DUK vs. SPTE

Last updated Jun 6, 2026

DUK (Duke Energy Corporation) is a stock, while SPTE (SP Funds S&P Global Technology ETF) is Technology Equities fund tracking the S&P Global 1200 Shariah Information Technology Capped Index - Benchmark TR Gross. Over the past year, DUK returned 11.08% vs 61.20% for SPTE. At a correlation of -0.26, they often move in opposite directions.

Performance

DUK vs. SPTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duke Energy Corporation (DUK) and SP Funds S&P Global Technology ETF (SPTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUK achieves a 7.81% return, which is significantly lower than SPTE's 31.39% return.

DUK

• 1D: 1.97%
• 1M: -0.20%
• YTD: 7.81%
• 6M: 8.45%
• 1Y: 11.08%
• 3Y*: 15.81%
• 5Y*: 8.23%
• 10Y*: 8.84%

SPTE

• 1D: -7.00%
• 1M: 3.74%
• YTD: 31.39%
• 6M: 30.12%
• 1Y: 61.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DUK vs. SPTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DUK Duke Energy Corporation	7.81%	12.72%	15.56%	4.75%
SPTE SP Funds S&P Global Technology ETF	31.39%	26.37%	33.28%	5.24%

Correlation

The correlation between DUK and SPTE is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.31
Correlation (All Time) Calculated using the full available price history since Dec 4, 2023	-0.26

Return for Risk

DUK vs. SPTE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DUK

DUK Risk / Return Rank: 61
DUK Sharpe Ratio Rank: 66
DUK Sortino Ratio Rank: 58
DUK Omega Ratio Rank: 55
DUK Calmar Ratio Rank: 62
DUK Martin Ratio Rank: 64

SPTE

SPTE Risk / Return Rank: 80
SPTE Sharpe Ratio Rank: 84
SPTE Sortino Ratio Rank: 73
SPTE Omega Ratio Rank: 75
SPTE Calmar Ratio Rank: 84
SPTE Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DUK vs. SPTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and SP Funds S&P Global Technology ETF (SPTE). 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	SPTE	Difference
Sharpe ratio: Return per unit of total volatility	0.77	2.66	-1.89
Sortino ratio: Return per unit of downside risk	1.15	3.24	-2.08
Omega ratio: Gain probability vs. loss probability	1.13	1.43	-0.30
Calmar ratio: Return relative to maximum drawdown	1.02	4.46	-3.43
Martin ratio: Return relative to average drawdown	2.47	16.16	-13.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUK vs. SPTE - Sharpe Ratio Comparison

The current DUK Sharpe Ratio is 0.77, which is lower than the SPTE Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of DUK and SPTE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DUK	SPTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	2.66	-1.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	1.54	-1.05

Drawdowns

DUK vs. SPTE - Drawdown Comparison

The maximum DUK drawdown since its inception was -71.92%, which is greater than SPTE's maximum drawdown of -25.55%. Use the drawdown chart below to compare losses from any high point for DUK and SPTE.

Drawdown Indicators

	DUK	SPTE	Difference
Max Drawdown Largest peak-to-trough decline	-71.92%	-25.55%	-46.37%
Max Drawdown (1Y) Largest decline over 1 year	-10.88%	-13.80%	+2.92%
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 Drawdown Current decline from peak	-6.12%	-8.46%	+2.34%
Average Drawdown Average peak-to-trough decline	-10.85%	-4.07%	-6.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.49%	3.80%	+0.69%

Volatility

DUK vs. SPTE - Volatility Comparison

The current volatility for Duke Energy Corporation (DUK) is 5.10%, while SP Funds S&P Global Technology ETF (SPTE) has a volatility of 10.63%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than SPTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUK	SPTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.10%	10.63%	-5.53%
Volatility (6M) Calculated over the trailing 6-month period	11.01%	19.25%	-8.24%
Volatility (1Y) Calculated over the trailing 1-year period	14.51%	23.15%	-8.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.81%	26.17%	-8.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.38%	26.17%	-5.79%

Dividends

DUK vs. SPTE - Dividend Comparison

DUK's dividend yield for the trailing twelve months is around 3.43%, more than SPTE's 0.73% 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%
SPTE SP Funds S&P Global Technology ETF	0.73%	0.96%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DUK and SPTE in my portfolio?

DUK and SPTE have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUK or SPTE?

SPTE has higher volatility (10.63%) compared to DUK (5.10%). In terms of maximum drawdown, DUK dropped -71.92% vs SPTE's -25.55%.

Which has better risk-adjusted returns?

SPTE currently has the higher Sharpe Ratio (2.66 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.