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DTE vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DTE and DGRO is 0.31, 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.


Performance

DTE vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DTE Energy Company (DTE) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%240.00%December2025FebruaryMarchAprilMay
214.55%
215.49%
DTE
DGRO

Key characteristics

Sharpe Ratio

DTE:

1.45

DGRO:

0.63

Sortino Ratio

DTE:

1.90

DGRO:

0.98

Omega Ratio

DTE:

1.27

DGRO:

1.14

Calmar Ratio

DTE:

1.73

DGRO:

0.67

Martin Ratio

DTE:

6.61

DGRO:

2.71

Ulcer Index

DTE:

4.12%

DGRO:

3.47%

Daily Std Dev

DTE:

18.83%

DGRO:

14.86%

Max Drawdown

DTE:

-67.92%

DGRO:

-35.10%

Current Drawdown

DTE:

-0.63%

DGRO:

-5.91%

Returns By Period

In the year-to-date period, DTE achieves a 15.72% return, which is significantly higher than DGRO's -0.99% return. Both investments have delivered pretty close results over the past 10 years, with DTE having a 11.14% annualized return and DGRO not far behind at 11.12%.


DTE

YTD

15.72%

1M

8.33%

6M

15.99%

1Y

26.57%

5Y*

13.76%

10Y*

11.14%

DGRO

YTD

-0.99%

1M

8.01%

6M

-4.34%

1Y

8.42%

5Y*

13.46%

10Y*

11.12%

*Annualized

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Risk-Adjusted Performance

DTE vs. DGRO — Risk-Adjusted Performance Rank

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

DTE
The Risk-Adjusted Performance Rank of DTE is 8888
Overall Rank
The Sharpe Ratio Rank of DTE is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DTE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DTE is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DTE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DTE is 9090
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 6666
Overall Rank
The Sharpe Ratio Rank of DGRO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DGRO is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DTE vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and iShares Core Dividend Growth ETF (DGRO). 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 1.45, which is higher than the DGRO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of DTE and DGRO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.42
0.57
DTE
DGRO

Dividends

DTE vs. DGRO - Dividend Comparison

DTE's dividend yield for the trailing twelve months is around 3.04%, more than DGRO's 2.29% yield.


TTM20242023202220212020201920182017201620152014
DTE
DTE Energy Company
3.04%3.44%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%
DGRO
iShares Core Dividend Growth ETF
2.29%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

DTE vs. DGRO - Drawdown Comparison

The maximum DTE drawdown since its inception was -67.92%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DTE and DGRO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.63%
-5.91%
DTE
DGRO

Volatility

DTE vs. DGRO - Volatility Comparison

The current volatility for DTE Energy Company (DTE) is 5.69%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 8.39%. This indicates that DTE experiences smaller price fluctuations and is considered to be less risky than DGRO 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%12.00%December2025FebruaryMarchAprilMay
5.69%
8.39%
DTE
DGRO