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DTE vs. CTRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DTE and CTRA is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

DTE vs. CTRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DTE Energy Company (DTE) and Coterra Energy Inc. (CTRA). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.23%
-9.51%
DTE
CTRA

Key characteristics

Sharpe Ratio

DTE:

0.76

CTRA:

-0.13

Sortino Ratio

DTE:

1.13

CTRA:

-0.03

Omega Ratio

DTE:

1.14

CTRA:

1.00

Calmar Ratio

DTE:

0.63

CTRA:

-0.10

Martin Ratio

DTE:

3.57

CTRA:

-0.32

Ulcer Index

DTE:

3.89%

CTRA:

9.54%

Daily Std Dev

DTE:

18.23%

CTRA:

23.17%

Max Drawdown

DTE:

-67.91%

CTRA:

-74.41%

Current Drawdown

DTE:

-6.71%

CTRA:

-25.69%

Fundamentals

Market Cap

DTE:

$25.00B

CTRA:

$18.06B

EPS

DTE:

$7.37

CTRA:

$1.65

PE Ratio

DTE:

16.38

CTRA:

14.86

PEG Ratio

DTE:

3.28

CTRA:

44.67

Total Revenue (TTM)

DTE:

$12.35B

CTRA:

$5.45B

Gross Profit (TTM)

DTE:

$3.45B

CTRA:

$1.80B

EBITDA (TTM)

DTE:

$4.02B

CTRA:

$3.52B

Returns By Period

In the year-to-date period, DTE achieves a 12.95% return, which is significantly higher than CTRA's -4.15% return. Over the past 10 years, DTE has outperformed CTRA with an annualized return of 8.62%, while CTRA has yielded a comparatively lower 0.31% annualized return.


DTE

YTD

12.95%

1M

-0.74%

6M

10.23%

1Y

13.49%

5Y*

5.21%

10Y*

8.62%

CTRA

YTD

-4.15%

1M

-11.74%

6M

-9.52%

1Y

-4.97%

5Y*

11.76%

10Y*

0.31%

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Risk-Adjusted Performance

DTE vs. CTRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and Coterra Energy Inc. (CTRA). 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.


Sharpe ratio
The chart of Sharpe ratio for DTE, currently valued at 0.76, compared to the broader market-4.00-2.000.002.000.76-0.13
The chart of Sortino ratio for DTE, currently valued at 1.13, compared to the broader market-4.00-2.000.002.004.001.13-0.03
The chart of Omega ratio for DTE, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.00
The chart of Calmar ratio for DTE, currently valued at 0.63, compared to the broader market0.002.004.006.000.63-0.10
The chart of Martin ratio for DTE, currently valued at 3.57, compared to the broader market-5.000.005.0010.0015.0020.0025.003.57-0.32
DTE
CTRA

The current DTE Sharpe Ratio is 0.76, which is higher than the CTRA Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of DTE and CTRA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.76
-0.13
DTE
CTRA

Dividends

DTE vs. CTRA - Dividend Comparison

DTE's dividend yield for the trailing twelve months is around 3.45%, less than CTRA's 3.55% yield.


TTM20232022202120202019201820172016201520142013
DTE
DTE Energy Company
3.45%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%3.89%
CTRA
Coterra Energy Inc.
3.55%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%0.15%

Drawdowns

DTE vs. CTRA - Drawdown Comparison

The maximum DTE drawdown since its inception was -67.91%, smaller than the maximum CTRA drawdown of -74.41%. Use the drawdown chart below to compare losses from any high point for DTE and CTRA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.71%
-25.69%
DTE
CTRA

Volatility

DTE vs. CTRA - Volatility Comparison

The current volatility for DTE Energy Company (DTE) is 4.53%, while Coterra Energy Inc. (CTRA) has a volatility of 7.08%. This indicates that DTE experiences smaller price fluctuations and is considered to be less risky than CTRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.53%
7.08%
DTE
CTRA

Financials

DTE vs. CTRA - Financials Comparison

This section allows you to compare key financial metrics between DTE Energy Company and Coterra Energy Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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