DUK vs. VGT
DUK (Duke Energy Corporation) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, DUK returned 8.21%/yr vs 24.49%/yr for VGT. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
DUK vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, DUK achieves a 7.04% return, which is significantly lower than VGT's 27.34% return. Over the past 10 years, DUK has underperformed VGT with an annualized return of 8.21%, while VGT has yielded a comparatively higher 24.49% annualized return.
DUK
- 1D
- -0.75%
- 1M
- -2.09%
- 6M
- 2.66%
- YTD
- 7.04%
- 1Y
- 2.94%
- 3Y*
- 15.66%
- 5Y*
- 6.94%
- 10Y*
- 8.21%
- ALL TIME*
- 10.42%
VGT
- 1D
- -0.36%
- 1M
- 2.88%
- 6M
- 33.00%
- YTD
- 27.34%
- 1Y
- 40.73%
- 3Y*
- 30.79%
- 5Y*
- 18.91%
- 10Y*
- 24.49%
- ALL TIME*
- 15.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $538.57M | $480.21M | $459.67M | |
| $490.99M | $509.59M | $577.86M |
DUK vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 7.04% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
VGT Vanguard Information Technology ETF | 27.34% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between DUK and VGT is -0.40, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.40 |
Correlation (3Y) Balances recent behavior with more history. | -0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.19 |
The correlation between DUK and VGT shifts across timeframes, from -0.40 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DUK vs. VGT — Risk / Return Rank
DUK
VGT
DUK vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.28 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 2.50 | -2.22 |
| Martin ratioReturn relative to average drawdown | 0.60 | 6.69 | -6.08 |
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Drawdowns
DUK vs. VGT - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for DUK and VGT.
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Drawdown Indicators
| DUK | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -54.63% | -17.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -16.40% | +5.52% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -27.23% | +15.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -35.07% | +10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -35.07% | -2.30% |
Current DrawdownCurrent decline from peak | -6.78% | -4.70% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -10.83% | -7.95% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 6.11% | -1.22% |
Volatility
DUK vs. VGT - Volatility Comparison
The current volatility for Duke Energy Corporation (DUK) is 4.84%, while Vanguard Information Technology ETF (VGT) has a volatility of 9.00%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUK | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 9.00% | -4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | 20.38% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 24.47% | -8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 25.92% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.46% | 24.93% | -4.47% |
Dividends
DUK vs. VGT - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.45%, more than VGT's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.45% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
VGT Vanguard Information Technology ETF | 0.36% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
DUK and VGT have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGT has higher volatility (9.00%) compared to DUK (4.84%). In terms of maximum drawdown, DUK dropped -71.92% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.67 vs 0.19), 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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