DUK vs. XLU
Compare and contrast key facts about Duke Energy Corporation (DUK) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities 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 XLU.
Key characteristics
| DUK | XLU | |
|---|---|---|
| YTD Return | 2.41% | 6.25% |
| 1Y Return | 3.65% | -0.09% |
| 3Y Return (Ann) | 3.29% | 3.19% |
| 5Y Return (Ann) | 6.13% | 6.21% |
| 10Y Return (Ann) | 7.49% | 8.15% |
| Sharpe Ratio | 0.22 | 0.00 |
| Daily Std Dev | 17.32% | 17.03% |
| Max Drawdown | -71.92% | -52.27% |
| Current Drawdown | -7.52% | -9.64% |
Correlation
The correlation between DUK and XLU is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DUK vs. XLU - Performance Comparison
In the year-to-date period, DUK achieves a 2.41% return, which is significantly lower than XLU's 6.25% return. Over the past 10 years, DUK has underperformed XLU with an annualized return of 7.49%, while XLU has yielded a comparatively higher 8.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DUK vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Utilities Select Sector SPDR Fund (XLU). 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. XLU - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 4.15%, more than XLU's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 4.15% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
XLU Utilities Select Sector SPDR Fund | 3.26% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
Drawdowns
DUK vs. XLU - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for DUK and XLU. For additional features, visit the drawdowns tool.
Volatility
DUK vs. XLU - Volatility Comparison
Duke Energy Corporation (DUK) has a higher volatility of 4.91% compared to Utilities Select Sector SPDR Fund (XLU) at 4.43%. This indicates that DUK's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.