DTE vs. XEL
Compare and contrast key facts about DTE Energy Company (DTE) and Xcel Energy Inc. (XEL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTE or XEL.
Performance
DTE vs. XEL - Performance Comparison
Returns By Period
In the year-to-date period, DTE achieves a 16.06% return, which is significantly lower than XEL's 18.69% return. Over the past 10 years, DTE has underperformed XEL with an annualized return of 9.80%, while XEL has yielded a comparatively higher 11.38% annualized return.
DTE
16.06%
-4.15%
12.23%
23.39%
7.04%
9.80%
XEL
18.69%
10.93%
35.33%
22.62%
6.26%
11.38%
Fundamentals
| DTE | XEL | |
|---|---|---|
| Market Cap | $25.30B | $40.23B |
| EPS | $7.38 | $3.37 |
| PE Ratio | 16.56 | 20.79 |
| PEG Ratio | 3.33 | 2.41 |
| Total Revenue (TTM) | $12.35B | $13.79B |
| Gross Profit (TTM) | $3.45B | $3.38B |
| EBITDA (TTM) | $4.02B | $5.59B |
Key characteristics
| DTE | XEL | |
|---|---|---|
| Sharpe Ratio | 1.25 | 1.03 |
| Sortino Ratio | 1.78 | 1.45 |
| Omega Ratio | 1.23 | 1.21 |
| Calmar Ratio | 1.06 | 0.66 |
| Martin Ratio | 6.41 | 2.27 |
| Ulcer Index | 3.65% | 9.96% |
| Daily Std Dev | 18.76% | 22.06% |
| Max Drawdown | -67.91% | -80.64% |
| Current Drawdown | -4.15% | -0.51% |
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Correlation
The correlation between DTE and XEL is 0.60, 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.
Risk-Adjusted Performance
DTE vs. XEL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and Xcel Energy Inc. (XEL). 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.
Dividends
DTE vs. XEL - Dividend Comparison
DTE's dividend yield for the trailing twelve months is around 3.27%, more than XEL's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 3.27% | 3.52% | 3.07% | 2.98% | 3.39% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% | 3.11% | 3.89% |
XEL Xcel Energy Inc. | 3.03% | 3.36% | 2.78% | 2.71% | 2.58% | 2.55% | 3.09% | 2.99% | 3.34% | 3.56% | 3.34% | 3.97% |
Drawdowns
DTE vs. XEL - Drawdown Comparison
The maximum DTE drawdown since its inception was -67.91%, smaller than the maximum XEL drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for DTE and XEL. For additional features, visit the drawdowns tool.
Volatility
DTE vs. XEL - Volatility Comparison
The current volatility for DTE Energy Company (DTE) is 6.78%, while Xcel Energy Inc. (XEL) has a volatility of 7.15%. This indicates that DTE experiences smaller price fluctuations and is considered to be less risky than XEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DTE vs. XEL - Financials Comparison
This section allows you to compare key financial metrics between DTE Energy Company and Xcel 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.
Total Revenue: Total amount of money received from sales and other business activities