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CNP vs. SRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CNP vs. SRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CenterPoint Energy, Inc. (CNP) and Sempra Energy (SRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNP achieves a 13.71% return, which is significantly higher than SRE's 4.90% return. Over the past 10 years, CNP has outperformed SRE with an annualized return of 9.74%, while SRE has yielded a comparatively lower 8.64% annualized return.


CNP

1D
0.70%
1M
0.68%
YTD
13.71%
6M
15.33%
1Y
23.36%
3Y*
17.84%
5Y*
14.65%
10Y*
9.74%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNP vs. SRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNP
CenterPoint Energy, Inc.
13.71%23.74%14.28%-2.12%10.00%32.41%-17.98%0.61%3.70%19.58%
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 CNP and SRE is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 29, 1998

0.57

The correlation between CNP and SRE shifts across timeframes, from 0.57 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CNP:

$28.42B

SRE:

$59.88B

EPS

CNP:

$1.63

SRE:

$3.17

PE Ratio

CNP:

26.42

SRE:

28.91

PS Ratio

CNP:

3.01

SRE:

4.40

PB Ratio

CNP:

2.48

SRE:

1.52

Total Revenue (TTM)

CNP:

$9.41B

SRE:

$13.61B

Gross Profit (TTM)

CNP:

$3.89B

SRE:

$4.94B

EBITDA (TTM)

CNP:

$3.81B

SRE:

$4.51B

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Return for Risk

CNP vs. SRE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNP
CNP Risk / Return Rank: 8080
Overall Rank
CNP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CNP Sortino Ratio Rank: 7676
Sortino Ratio Rank
CNP Omega Ratio Rank: 7373
Omega Ratio Rank
CNP Calmar Ratio Rank: 8686
Calmar Ratio Rank
CNP Martin Ratio Rank: 8585
Martin Ratio Rank

SRE
SRE Risk / Return Rank: 7878
Overall Rank
SRE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SRE Sortino Ratio Rank: 7676
Sortino Ratio Rank
SRE Omega Ratio Rank: 7575
Omega Ratio Rank
SRE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SRE Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNP vs. SRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CenterPoint Energy, Inc. (CNP) 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.


CNPSREDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

3.52

2.22

+1.30

Martin ratioReturn relative to average drawdown

8.44

6.07

+2.37

CNP vs. SRE - Sharpe Ratio Comparison

The current CNP Sharpe Ratio is 1.44, which is comparable to the SRE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of CNP and SRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CNP vs. SRE - Drawdown Comparison

The maximum CNP drawdown since its inception was -89.94%, which is greater than SRE's maximum drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for CNP and SRE.


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Drawdown Indicators


CNPSREDifference

Max Drawdown

Largest peak-to-trough decline

-89.94%

-45.00%

-44.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-12.65%

+5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-31.62%

+13.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.81%

-31.62%

+8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-59.80%

-45.00%

-14.80%

Current Drawdown

Current decline from peak

-1.78%

-7.79%

+6.01%

Average Drawdown

Average peak-to-trough decline

-32.32%

-10.12%

-22.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

4.62%

-1.85%

Volatility

CNP vs. SRE - Volatility Comparison

The current volatility for CenterPoint Energy, Inc. (CNP) is 5.44%, while Sempra Energy (SRE) has a volatility of 6.33%. This indicates that CNP 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


CNPSREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

6.33%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

14.46%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

19.71%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.67%

22.81%

-3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.89%

24.90%

+0.99%

Dividends

CNP vs. SRE - Dividend Comparison

CNP's dividend yield for the trailing twelve months is around 2.09%, less than SRE's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
CNP
CenterPoint Energy, Inc.
2.09%2.30%2.55%2.70%2.33%2.33%3.42%4.22%3.93%3.77%4.18%5.39%
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

CNP vs. SRE - Financials Comparison

This section allows you to compare key financial metrics between CenterPoint Energy, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B3.00B4.00B5.00B6.00B20222023202420252026
2.98B
3.66B
(CNP) Total Revenue
(SRE) Total Revenue
Values in USD except per share items

CNP vs. SRE - Profitability Comparison

The chart below illustrates the profitability comparison between CenterPoint Energy, Inc. and Sempra Energy over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
67.4%
56.9%
Portfolio components
CNP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CenterPoint Energy, Inc. reported a gross profit of 2.00B and revenue of 2.98B. Therefore, the gross margin over that period was 67.4%.

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%.

CNP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CenterPoint Energy, Inc. reported an operating income of 658.00M and revenue of 2.98B, resulting in an operating margin of 22.1%.

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%.

CNP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CenterPoint Energy, Inc. reported a net income of 316.00M and revenue of 2.98B, resulting in a net margin of 10.6%.

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


CNP and SRE have a correlation of 0.65, 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 CNP (5.44%). In terms of maximum drawdown, CNP dropped -89.94% vs SRE's -45.00%.

CNP currently has the higher Sharpe Ratio (1.44 vs 1.43), 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.

Portfolio Optimizer

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