DUK vs. HDV
DUK (Duke Energy Corporation) is a stock, while HDV (iShares Core High Dividend ETF) is Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, DUK returned 8.62%/yr vs 9.47%/yr for HDV. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
DUK vs. HDV - Performance Comparison
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Returns By Period
In the year-to-date period, DUK achieves a 8.77% return, which is significantly lower than HDV's 15.30% return. Over the past 10 years, DUK has underperformed HDV with an annualized return of 8.62%, while HDV has yielded a comparatively higher 9.47% annualized return.
DUK
- 1D
- 0.91%
- 1M
- 1.69%
- YTD
- 8.77%
- 6M
- 10.57%
- 1Y
- 10.99%
- 3Y*
- 15.72%
- 5Y*
- 8.32%
- 10Y*
- 8.62%
HDV
- 1D
- 0.87%
- 1M
- 2.05%
- YTD
- 15.30%
- 6M
- 15.20%
- 1Y
- 21.86%
- 3Y*
- 15.16%
- 5Y*
- 10.91%
- 10Y*
- 9.47%
DUK vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 8.77% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
HDV iShares Core High Dividend ETF | 15.30% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between DUK and HDV is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.51 |
The correlation between DUK and HDV has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
DUK vs. HDV — Risk / Return Rank
DUK
HDV
DUK vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and iShares Core High Dividend ETF (HDV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DUK | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.38 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 4.18 | -3.20 |
| Martin ratioReturn relative to average drawdown | 2.32 | 11.59 | -9.27 |
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Drawdowns
DUK vs. HDV - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for DUK and HDV.
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Drawdown Indicators
| DUK | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -37.04% | -34.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -5.18% | -5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -10.49% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -15.42% | -8.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -37.04% | -0.33% |
Current DrawdownCurrent decline from peak | -5.28% | -0.29% | -4.99% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -3.08% | -7.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 1.87% | +2.70% |
Volatility
DUK vs. HDV - Volatility Comparison
Duke Energy Corporation (DUK) has a higher volatility of 5.62% compared to iShares Core High Dividend ETF (HDV) at 3.10%. This indicates that DUK's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUK | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 3.10% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 7.44% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 9.73% | +5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 12.83% | +5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 15.73% | +4.67% |
Dividends
DUK vs. HDV - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.69%, more than HDV's 2.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.69% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
HDV iShares Core High Dividend ETF | 2.84% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
Frequently Asked Questions
DUK and HDV have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUK has higher volatility (5.62%) compared to HDV (3.10%). In terms of maximum drawdown, DUK dropped -71.92% vs HDV's -37.04%.
HDV currently has the higher Sharpe Ratio (2.23 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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