DUK vs. XLE
Compare and contrast key facts about Duke Energy Corporation (DUK) and State Street Energy Select Sector SPDR ETF (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Performance
DUK vs. XLE - Performance Comparison
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DUK vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 12.63% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
XLE State Street Energy Select Sector SPDR ETF | 32.76% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Returns By Period
In the year-to-date period, DUK achieves a 12.63% return, which is significantly lower than XLE's 32.76% return. Over the past 10 years, DUK has underperformed XLE with an annualized return of 9.28%, while XLE has yielded a comparatively higher 11.23% 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%
XLE
- 1D
- -3.74%
- 1M
- 4.06%
- YTD
- 32.76%
- 6M
- 34.01%
- 1Y
- 29.50%
- 3Y*
- 16.22%
- 5Y*
- 23.05%
- 10Y*
- 11.23%
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Return for Risk
DUK vs. XLE — Risk / Return Rank
DUK
XLE
DUK vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and State Street Energy Select Sector SPDR ETF (XLE). 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 | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.18 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.56 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.61 | -0.59 |
Martin ratioReturn relative to average drawdown | 2.40 | 4.23 | -1.84 |
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 | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.18 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.89 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.38 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.31 | +0.19 |
Correlation
The correlation between DUK and XLE is 0.27, 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.
Dividends
DUK vs. XLE - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.24%, more than XLE's 2.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLE State Street Energy Select Sector SPDR ETF | 2.53% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Drawdowns
DUK vs. XLE - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, roughly equal to the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for DUK and XLE.
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Drawdown Indicators
| DUK | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -71.26% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -18.79% | +7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -26.04% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -66.81% | +29.44% |
Current DrawdownCurrent decline from peak | -1.92% | -5.74% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -18.05% | +7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 7.15% | -2.51% |
Volatility
DUK vs. XLE - Volatility Comparison
The current volatility for Duke Energy Corporation (DUK) is 4.39%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 6.45%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUK | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 6.45% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 14.46% | -4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 25.21% | -9.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 26.09% | -8.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 29.50% | -9.14% |