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.
Key characteristics
DTE | XEL | |
---|---|---|
YTD Return | 1.89% | -12.85% |
1Y Return | 8.58% | -15.36% |
3Y Return (Ann) | 2.63% | -4.08% |
5Y Return (Ann) | 4.37% | 1.89% |
10Y Return (Ann) | 9.59% | 9.31% |
Sharpe Ratio | 0.49 | -0.68 |
Daily Std Dev | 18.79% | 22.45% |
Max Drawdown | -67.91% | -80.64% |
Current Drawdown | -14.46% | -26.95% |
Fundamentals
DTE | XEL | |
---|---|---|
Market Cap | $22.53B | $29.02B |
EPS | $6.76 | $3.21 |
PE Ratio | 16.11 | 16.28 |
PEG Ratio | 1.84 | 2.31 |
Revenue (TTM) | $12.74B | $14.21B |
Gross Profit (TTM) | $3.67B | $5.77B |
EBITDA (TTM) | $3.38B | $5.18B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
DTE Energy Company | 0.49 | ||||
Xcel Energy Inc. | -0.68 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.