WY vs. ES
WY (Weyerhaeuser Company) and ES (Eversource Energy) are both stocks. WY operates in REIT - Specialty (Real Estate), while ES operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, WY returned 2.43%/yr vs 5.44%/yr for ES. At a 0.26 correlation, their price movements are largely independent.
Performance
WY vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, WY achieves a 6.71% return, which is significantly higher than ES's 4.32% return. Over the past 10 years, WY has underperformed ES with an annualized return of 2.43%, while ES has yielded a comparatively higher 5.44% annualized return.
WY
- 1D
- 2.14%
- 1M
- 10.51%
- YTD
- 6.71%
- 6M
- 8.08%
- 1Y
- -4.00%
- 3Y*
- -3.74%
- 5Y*
- -2.81%
- 10Y*
- 2.43%
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%
WY vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WY Weyerhaeuser Company | 6.71% | -13.05% | -16.61% | 18.04% | -20.44% | 26.92% | 13.04% | 45.57% | -35.46% | 21.60% |
ES Eversource Energy | 4.32% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
Correlation
The correlation between WY and ES is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1984 | 0.26 |
The correlation between WY and ES shifts across timeframes, from 0.26 (all time) to 0.37 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
WY:
$0.73
ES:
$4.68
WY:
33.92
ES:
14.67
WY:
1.95
ES:
1.84
WY:
$6.92B
ES:
$13.93B
WY:
$928.00M
ES:
$4.19B
WY:
$999.00M
ES:
$4.60B
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Return for Risk
WY vs. ES — Risk / Return Rank
WY
ES
WY vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weyerhaeuser Company (WY) 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.
| WY | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.09 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.61 | -0.90 |
| Martin ratioReturn relative to average drawdown | -0.61 | 1.46 | -2.08 |
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Drawdowns
WY vs. ES - Drawdown Comparison
The maximum WY drawdown since its inception was -75.69%, roughly equal to the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for WY and ES.
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Drawdown Indicators
| WY | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.69% | -73.04% | -2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -15.13% | -4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -37.98% | -28.65% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -43.02% | -41.69% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -61.69% | -41.69% | -20.00% |
Current DrawdownCurrent decline from peak | -31.89% | -13.32% | -18.57% |
Average DrawdownAverage peak-to-trough decline | -21.92% | -19.06% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.21% | 6.30% | +3.91% |
Volatility
WY vs. ES - Volatility Comparison
Weyerhaeuser Company (WY) and Eversource Energy (ES) have volatilities of 7.77% and 7.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WY | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 7.72% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.29% | 16.00% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.98% | 24.68% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.20% | 23.94% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.18% | 24.35% | +7.83% |
Dividends
WY vs. ES - Dividend Comparison
WY's dividend yield for the trailing twelve months is around 3.38%, less than ES's 4.48% yield.
| 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% |
WY Weyerhaeuser Company | 3.38% | 3.55% | 3.34% | 4.77% | 7.00% | 2.87% | 1.52% | 4.50% | 6.04% | 3.55% | 4.12% | 4.00% |
Financials
WY vs. ES - Financials Comparison
This section allows you to compare key financial metrics between Weyerhaeuser Company 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
WY and ES have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WY has higher volatility (7.77%) compared to ES (7.72%). In terms of maximum drawdown, WY dropped -75.69% vs ES's -73.04%.
ES currently has the higher Sharpe Ratio (0.37 vs -0.22), 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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