PortfoliosLab logo

Sempra Energy

SRE
Equity · Currency in USD
ISIN
US8168511090
CUSIP
816851109
Sector
Utilities
Industry
Utilities—Diversified

SREPrice Chart


Click Calculate to get results
S&P 500

SREPerformance

The chart shows the growth of $10,000 invested in Sempra Energy on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,147 for a total return of roughly 241.47%. All prices are adjusted for splits and dividends.


SRE (Sempra Energy)
Benchmark (S&P 500)

SREReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.59%
YTD6.29%
6M6.58%
1Y18.34%
5Y8.49%
10Y13.29%

SREMonthly Returns Heatmap


Click Calculate to get results

SRESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Sempra Energy Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


SRE (Sempra Energy)
Benchmark (S&P 500)

SREDividends

Sempra Energy granted a 3.15% dividend yield in the last twelve months, as of Apr 11, 2021. The annual payout for that period amounted to $4.24 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$4.24$4.18$3.87$3.58$3.29$3.04$2.80$2.64$2.52$2.40$1.92$1.56
Dividend yield
3.15%3.28%2.56%3.31%3.08%3.02%2.98%2.37%2.81%3.38%3.49%2.97%

SREDrawdowns Chart


SRE (Sempra Energy)
Benchmark (S&P 500)

SREWorst Drawdowns

The table below shows the maximum drawdowns of the Sempra Energy. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 45.00%, recorded on Mar 16, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-45%Jan 31, 202031Mar 16, 2020
-22.75%Dec 30, 2014258Jan 7, 2016120Jun 29, 2016378
-19.75%Jan 5, 2010105Jun 4, 2010207Mar 30, 2011312
-17.11%May 4, 201167Aug 8, 201153Oct 21, 2011120
-16.69%Jul 7, 201692Nov 14, 201689Mar 24, 2017181
-16.29%Nov 15, 2017139Jun 6, 2018133Dec 14, 2018272
-9.36%Dec 17, 20186Dec 24, 201829Feb 6, 201935
-8.92%Jul 31, 201238Sep 21, 201250Dec 5, 201288
-7.38%May 21, 201316Jun 12, 201322Jul 15, 201338
-7.34%Aug 5, 201311Aug 19, 201321Sep 18, 201332

SREVolatility Chart

Current Sempra Energy volatility is 11.77%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SRE (Sempra Energy)
Benchmark (S&P 500)

Portfolios with Sempra Energy


Loading data...

More Tools for Sempra Energy