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

Key characteristics


DTEXEL
YTD Return1.89%-12.85%
1Y Return8.58%-15.36%
3Y Return (Ann)2.63%-4.08%
5Y Return (Ann)4.37%1.89%
10Y Return (Ann)9.59%9.31%
Sharpe Ratio0.49-0.68
Daily Std Dev18.79%22.45%
Max Drawdown-67.91%-80.64%
Current Drawdown-14.46%-26.95%

Fundamentals


DTEXEL
Market Cap$22.53B$29.02B
EPS$6.76$3.21
PE Ratio16.1116.28
PEG Ratio1.842.31
Revenue (TTM)$12.74B$14.21B
Gross Profit (TTM)$3.67B$5.77B
EBITDA (TTM)$3.38B$5.18B

Correlation

0.59
-1.001.00

The correlation between DTE and XEL is 0.59, 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.

Performance

DTE vs. XEL - Performance Comparison

In the year-to-date period, DTE achieves a 1.89% return, which is significantly higher than XEL's -12.85% return. Both investments have delivered pretty close results over the past 10 years, with DTE having a 9.59% annualized return and XEL not far behind at 9.31%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


3,000.00%3,500.00%4,000.00%4,500.00%OctoberNovemberDecember2024FebruaryMarch
4,430.28%
3,303.69%
DTE
XEL

Compare stocks, funds, or ETFs


DTE Energy Company

Xcel Energy Inc.

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DTE
DTE Energy Company
0.49
XEL
Xcel Energy Inc.
-0.68

DTE vs. XEL - Sharpe Ratio Comparison

The current DTE Sharpe Ratio is 0.49, which is higher than the XEL Sharpe Ratio of -0.68. The chart below compares the 12-month rolling Sharpe Ratio of DTE and XEL.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
0.49
-0.68
DTE
XEL

Dividends

DTE vs. XEL - Dividend Comparison

DTE's dividend yield for the trailing twelve months is around 3.54%, less than XEL's 3.95% yield.


TTM20232022202120202019201820172016201520142013
DTE
DTE Energy Company
3.54%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.
3.95%3.36%2.78%2.70%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%. The drawdown chart below compares losses from any high point along the way for DTE and XEL


-35.00%-30.00%-25.00%-20.00%-15.00%OctoberNovemberDecember2024FebruaryMarch
-14.46%
-26.95%
DTE
XEL

Volatility

DTE vs. XEL - Volatility Comparison

The current volatility for DTE Energy Company (DTE) is 5.59%, while Xcel Energy Inc. (XEL) has a volatility of 14.36%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
5.59%
14.36%
DTE
XEL