AEE vs. SRE
AEE (Ameren Corporation) and SRE (Sempra Energy) are both stocks. Both are in the Utilities sector — AEE in Utilities - Regulated Electric, SRE in Utilities - Diversified. Over the past 10 years, AEE returned 10.97%/yr vs 8.64%/yr for SRE. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
AEE vs. SRE - Performance Comparison
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Returns By Period
In the year-to-date period, AEE achieves a 11.38% return, which is significantly higher than SRE's 4.90% return. Over the past 10 years, AEE has outperformed SRE with an annualized return of 10.97%, while SRE has yielded a comparatively lower 8.64% annualized return.
AEE
- 1D
- 0.95%
- 1M
- -0.73%
- YTD
- 11.38%
- 6M
- 11.83%
- 1Y
- 19.15%
- 3Y*
- 14.19%
- 5Y*
- 9.23%
- 10Y*
- 10.97%
SRE
- 1D
- 1.03%
- 1M
- -0.89%
- YTD
- 4.90%
- 6M
- 5.14%
- 1Y
- 27.98%
- 3Y*
- 12.07%
- 5Y*
- 9.70%
- 10Y*
- 8.64%
AEE vs. SRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 11.38% | 15.31% | 27.47% | -16.07% | 2.54% | 17.09% | 4.26% | 20.82% | 13.99% | 15.93% |
SRE Sempra Energy | 4.90% | 3.94% | 21.11% | -0.06% | 20.30% | 7.39% | -12.78% | 44.01% | 4.49% | 9.43% |
Correlation
The correlation between AEE and SRE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 1998 | 0.62 |
The correlation between AEE and SRE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
Fundamentals
AEE:
$30.54B
SRE:
$59.88B
AEE:
$5.57
SRE:
$3.17
AEE:
19.71
SRE:
28.91
AEE:
2.21
SRE:
1.80
AEE:
3.38
SRE:
4.40
AEE:
2.25
SRE:
1.52
AEE:
$8.88B
SRE:
$13.61B
AEE:
$2.42B
SRE:
$4.94B
AEE:
$4.00B
SRE:
$4.51B
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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.
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.
| AEE | SRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.22 | +0.16 |
| Martin ratioReturn relative to average drawdown | 6.05 | 6.07 | -0.02 |
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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 | -8.07% | -12.65% | +4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -31.62% | +9.79% |
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 | -3.36% | -7.79% | +4.43% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -10.12% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 4.62% | -1.45% |
Volatility
AEE vs. SRE - Volatility Comparison
The current volatility for Ameren Corporation (AEE) is 5.95%, while Sempra Energy (SRE) has a volatility of 6.33%. 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 | 5.95% | 6.33% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 14.46% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 19.71% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.23% | 22.81% | -3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.82% | 24.90% | -3.08% |
Dividends
AEE vs. SRE - Dividend Comparison
AEE's dividend yield for the trailing twelve months is around 2.66%, less than SRE's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 2.66% | 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 | 3.22% | 2.92% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.55% | 3.31% | 3.08% | 3.37% | 2.98% |
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
AEE vs. SRE - Profitability Comparison
AEE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported a gross profit of 0.00 and revenue of 2.18B. Therefore, the gross margin over that period was 0.0%.
SRE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported a gross profit of 2.08B and revenue of 3.66B. Therefore, the gross margin over that period was 56.9%.
AEE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported an operating income of 532.00M and revenue of 2.18B, resulting in an operating margin of 24.5%.
SRE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported an operating income of 0.00 and revenue of 3.66B, resulting in an operating margin of 0.0%.
AEE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported a net income of 357.00M and revenue of 2.18B, resulting in a net margin of 16.4%.
SRE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported a net income of 1.15B and revenue of 3.66B, resulting in a net margin of 31.5%.
Frequently Asked Questions
AEE and SRE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRE has higher volatility (6.33%) compared to AEE (5.95%). In terms of maximum drawdown, AEE dropped -60.57% vs SRE's -45.00%.
SRE currently has the higher Sharpe Ratio (1.43 vs 1.22), 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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