DUK vs. PSX
DUK (Duke Energy Corporation) and PSX (Phillips 66) are both stocks. DUK operates in Utilities - Regulated Electric (Utilities), while PSX operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, DUK returned 8.84%/yr vs 12.61%/yr for PSX. At a 0.13 correlation, their price movements are largely independent.
Performance
DUK vs. PSX - Performance Comparison
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Returns By Period
In the year-to-date period, DUK achieves a 7.81% return, which is significantly lower than PSX's 44.08% return. Over the past 10 years, DUK has underperformed PSX with an annualized return of 8.84%, while PSX has yielded a comparatively higher 12.61% annualized return.
DUK
- 1D
- 1.97%
- 1M
- 0.90%
- YTD
- 7.81%
- 6M
- 8.45%
- 1Y
- 11.57%
- 3Y*
- 15.81%
- 5Y*
- 8.23%
- 10Y*
- 8.84%
PSX
- 1D
- -0.58%
- 1M
- 7.49%
- YTD
- 44.08%
- 6M
- 33.41%
- 1Y
- 65.68%
- 3Y*
- 27.98%
- 5Y*
- 19.31%
- 10Y*
- 12.61%
DUK vs. PSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 7.81% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
PSX Phillips 66 | 44.08% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
Correlation
The correlation between DUK and PSX is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.13 |
The correlation between DUK and PSX shifts across timeframes, from -0.01 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DUK:
$96.77B
PSX:
$73.83B
DUK:
$6.61
PSX:
$10.17
DUK:
18.80
PSX:
18.00
DUK:
1.47
PSX:
0.10
DUK:
2.90
PSX:
0.55
DUK:
1.81
PSX:
2.59
DUK:
$33.29B
PSX:
$134.70B
DUK:
$19.45B
PSX:
$5.94B
DUK:
$15.91B
PSX:
$9.17B
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Return for Risk
DUK vs. PSX — Risk / Return Rank
DUK
PSX
DUK vs. PSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Phillips 66 (PSX). 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.
| DUK | PSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.38 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 4.00 | -2.98 |
| Martin ratioReturn relative to average drawdown | 2.47 | 11.57 | -9.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUK | PSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.34 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.58 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.36 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.50 | -0.01 |
Drawdowns
DUK vs. PSX - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than PSX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DUK and PSX.
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Drawdown Indicators
| DUK | PSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -64.21% | -7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -17.28% | +6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -44.37% | +32.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -44.37% | +20.21% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -64.21% | +26.84% |
Current DrawdownCurrent decline from peak | -6.12% | -2.06% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -14.74% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 5.96% | -1.47% |
Volatility
DUK vs. PSX - Volatility Comparison
The current volatility for Duke Energy Corporation (DUK) is 5.10%, while Phillips 66 (PSX) has a volatility of 8.15%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than PSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUK | PSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 8.15% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 23.59% | -12.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 29.47% | -14.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 33.19% | -15.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.38% | 35.31% | -14.93% |
Dividends
DUK vs. PSX - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.43%, more than PSX's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.43% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
PSX Phillips 66 | 2.70% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
Financials
DUK vs. PSX - Financials Comparison
This section allows you to compare key financial metrics between Duke Energy Corporation and Phillips 66. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
DUK vs. PSX - Profitability Comparison
DUK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported a gross profit of 6.23B and revenue of 9.18B. Therefore, the gross margin over that period was 67.9%.
PSX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a gross profit of 0.00 and revenue of 33.00B. Therefore, the gross margin over that period was 0.0%.
DUK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported an operating income of 2.73B and revenue of 9.18B, resulting in an operating margin of 29.7%.
PSX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported an operating income of 0.00 and revenue of 33.00B, resulting in an operating margin of 0.0%.
DUK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported a net income of 1.55B and revenue of 9.18B, resulting in a net margin of 16.9%.
PSX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a net income of 207.00M and revenue of 33.00B, resulting in a net margin of 0.6%.
Frequently Asked Questions
DUK and PSX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSX has higher volatility (8.15%) compared to DUK (5.10%). In terms of maximum drawdown, DUK dropped -71.92% vs PSX's -64.21%.
PSX currently has the higher Sharpe Ratio (2.34 vs 0.77), 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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