DTE vs. CTRA

In the year-to-date period, DTE achieves a 14.36% return, which is significantly higher than CTRA's 0.50% return. Over the past 10 years, DTE has outperformed CTRA with an annualized return of 10.70%, while CTRA has yielded a comparatively lower 0.44% annualized return.

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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.

The current DTE Sharpe Ratio is 1.53, which is higher than the CTRA Sharpe Ratio of -0.21. 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.

DTE's dividend yield for the trailing twelve months is around 3.08%, less than CTRA's 3.34% yield.

The maximum DTE drawdown since its inception was -67.92%, 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.

The current volatility for DTE Energy Company (DTE) is 8.80%, while Coterra Energy Inc. (CTRA) has a volatility of 13.65%. 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.

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.