DUK vs. TD
DUK (Duke Energy Corporation) and TD (The Toronto-Dominion Bank) are both stocks. DUK operates in Utilities - Regulated Electric (Utilities), while TD operates in Banks - Diversified (Financial Services). Over the past 10 years, DUK returned 8.48%/yr vs 14.57%/yr for TD. At a 0.20 correlation, their price movements are largely independent.
Performance
DUK vs. TD - Performance Comparison
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Returns By Period
In the year-to-date period, DUK achieves a 5.92% return, which is significantly lower than TD's 23.17% return. Over the past 10 years, DUK has underperformed TD with an annualized return of 8.48%, while TD has yielded a comparatively higher 14.57% annualized return.
DUK
- 1D
- -1.75%
- 1M
- -0.86%
- YTD
- 5.92%
- 6M
- 7.75%
- 1Y
- 9.62%
- 3Y*
- 14.39%
- 5Y*
- 7.87%
- 10Y*
- 8.48%
TD
- 1D
- 0.89%
- 1M
- 6.24%
- YTD
- 23.17%
- 6M
- 31.66%
- 1Y
- 68.14%
- 3Y*
- 30.41%
- 5Y*
- 14.58%
- 10Y*
- 14.57%
DUK vs. TD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 5.92% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
TD The Toronto-Dominion Bank | 23.17% | 85.32% | -13.40% | 5.04% | -12.19% | 41.25% | 5.58% | 17.45% | -12.10% | 22.85% |
Correlation
The correlation between DUK and TD 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 (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 1996 | 0.20 |
The correlation between DUK and TD shifts across timeframes, from 0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DUK:
$95.08B
TD:
$139.89B
DUK:
$6.61
TD:
$10.11
DUK:
18.47
TD:
11.29
DUK:
1.45
TD:
0.41
DUK:
2.85
TD:
1.50
DUK:
1.78
TD:
1.24
DUK:
$33.29B
TD:
$112.63B
DUK:
$19.45B
TD:
$59.49B
DUK:
$15.91B
TD:
$19.99B
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Return for Risk
DUK vs. TD — Risk / Return Rank
DUK
TD
DUK vs. TD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and The Toronto-Dominion Bank (TD). 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 | TD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.48 | ||
| Sortino ratioReturn per unit of downside risk | -4.21 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.68 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 9.13 | -8.24 |
| Martin ratioReturn relative to average drawdown | 2.14 | 35.63 | -33.50 |
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 | TD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 4.14 | -3.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.74 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.67 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.60 | -0.11 |
Drawdowns
DUK vs. TD - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than TD's maximum drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for DUK and TD.
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Drawdown Indicators
| DUK | TD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -64.18% | -7.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -7.50% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -19.19% | +7.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -30.93% | +6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -41.98% | +4.61% |
Current DrawdownCurrent decline from peak | -7.76% | 0.00% | -7.76% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -11.23% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 1.92% | +2.59% |
Volatility
DUK vs. TD - Volatility Comparison
Duke Energy Corporation (DUK) and The Toronto-Dominion Bank (TD) have volatilities of 5.37% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUK | TD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.13% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 12.90% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 16.58% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 19.83% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 21.73% | -1.33% |
Dividends
DUK vs. TD - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.49%, more than TD's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.49% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
TD The Toronto-Dominion Bank | 2.69% | 3.17% | 5.65% | 4.80% | 4.24% | 3.27% | 4.10% | 3.89% | 4.08% | 3.03% | 3.58% | 5.11% |
Financials
DUK vs. TD - Financials Comparison
This section allows you to compare key financial metrics between Duke Energy Corporation and The Toronto-Dominion Bank. 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. TD - 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%.
TD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a gross profit of 14.90B and revenue of 27.02B. Therefore, the gross margin over that period was 55.2%.
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%.
TD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported an operating income of 5.02B and revenue of 27.02B, resulting in an operating margin of 18.6%.
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%.
TD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a net income of 4.25B and revenue of 27.02B, resulting in a net margin of 15.7%.
Frequently Asked Questions
DUK and TD 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.
DUK has higher volatility (5.37%) compared to TD (5.13%). In terms of maximum drawdown, DUK dropped -71.92% vs TD's -64.18%.
TD currently has the higher Sharpe Ratio (4.14 vs 0.66), 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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