PortfoliosLab logoPortfoliosLab logo
DTE vs. XEL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DTE vs. XEL - Performance Comparison

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

Loading graphics...

DTE vs. XEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTE
DTE Energy Company
14.96%10.42%13.49%-2.81%1.23%19.35%-2.86%21.38%4.21%14.59%
XEL
Xcel Energy Inc.
8.72%13.89%12.32%-8.67%6.44%4.40%7.77%32.37%5.88%21.91%

Fundamentals

Market Cap

DTE:

$30.45B

XEL:

$47.59B

EPS

DTE:

$7.06

XEL:

$3.44

PE Ratio

DTE:

20.83

XEL:

23.19

PEG Ratio

DTE:

1.86

XEL:

5.98

PS Ratio

DTE:

1.93

XEL:

3.19

Total Revenue (TTM)

DTE:

$15.81B

XEL:

$14.67B

Gross Profit (TTM)

DTE:

$13.43B

XEL:

$5.30B

EBITDA (TTM)

DTE:

$4.45B

XEL:

$6.19B

Returns By Period

In the year-to-date period, DTE achieves a 14.96% return, which is significantly higher than XEL's 8.72% return. Both investments have delivered pretty close results over the past 10 years, with DTE having a 10.20% annualized return and XEL not far behind at 9.96%.


DTE

1D
0.62%
1M
0.42%
YTD
14.96%
6M
6.75%
1Y
10.24%
3Y*
14.19%
5Y*
8.89%
10Y*
10.20%

XEL

1D
0.34%
1M
-4.18%
YTD
8.72%
6M
0.76%
1Y
16.28%
3Y*
9.42%
5Y*
6.94%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DTE vs. XEL — Risk / Return Rank

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

DTE
DTE Risk / Return Rank: 5858
Overall Rank
DTE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DTE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DTE Omega Ratio Rank: 5252
Omega Ratio Rank
DTE Calmar Ratio Rank: 6262
Calmar Ratio Rank
DTE Martin Ratio Rank: 6262
Martin Ratio Rank

XEL
XEL Risk / Return Rank: 6666
Overall Rank
XEL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XEL Sortino Ratio Rank: 6161
Sortino Ratio Rank
XEL Omega Ratio Rank: 6060
Omega Ratio Rank
XEL Calmar Ratio Rank: 6969
Calmar Ratio Rank
XEL Martin Ratio Rank: 7070
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. XEL - Risk-Adjusted Trends 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.


DTEXELDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.83

-0.23

Sortino ratio

Return per unit of downside risk

0.90

1.27

-0.37

Omega ratio

Gain probability vs. loss probability

1.12

1.16

-0.05

Calmar ratio

Return relative to maximum drawdown

0.98

1.41

-0.42

Martin ratio

Return relative to average drawdown

2.25

3.51

-1.25

DTE vs. XEL - Sharpe Ratio Comparison

The current DTE Sharpe Ratio is 0.60, which is comparable to the XEL Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of DTE and XEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DTEXELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.83

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.34

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.46

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.41

-0.06

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.


Dividends

DTE vs. XEL - Dividend Comparison

DTE's dividend yield for the trailing twelve months is around 3.07%, more than XEL's 2.89% yield.


TTM20252024202320222021202020192018201720162015
DTE
DTE Energy Company
3.07%3.44%3.44%3.52%3.07%2.98%3.40%2.96%3.26%3.07%3.10%3.54%
XEL
Xcel Energy Inc.
2.89%3.83%2.43%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%

Drawdowns

DTE vs. XEL - Drawdown Comparison

The maximum DTE drawdown since its inception was -67.92%, 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.


Loading graphics...

Drawdown Indicators


DTEXELDifference

Max Drawdown

Largest peak-to-trough decline

-67.92%

-80.64%

+12.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-11.50%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-34.41%

+5.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.45%

-34.41%

-8.04%

Current Drawdown

Current decline from peak

-1.49%

-4.30%

+2.81%

Average Drawdown

Average peak-to-trough decline

-17.27%

-11.35%

-5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

4.61%

-0.19%

Volatility

DTE vs. XEL - Volatility Comparison

DTE Energy Company (DTE) and Xcel Energy Inc. (XEL) have volatilities of 5.47% and 5.23%, 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.


Loading graphics...

Volatility by Period


DTEXELDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

5.23%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

11.70%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

19.72%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

20.47%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

21.57%

+0.67%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


3.00B3.50B4.00B4.50B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.43B
3.56B
(DTE) Total Revenue
(XEL) Total Revenue
Values in USD except per share items