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DUK vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUK vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duke Energy Corporation (DUK) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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DUK vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUK
Duke Energy Corporation
12.63%12.72%15.56%-1.63%2.03%19.11%4.77%10.29%7.41%12.96%
VIG
Vanguard Dividend Appreciation ETF
-1.48%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, DUK achieves a 12.63% return, which is significantly higher than VIG's -1.48% return. Over the past 10 years, DUK has underperformed VIG with an annualized return of 9.28%, while VIG has yielded a comparatively higher 12.29% annualized return.


DUK

1D
-0.03%
1M
-0.55%
YTD
12.63%
6M
8.80%
1Y
11.95%
3Y*
15.11%
5Y*
10.55%
10Y*
9.28%

VIG

1D
0.29%
1M
-4.68%
YTD
-1.48%
6M
0.22%
1Y
13.20%
3Y*
13.91%
5Y*
9.83%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DUK vs. VIG — Risk / Return Rank

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

DUK
DUK Risk / Return Rank: 6161
Overall Rank
DUK Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DUK Sortino Ratio Rank: 5757
Sortino Ratio Rank
DUK Omega Ratio Rank: 5555
Omega Ratio Rank
DUK Calmar Ratio Rank: 6262
Calmar Ratio Rank
DUK Martin Ratio Rank: 6363
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 4747
Overall Rank
VIG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VIG Omega Ratio Rank: 4848
Omega Ratio Rank
VIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VIG Martin Ratio Rank: 5252
Martin Ratio Rank
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. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Vanguard Dividend Appreciation ETF (VIG). 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.


DUKVIGDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.87

-0.12

Sortino ratio

Return per unit of downside risk

1.11

1.33

-0.22

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

1.02

1.20

-0.18

Martin ratio

Return relative to average drawdown

2.40

5.31

-2.91

DUK vs. VIG - Sharpe Ratio Comparison

The current DUK Sharpe Ratio is 0.75, which is comparable to the VIG Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of DUK and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DUKVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.87

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.69

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.77

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.57

-0.08

Correlation

The correlation between DUK and VIG is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DUK vs. VIG - Dividend Comparison

DUK's dividend yield for the trailing twelve months is around 3.24%, more than VIG's 1.60% yield.


TTM20252024202320222021202020192018201720162015
DUK
Duke Energy Corporation
3.24%3.60%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

DUK vs. VIG - Drawdown Comparison

The maximum DUK drawdown since its inception was -71.92%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for DUK and VIG.


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Drawdown Indicators


DUKVIGDifference

Max Drawdown

Largest peak-to-trough decline

-71.92%

-46.81%

-25.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-10.83%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.16%

-20.39%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-37.37%

-31.72%

-5.65%

Current Drawdown

Current decline from peak

-1.92%

-5.73%

+3.81%

Average Drawdown

Average peak-to-trough decline

-10.88%

-5.55%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

2.45%

+2.19%

Volatility

DUK vs. VIG - Volatility Comparison

Duke Energy Corporation (DUK) has a higher volatility of 4.39% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.05%. This indicates that DUK's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUKVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.05%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

7.82%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

15.28%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

14.26%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

16.04%

+4.32%