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

Correlation

The correlation between DTE and VIGAX is 0.35, 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.


-0.50.00.51.00.3

Performance

DTE vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DTE Energy Company (DTE) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.21%
13.98%
DTE
VIGAX

Key characteristics

Sharpe Ratio

DTE:

0.80

VIGAX:

2.14

Sortino Ratio

DTE:

1.18

VIGAX:

2.76

Omega Ratio

DTE:

1.15

VIGAX:

1.39

Calmar Ratio

DTE:

0.66

VIGAX:

2.86

Martin Ratio

DTE:

3.69

VIGAX:

11.16

Ulcer Index

DTE:

3.97%

VIGAX:

3.32%

Daily Std Dev

DTE:

18.22%

VIGAX:

17.35%

Max Drawdown

DTE:

-67.91%

VIGAX:

-50.66%

Current Drawdown

DTE:

-5.80%

VIGAX:

-0.62%

Returns By Period

In the year-to-date period, DTE achieves a 14.05% return, which is significantly lower than VIGAX's 37.35% return. Over the past 10 years, DTE has underperformed VIGAX with an annualized return of 8.53%, while VIGAX has yielded a comparatively higher 16.00% annualized return.


DTE

YTD

14.05%

1M

-2.88%

6M

11.21%

1Y

13.90%

5Y*

5.57%

10Y*

8.53%

VIGAX

YTD

37.35%

1M

4.17%

6M

12.91%

1Y

36.83%

5Y*

19.13%

10Y*

16.00%

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Risk-Adjusted Performance

DTE vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 0.80, compared to the broader market-4.00-2.000.002.000.802.12
The chart of Sortino ratio for DTE, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.182.75
The chart of Omega ratio for DTE, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.39
The chart of Calmar ratio for DTE, currently valued at 0.66, compared to the broader market0.002.004.006.000.662.85
The chart of Martin ratio for DTE, currently valued at 3.69, compared to the broader market0.005.0010.0015.0020.0025.003.6911.09
DTE
VIGAX

The current DTE Sharpe Ratio is 0.80, which is lower than the VIGAX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of DTE and VIGAX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.80
2.12
DTE
VIGAX

Dividends

DTE vs. VIGAX - Dividend Comparison

DTE's dividend yield for the trailing twelve months is around 3.42%, more than VIGAX's 0.32% yield.


TTM20232022202120202019201820172016201520142013
DTE
DTE Energy Company
3.42%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%3.89%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

DTE vs. VIGAX - Drawdown Comparison

The maximum DTE drawdown since its inception was -67.91%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for DTE and VIGAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.80%
-0.62%
DTE
VIGAX

Volatility

DTE vs. VIGAX - Volatility Comparison

The current volatility for DTE Energy Company (DTE) is 4.21%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.06%. This indicates that DTE experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.21%
5.06%
DTE
VIGAX
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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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