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DVN vs. SO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DVN and SO is 0.14, 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.


-0.50.00.51.00.1

Performance

DVN vs. SO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Devon Energy Corporation (DVN) and The Southern Company (SO). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,079.01%
4,016.37%
DVN
SO

Key characteristics

Sharpe Ratio

DVN:

-1.15

SO:

1.08

Sortino Ratio

DVN:

-1.57

SO:

1.65

Omega Ratio

DVN:

0.82

SO:

1.19

Calmar Ratio

DVN:

-0.47

SO:

1.44

Martin Ratio

DVN:

-1.64

SO:

4.65

Ulcer Index

DVN:

17.54%

SO:

3.94%

Daily Std Dev

DVN:

25.07%

SO:

16.89%

Max Drawdown

DVN:

-94.93%

SO:

-38.43%

Current Drawdown

DVN:

-61.37%

SO:

-12.72%

Fundamentals

Market Cap

DVN:

$21.13B

SO:

$91.25B

EPS

DVN:

$5.40

SO:

$4.29

PE Ratio

DVN:

5.96

SO:

19.41

PEG Ratio

DVN:

14.90

SO:

2.93

Total Revenue (TTM)

DVN:

$15.14B

SO:

$26.43B

Gross Profit (TTM)

DVN:

$4.64B

SO:

$10.81B

EBITDA (TTM)

DVN:

$7.60B

SO:

$13.20B

Returns By Period

In the year-to-date period, DVN achieves a -28.93% return, which is significantly lower than SO's 20.51% return. Over the past 10 years, DVN has underperformed SO with an annualized return of -3.17%, while SO has yielded a comparatively higher 9.91% annualized return.


DVN

YTD

-28.93%

1M

-19.26%

6M

-30.67%

1Y

-29.53%

5Y*

10.37%

10Y*

-3.17%

SO

YTD

20.51%

1M

-7.43%

6M

6.31%

1Y

18.58%

5Y*

9.29%

10Y*

9.91%

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Risk-Adjusted Performance

DVN vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) and The Southern Company (SO). 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.


Sharpe ratio
The chart of Sharpe ratio for DVN, currently valued at -1.15, compared to the broader market-4.00-2.000.002.00-1.151.08
The chart of Sortino ratio for DVN, currently valued at -1.57, compared to the broader market-4.00-2.000.002.004.00-1.571.65
The chart of Omega ratio for DVN, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.19
The chart of Calmar ratio for DVN, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.471.44
The chart of Martin ratio for DVN, currently valued at -1.64, compared to the broader market0.0010.0020.00-1.644.65
DVN
SO

The current DVN Sharpe Ratio is -1.15, which is lower than the SO Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of DVN and SO, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.15
1.08
DVN
SO

Dividends

DVN vs. SO - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 4.66%, more than SO's 3.51% yield.


TTM20232022202120202019201820172016201520142013
DVN
Devon Energy Corporation
4.66%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%
SO
The Southern Company
3.51%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.89%

Drawdowns

DVN vs. SO - Drawdown Comparison

The maximum DVN drawdown since its inception was -94.93%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for DVN and SO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-61.37%
-12.72%
DVN
SO

Volatility

DVN vs. SO - Volatility Comparison

Devon Energy Corporation (DVN) has a higher volatility of 7.98% compared to The Southern Company (SO) at 4.71%. This indicates that DVN's price experiences larger fluctuations and is considered to be riskier than SO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.98%
4.71%
DVN
SO

Financials

DVN vs. SO - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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