DUK vs. NATO
DUK (Duke Energy Corporation) is a stock, while NATO (Themes Transatlantic Defense ETF) is Aerospace & Defense fund tracking the Solactive Transatlantic Aerospace and Defense Index. Over the past year, DUK returned 10.99% vs 17.50% for NATO. At a 0.02 correlation, their price movements are largely independent.
Performance
DUK vs. NATO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DUK achieves a 8.77% return, which is significantly higher than NATO's 4.09% return.
DUK
- 1D
- 0.91%
- 1M
- 3.62%
- YTD
- 8.77%
- 6M
- 10.57%
- 1Y
- 10.99%
- 3Y*
- 15.72%
- 5Y*
- 8.32%
- 10Y*
- 8.62%
NATO
- 1D
- -0.90%
- 1M
- 5.95%
- YTD
- 4.09%
- 6M
- 7.29%
- 1Y
- 17.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DUK vs. NATO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DUK Duke Energy Corporation | 8.77% | 12.72% | -3.85% |
NATO Themes Transatlantic Defense ETF | 4.09% | 50.95% | 0.51% |
Correlation
The correlation between DUK and NATO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024 | 0.02 |
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
DUK vs. NATO — Risk / Return Rank
DUK
NATO
DUK vs. NATO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Themes Transatlantic Defense ETF (NATO). 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 | NATO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.13 | -0.15 |
| Martin ratioReturn relative to average drawdown | 2.32 | 2.81 | -0.48 |
Loading charts...
Drawdowns
DUK vs. NATO - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than NATO's maximum drawdown of -15.99%. Use the drawdown chart below to compare losses from any high point for DUK and NATO.
Loading charts...
Drawdown Indicators
| DUK | NATO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -15.99% | -55.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -15.99% | +5.11% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | — | — |
Current DrawdownCurrent decline from peak | -5.28% | -9.97% | +4.69% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -3.83% | -7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 6.44% | -1.87% |
Volatility
DUK vs. NATO - Volatility Comparison
The current volatility for Duke Energy Corporation (DUK) is 5.62%, while Themes Transatlantic Defense ETF (NATO) has a volatility of 8.57%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than NATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DUK | NATO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 8.57% | -2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 18.32% | -7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 21.36% | -6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 22.81% | -4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 22.81% | -2.41% |
Dividends
DUK vs. NATO - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.69%, more than NATO's 0.43% 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% |
NATO Themes Transatlantic Defense ETF | 0.43% | 0.45% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DUK and NATO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NATO has higher volatility (8.57%) compared to DUK (5.62%). In terms of maximum drawdown, DUK dropped -71.92% vs NATO's -15.99%.
NATO currently has the higher Sharpe Ratio (0.85 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.
Find the right allocation for DUK and NATO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer