DUK vs. XLE
Compare and contrast key facts about Duke Energy Corporation (DUK) and Energy Select Sector SPDR Fund (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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUK or XLE.
Performance
DUK vs. XLE - Performance Comparison
Returns By Period
In the year-to-date period, DUK achieves a 20.31% return, which is significantly higher than XLE's 15.77% return. Over the past 10 years, DUK has outperformed XLE with an annualized return of 7.86%, while XLE has yielded a comparatively lower 5.03% annualized return.
DUK
20.31%
-6.23%
10.02%
29.71%
9.60%
7.86%
XLE
15.77%
5.01%
1.39%
18.13%
14.98%
5.03%
Key characteristics
| DUK | XLE | |
|---|---|---|
| Sharpe Ratio | 1.94 | 0.89 |
| Sortino Ratio | 2.71 | 1.30 |
| Omega Ratio | 1.33 | 1.16 |
| Calmar Ratio | 1.88 | 1.19 |
| Martin Ratio | 9.90 | 2.77 |
| Ulcer Index | 3.21% | 5.71% |
| Daily Std Dev | 16.37% | 17.79% |
| Max Drawdown | -71.92% | -71.54% |
| Current Drawdown | -6.23% | -1.84% |
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Correlation
The correlation between DUK and XLE is 0.28, 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.
Risk-Adjusted Performance
DUK vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Energy Select Sector SPDR Fund (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.
Dividends
DUK vs. XLE - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.69%, more than XLE's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.69% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
XLE Energy Select Sector SPDR Fund | 3.14% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
DUK vs. XLE - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, roughly equal to the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for DUK and XLE. For additional features, visit the drawdowns tool.
Volatility
DUK vs. XLE - Volatility Comparison
Duke Energy Corporation (DUK) has a higher volatility of 5.82% compared to Energy Select Sector SPDR Fund (XLE) at 4.84%. This indicates that DUK's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.