DUK vs. VST

In the year-to-date period, DUK achieves a 12.27% return, which is significantly higher than VST's -7.99% return.

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This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Vistra Corp. (VST). 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.

The current DUK Sharpe Ratio is 1.52, which is higher than the VST Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DUK and VST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DUK's dividend yield for the trailing twelve months is around 3.47%, more than VST's 0.70% yield.

The maximum DUK drawdown since its inception was -71.92%, which is greater than VST's maximum drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for DUK and VST. For additional features, visit the drawdowns tool.

The current volatility for Duke Energy Corporation (DUK) is 7.40%, while Vistra Corp. (VST) has a volatility of 30.03%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Duke Energy Corporation and Vistra Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.