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DTE vs. UNM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DTE vs. UNM - Performance Comparison

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

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Returns By Period

In the year-to-date period, DTE achieves a 15.95% return, which is significantly lower than UNM's 18.29% return. Over the past 10 years, DTE has underperformed UNM with an annualized return of 9.68%, while UNM has yielded a comparatively higher 14.63% annualized return.


DTE

1D
0.30%
1M
2.13%
YTD
15.95%
6M
16.56%
1Y
14.96%
3Y*
14.04%
5Y*
9.31%
10Y*
9.68%

UNM

1D
0.67%
1M
7.17%
YTD
18.29%
6M
16.50%
1Y
17.00%
3Y*
28.90%
5Y*
30.60%
10Y*
14.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTE vs. UNM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTE
DTE Energy Company
15.95%10.42%13.49%-2.81%1.23%19.35%-2.86%21.38%4.21%14.59%
UNM
Unum Group
18.29%8.56%66.31%13.72%73.56%11.87%-16.22%2.63%-45.22%27.19%

Correlation

The correlation between DTE and UNM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.22

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

0.24

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 6, 1986

0.25

Fundamentals

Market Cap

DTE:

$30.54B

UNM:

$14.89B

EPS

DTE:

$4.92

UNM:

$4.61

PE Ratio

DTE:

29.86

UNM:

19.63

PEG Ratio

DTE:

2.66

UNM:

1.38

PS Ratio

DTE:

1.86

UNM:

1.15

PB Ratio

DTE:

2.48

UNM:

1.37

Total Revenue (TTM)

DTE:

$16.33B

UNM:

$13.30B

Gross Profit (TTM)

DTE:

$9.07B

UNM:

$4.51B

EBITDA (TTM)

DTE:

$4.15B

UNM:

$1.24B

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Return for Risk

DTE vs. UNM — Risk / Return Rank

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

DTE
DTE Risk / Return Rank: 6767
Overall Rank
DTE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DTE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DTE Omega Ratio Rank: 6161
Omega Ratio Rank
DTE Calmar Ratio Rank: 6969
Calmar Ratio Rank
DTE Martin Ratio Rank: 7070
Martin Ratio Rank

UNM
UNM Risk / Return Rank: 6262
Overall Rank
UNM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UNM Sortino Ratio Rank: 5656
Sortino Ratio Rank
UNM Omega Ratio Rank: 5959
Omega Ratio Rank
UNM Calmar Ratio Rank: 6464
Calmar Ratio Rank
UNM Martin Ratio Rank: 6464
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.

DTE vs. UNM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and Unum Group (UNM). 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.


DTEUNMDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.48

1.06

+0.42

Martin ratioReturn relative to average drawdown

3.42

2.33

+1.09

DTE vs. UNM - Sharpe Ratio Comparison

The current DTE Sharpe Ratio is 0.92, which is higher than the UNM Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DTE and UNM, 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

DTE vs. UNM - Drawdown Comparison

The maximum DTE drawdown since its inception was -67.92%, smaller than the maximum UNM drawdown of -89.38%. Use the drawdown chart below to compare losses from any high point for DTE and UNM.


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Drawdown Indicators


DTEUNMDifference

Max Drawdown

Largest peak-to-trough decline

-67.92%

-89.38%

+21.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-16.04%

+5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-17.97%

-17.94%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-21.99%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.45%

-81.06%

+38.61%

Current Drawdown

Current decline from peak

-2.18%

-2.32%

+0.14%

Average Drawdown

Average peak-to-trough decline

-17.21%

-32.65%

+15.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

7.32%

-2.93%

Volatility

DTE vs. UNM - Volatility Comparison

DTE Energy Company (DTE) and Unum Group (UNM) have volatilities of 5.40% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTEUNMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

5.52%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.81%

14.92%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

24.84%

-8.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

29.94%

-11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.33%

37.63%

-15.30%

Dividends

DTE vs. UNM - Dividend Comparison

DTE's dividend yield for the trailing twelve months is around 3.39%, more than UNM's 2.03% yield.


PositionTTM20252024202320222021202020192018201720162015
DTE
DTE Energy Company
3.39%3.44%3.44%3.52%3.07%2.98%3.40%2.96%3.26%3.07%3.10%3.54%
UNM
Unum Group
2.03%2.27%2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%

Financials

DTE vs. UNM - Financials Comparison

This section allows you to compare key financial metrics between DTE Energy Company and Unum Group. 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


3.00B3.50B4.00B4.50B5.00B20222023202420252026
5.14B
3.36B
(DTE) Total Revenue
(UNM) Total Revenue
Values in USD except per share items

DTE vs. UNM - Profitability Comparison

The chart below illustrates the profitability comparison between DTE Energy Company and Unum Group 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%40.0%60.0%80.0%100.0%20222023202420252026
85.7%
40.3%
Portfolio components
DTE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DTE Energy Company reported a gross profit of 4.41B and revenue of 5.14B. Therefore, the gross margin over that period was 85.7%.

UNM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Unum Group reported a gross profit of 1.35B and revenue of 3.36B. Therefore, the gross margin over that period was 40.3%.

DTE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DTE Energy Company reported an operating income of 412.00M and revenue of 5.14B, resulting in an operating margin of 8.0%.

UNM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Unum Group reported an operating income of 302.70M and revenue of 3.36B, resulting in an operating margin of 9.0%.

DTE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DTE Energy Company reported a net income of 1.19M and revenue of 5.14B, resulting in a net margin of 0.0%.

UNM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Unum Group reported a net income of 232.00M and revenue of 3.36B, resulting in a net margin of 6.9%.


Frequently Asked Questions


DTE and UNM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNM has higher volatility (5.52%) compared to DTE (5.40%). In terms of maximum drawdown, DTE dropped -67.92% vs UNM's -89.38%.

DTE currently has the higher Sharpe Ratio (0.92 vs 0.69), 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.

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