Rank: 64
VWNAX Sharpe Ratio Rank: 57
VWNAX Sortino Ratio Rank: 60
VWNAX Omega Ratio Rank: 61
VWNAX Calmar Ratio Rank: 66
VWNAX Martin Ratio Rank: 75

ES

ES Risk / Return Rank: 61
ES Sharpe Ratio Rank: 64
ES Sortino Ratio Rank: 54
ES Omega Ratio Rank: 57
ES Calmar Ratio Rank: 65
ES Martin Ratio Rank: 67

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.

VWNAX vs. ES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Admiral Shares (VWNAX) 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.

	VWNAX	ES	Difference
Sharpe ratio Return per unit of total volatility	1.09	0.66	+0.43
Sortino ratio Return per unit of downside risk	1.60	0.97	+0.63
Omega ratio Gain probability vs. loss probability	1.24	1.15	+0.09
Calmar ratio Return relative to maximum drawdown	1.58	1.15	+0.43
Martin ratio Return relative to average drawdown	7.23	3.09	+4.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWNAX vs. ES - Sharpe Ratio Comparison

The current VWNAX Sharpe Ratio is 1.09, which is higher than the ES Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VWNAX and ES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VWNAX	ES	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	0.66	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	-0.02	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.22	+0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.28	+0.17

Correlation

The correlation between VWNAX and ES is 0.40, 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

VWNAX vs. ES - Dividend Comparison

VWNAX's dividend yield for the trailing twelve months is around 11.68%, more than ES's 4.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VWNAX Vanguard Windsor II Fund Admiral Shares	11.68%	11.55%	10.59%	5.19%	7.36%	7.92%	7.39%	10.15%	11.48%	7.38%	8.17%	8.05%
ES Eversource Energy	4.37%	4.47%	4.98%	4.37%	3.04%	2.65%	2.62%	2.52%	3.11%	3.01%	3.22%	3.27%

Drawdowns

VWNAX vs. ES - Drawdown Comparison

The maximum VWNAX drawdown since its inception was -57.51%, smaller than the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for VWNAX and ES.

Drawdown Indicators

	VWNAX	ES	Difference
Max Drawdown Largest peak-to-trough decline	-57.51%	-73.04%	+15.53%
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	-15.13%	+3.20%
Max Drawdown (5Y) Largest decline over 5 years	-22.70%	-41.69%	+18.99%
Max Drawdown (10Y) Largest decline over 10 years	-37.42%	-41.69%	+4.27%
Current Drawdown Current decline from peak	-5.78%	-13.14%	+7.36%
Average Drawdown Average peak-to-trough decline	-9.05%	-19.09%	+10.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	5.61%	-3.01%

Volatility

VWNAX vs. ES - Volatility Comparison

The current volatility for Vanguard Windsor II Fund Admiral Shares (VWNAX) is 4.57%, while Eversource Energy (ES) has a volatility of 7.22%. This indicates that VWNAX experiences smaller price fluctuations and is considered to be less risky than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWNAX	ES	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	7.22%	-2.65%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	19.73%	-10.84%
Volatility (1Y) Calculated over the trailing 1-year period	16.77%	26.45%	-9.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.05%	23.77%	-6.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	24.24%	-5.84%