AEE vs. SRE
Compare and contrast key facts about Ameren Corporation (AEE) and Sempra Energy (SRE).
Performance
AEE vs. SRE - Performance Comparison
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AEE vs. SRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 11.70% | 15.31% | 27.47% | -16.07% | 2.54% | 17.09% | 4.26% | 20.82% | 13.99% | 15.93% |
SRE Sempra Energy | 11.10% | 3.94% | 21.11% | -0.06% | 20.30% | 7.39% | -12.78% | 44.01% | 4.49% | 9.43% |
Fundamentals
AEE:
$30.32B
SRE:
$63.63B
AEE:
$5.35
SRE:
$3.01
AEE:
20.72
SRE:
32.31
AEE:
2.33
SRE:
1.76
AEE:
3.43
SRE:
4.64
AEE:
2.26
SRE:
1.64
AEE:
$8.80B
SRE:
$13.70B
AEE:
$3.36B
SRE:
$7.14B
AEE:
$3.91B
SRE:
$4.22B
Returns By Period
In the year-to-date period, AEE achieves a 11.70% return, which is significantly higher than SRE's 11.10% return. Over the past 10 years, AEE has outperformed SRE with an annualized return of 11.46%, while SRE has yielded a comparatively lower 9.71% annualized return.
AEE
- 1D
- 0.79%
- 1M
- -1.20%
- YTD
- 11.70%
- 6M
- 8.62%
- 1Y
- 13.23%
- 3Y*
- 12.07%
- 5Y*
- 9.61%
- 10Y*
- 11.46%
SRE
- 1D
- 0.25%
- 1M
- 2.53%
- YTD
- 11.10%
- 6M
- 10.69%
- 1Y
- 40.27%
- 3Y*
- 12.33%
- 5Y*
- 11.60%
- 10Y*
- 9.71%
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Return for Risk
AEE vs. SRE — Risk / Return Rank
AEE
SRE
AEE vs. SRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameren Corporation (AEE) and Sempra Energy (SRE). 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.
| AEE | SRE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.84 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.41 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.33 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 3.27 | -1.56 |
Martin ratioReturn relative to average drawdown | 3.74 | 10.76 | -7.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AEE | SRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.84 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.51 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.39 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.44 | -0.05 |
Correlation
The correlation between AEE and SRE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AEE vs. SRE - Dividend Comparison
AEE's dividend yield for the trailing twelve months is around 2.60%, less than SRE's 2.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 2.60% | 2.84% | 3.01% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 4.08% | 3.83% |
SRE Sempra Energy | 2.66% | 2.92% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.55% | 3.31% | 3.08% | 3.37% | 2.98% |
Drawdowns
AEE vs. SRE - Drawdown Comparison
The maximum AEE drawdown since its inception was -60.57%, which is greater than SRE's maximum drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for AEE and SRE.
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Drawdown Indicators
| AEE | SRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.57% | -45.00% | -15.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -12.44% | +4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -27.46% | -31.62% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -29.09% | -45.00% | +15.91% |
Current DrawdownCurrent decline from peak | -1.83% | 0.00% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -10.14% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 3.78% | -0.16% |
Volatility
AEE vs. SRE - Volatility Comparison
The current volatility for Ameren Corporation (AEE) is 5.28%, while Sempra Energy (SRE) has a volatility of 5.95%. This indicates that AEE experiences smaller price fluctuations and is considered to be less risky than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEE | SRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 5.95% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 13.58% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 22.02% | -5.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 22.68% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 24.79% | -3.03% |
Financials
AEE vs. SRE - Financials Comparison
This section allows you to compare key financial metrics between Ameren Corporation and Sempra 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