WATT vs. CHK

Last updated Apr 2, 2026

Compare and contrast key facts about Energous Corporation (WATT) and Chesapeake Energy Corporation (CHK).

Performance

WATT vs. CHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energous Corporation (WATT) and Chesapeake Energy Corporation (CHK). The values are adjusted to include any dividend payments, if applicable.

WATT vs. CHK - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WATT Energous Corporation	274.44%	-86.83%	80.36%
CHK Chesapeake Energy Corporation	0.00%	0.00%	0.00%

Fundamentals

EPS WATT : -$8.86 CHK : $7.57K
PS Ratio WATT : 6.92 CHK : 0.00
Total Revenue (TTM) WATT : $3.02M CHK : $12.12B
Gross Profit (TTM) WATT : $1.09M CHK : $9.75B
EBITDA (TTM) WATT : -$11.59M CHK : $5.26B

Returns By Period

WATT

• 1D: -4.78%
• 1M: 29.80%
• YTD: 274.44%
• 6M: 91.54%
• 1Y: 72.92%
• 3Y*: -64.14%
• 5Y*: -64.06%
• 10Y*: -45.28%

CHK

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

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

Return for Risk

WATT vs. CHK — Risk / Return Rank

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

WATT

WATT Risk / Return Rank: 65
WATT Sharpe Ratio Rank: 64
WATT Sortino Ratio Rank: 71
WATT Omega Ratio Rank: 68
WATT Calmar Ratio Rank: 63
WATT Martin Ratio Rank: 59

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.

WATT vs. CHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energous Corporation (WATT) and Chesapeake Energy Corporation (CHK). 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.

	WATT	CHK	Difference
Sharpe ratio Return per unit of total volatility	0.67	—	—
Sortino ratio Return per unit of downside risk	1.70	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.07	—	—
Martin ratio Return relative to average drawdown	1.92	—	—
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

	WATT	CHK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.24	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	—	—

Dividends

WATT vs. CHK - Dividend Comparison

Neither WATT nor CHK has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	WATT	CHK	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-77.01%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-99.85%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.98%	—	—
Current Drawdown Current decline from peak	-99.92%	—	—
Average Drawdown Average peak-to-trough decline	-72.62%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	42.99%	—	—

Volatility

Volatility by Period

	WATT	CHK	Difference
Volatility (1M) Calculated over the trailing 1-month period	40.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	74.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	109.89%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	265.34%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	213.00%	—	—

Financials