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

Correlation

The correlation between DTE and DUK is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

DTE vs. DUK - Performance Comparison

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

5,200.00%5,400.00%5,600.00%5,800.00%6,000.00%6,200.00%6,400.00%NovemberDecember2025FebruaryMarchApril
6,083.92%
5,942.04%
DTE
DUK

Key characteristics

Sharpe Ratio

DTE:

1.41

DUK:

1.52

Sortino Ratio

DTE:

1.86

DUK:

2.14

Omega Ratio

DTE:

1.26

DUK:

1.26

Calmar Ratio

DTE:

1.68

DUK:

2.31

Martin Ratio

DTE:

6.49

DUK:

5.93

Ulcer Index

DTE:

4.11%

DUK:

4.51%

Daily Std Dev

DTE:

18.91%

DUK:

17.58%

Max Drawdown

DTE:

-67.92%

DUK:

-71.92%

Current Drawdown

DTE:

-3.39%

DUK:

-3.39%

Fundamentals

Market Cap

DTE:

$28.43B

DUK:

$93.79B

EPS

DTE:

$6.76

DUK:

$5.70

PE Ratio

DTE:

19.93

DUK:

21.03

PEG Ratio

DTE:

3.23

DUK:

3.01

PS Ratio

DTE:

2.28

DUK:

3.13

PB Ratio

DTE:

2.39

DUK:

1.89

Total Revenue (TTM)

DTE:

$9.28B

DUK:

$22.69B

Gross Profit (TTM)

DTE:

$10.09B

DUK:

$16.16B

EBITDA (TTM)

DTE:

$3.07B

DUK:

$11.16B

Returns By Period

The year-to-date returns for both stocks are quite close, with DTE having a 12.51% return and DUK slightly lower at 12.27%. Over the past 10 years, DTE has outperformed DUK with an annualized return of 10.78%, while DUK has yielded a comparatively lower 8.94% annualized return.


DTE

YTD

12.51%

1M

-1.33%

6M

8.31%

1Y

27.35%

5Y*

12.01%

10Y*

10.78%

DUK

YTD

12.27%

1M

0.37%

6M

4.18%

1Y

27.40%

5Y*

10.91%

10Y*

8.94%

*Annualized

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Risk-Adjusted Performance

DTE vs. DUK — 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

DUK
The Risk-Adjusted Performance Rank of DUK is 9090
Overall Rank
The Sharpe Ratio Rank of DUK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DUK is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DUK is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DUK is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DUK is 8989
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. DUK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and Duke Energy Corporation (DUK). 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 chart of Sharpe ratio for DTE, currently valued at 1.41, compared to the broader market-2.00-1.000.001.002.003.00
DTE: 1.41
DUK: 1.52
The chart of Sortino ratio for DTE, currently valued at 1.86, compared to the broader market-6.00-4.00-2.000.002.004.00
DTE: 1.86
DUK: 2.14
The chart of Omega ratio for DTE, currently valued at 1.26, compared to the broader market0.501.001.502.00
DTE: 1.26
DUK: 1.26
The chart of Calmar ratio for DTE, currently valued at 1.68, compared to the broader market0.001.002.003.004.005.00
DTE: 1.68
DUK: 2.31
The chart of Martin ratio for DTE, currently valued at 6.49, compared to the broader market-5.000.005.0010.0015.0020.00
DTE: 6.49
DUK: 5.93

The current DTE Sharpe Ratio is 1.41, which is comparable to the DUK Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of DTE and DUK, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.41
1.52
DTE
DUK

Dividends

DTE vs. DUK - Dividend Comparison

DTE's dividend yield for the trailing twelve months is around 3.13%, less than DUK's 3.47% yield.


TTM20242023202220212020201920182017201620152014
DTE
DTE Energy Company
3.13%3.44%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%
DUK
Duke Energy Corporation
3.47%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%

Drawdowns

DTE vs. DUK - Drawdown Comparison

The maximum DTE drawdown since its inception was -67.92%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for DTE and DUK. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.39%
-3.39%
DTE
DUK

Volatility

DTE vs. DUK - Volatility Comparison

DTE Energy Company (DTE) has a higher volatility of 8.92% compared to Duke Energy Corporation (DUK) at 7.40%. This indicates that DTE's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.92%
7.40%
DTE
DUK

Financials

DTE vs. DUK - Financials Comparison

This section allows you to compare key financial metrics between DTE Energy Company and Duke Energy Corporation. 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