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DUK vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DUK and VTI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

DUK vs. VTI - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
352.85%
622.23%
DUK
VTI

Key characteristics

Sharpe Ratio

DUK:

1.52

VTI:

0.47

Sortino Ratio

DUK:

2.14

VTI:

0.80

Omega Ratio

DUK:

1.26

VTI:

1.12

Calmar Ratio

DUK:

2.31

VTI:

0.49

Martin Ratio

DUK:

5.93

VTI:

1.99

Ulcer Index

DUK:

4.51%

VTI:

4.76%

Daily Std Dev

DUK:

17.58%

VTI:

20.05%

Max Drawdown

DUK:

-71.92%

VTI:

-55.45%

Current Drawdown

DUK:

-3.39%

VTI:

-10.40%

Returns By Period

In the year-to-date period, DUK achieves a 12.27% return, which is significantly higher than VTI's -6.29% return. Over the past 10 years, DUK has underperformed VTI with an annualized return of 8.82%, while VTI has yielded a comparatively higher 11.43% annualized return.


DUK

YTD

12.27%

1M

1.87%

6M

4.18%

1Y

27.40%

5Y*

11.13%

10Y*

8.82%

VTI

YTD

-6.29%

1M

-2.99%

6M

-4.58%

1Y

8.93%

5Y*

15.18%

10Y*

11.43%

*Annualized

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Risk-Adjusted Performance

DUK vs. VTI — Risk-Adjusted Performance Rank

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

DUK
The Risk-Adjusted Performance Rank of DUK is 9090
Overall Rank
The Sharpe Ratio Rank of DUK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DUK is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DUK is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DUK is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DUK is 8989
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DUK vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Vanguard Total Stock Market ETF (VTI). 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 chart of Sharpe ratio for DUK, currently valued at 1.52, compared to the broader market-2.00-1.000.001.002.003.00
DUK: 1.52
VTI: 0.47
The chart of Sortino ratio for DUK, currently valued at 2.14, compared to the broader market-6.00-4.00-2.000.002.004.00
DUK: 2.14
VTI: 0.80
The chart of Omega ratio for DUK, currently valued at 1.26, compared to the broader market0.501.001.502.00
DUK: 1.26
VTI: 1.12
The chart of Calmar ratio for DUK, currently valued at 2.31, compared to the broader market0.001.002.003.004.005.00
DUK: 2.31
VTI: 0.49
The chart of Martin ratio for DUK, currently valued at 5.93, compared to the broader market-5.000.005.0010.0015.0020.00
DUK: 5.93
VTI: 1.99

The current DUK Sharpe Ratio is 1.52, which is higher than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DUK and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.52
0.47
DUK
VTI

Dividends

DUK vs. VTI - Dividend Comparison

DUK's dividend yield for the trailing twelve months is around 3.47%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
DUK
Duke Energy Corporation
3.47%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

DUK vs. VTI - Drawdown Comparison

The maximum DUK drawdown since its inception was -71.92%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DUK and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.39%
-10.40%
DUK
VTI

Volatility

DUK vs. VTI - Volatility Comparison

The current volatility for Duke Energy Corporation (DUK) is 7.40%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.40%
14.83%
DUK
VTI