Eversource Energy (ES): analysis and statistics
Return, volatility, Sharpe ratio and risk for Eversource Energy, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $66.90 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +12.70% |
| Total return over period | +42.88% |
| Annualized volatility | 24.46% |
| Period volatility | 42.25% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.72 |
| Sortino ratio | 0.99 |
| Max drawdown | -18.32% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.56% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $46.71 – $75.39 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Eversource Energy (ES) has posted an annualized return of +12.70% with annual volatility of 24.46%, a Sharpe ratio of 0.72. Its worst stretch (max drawdown from a peak) was -18.32%. Its correlation with the S&P 500 is 0.16, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ES would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Eversource Energy (ES) is of the S&P 500.
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