ETR vs. EXC
ETR (Entergy Corporation) and EXC (Exelon Corporation) are both stocks. Both operate in the Utilities - Diversified industry within the Utilities sector. Over the past 10 years, ETR returned 15.05%/yr vs 9.90%/yr for EXC. At a 0.49 correlation, their price movements are largely independent.
Performance
ETR vs. EXC - Performance Comparison
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Returns By Period
In the year-to-date period, ETR achieves a 18.98% return, which is significantly higher than EXC's 4.30% return. Over the past 10 years, ETR has outperformed EXC with an annualized return of 15.05%, while EXC has yielded a comparatively lower 9.90% annualized return.
ETR
- 1D
- 0.99%
- 1M
- -6.65%
- YTD
- 18.98%
- 6M
- 16.69%
- 1Y
- 34.38%
- 3Y*
- 34.28%
- 5Y*
- 19.64%
- 10Y*
- 15.05%
EXC
- 1D
- 0.18%
- 1M
- -3.28%
- YTD
- 4.30%
- 6M
- 2.08%
- 1Y
- 6.47%
- 3Y*
- 8.34%
- 5Y*
- 10.59%
- 10Y*
- 9.90%
ETR vs. EXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETR Entergy Corporation | 18.98% | 25.34% | 55.96% | -6.09% | 3.55% | 17.12% | -13.73% | 44.31% | 10.60% | 15.91% |
EXC Exelon Corporation | 4.30% | 20.02% | 10.29% | -13.96% | 8.29% | 41.48% | -3.87% | 4.27% | 18.33% | 15.08% |
Correlation
The correlation between ETR and EXC is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1980 | 0.49 |
The correlation between ETR and EXC shifts across timeframes, from 0.49 (all time) to 0.67 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ETR:
$50.26B
EXC:
$46.25B
ETR:
$3.98
EXC:
$2.74
ETR:
27.33
EXC:
16.44
ETR:
1.01
EXC:
1.33
ETR:
3.71
EXC:
1.84
ETR:
2.90
EXC:
1.58
ETR:
$13.29B
EXC:
$24.79B
ETR:
$5.76B
EXC:
$7.32B
ETR:
$5.91B
EXC:
$7.82B
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Return for Risk
ETR vs. EXC — Risk / Return Rank
ETR
EXC
ETR vs. EXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Entergy Corporation (ETR) and Exelon Corporation (EXC). 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.
| ETR | EXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.07 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 0.47 | +2.80 |
| Martin ratioReturn relative to average drawdown | 11.70 | 1.18 | +10.52 |
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
| ETR | EXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.36 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.52 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.42 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.37 | -0.06 |
Drawdowns
ETR vs. EXC - Drawdown Comparison
The maximum ETR drawdown since its inception was -71.72%, which is greater than EXC's maximum drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for ETR and EXC.
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Drawdown Indicators
| ETR | EXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.72% | -62.27% | -9.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -13.74% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.97% | -20.74% | +6.77% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -29.06% | +3.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -40.04% | -1.95% |
Current DrawdownCurrent decline from peak | -7.41% | -10.36% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -25.26% | -20.05% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 5.48% | -2.53% |
Volatility
ETR vs. EXC - Volatility Comparison
Entergy Corporation (ETR) has a higher volatility of 7.66% compared to Exelon Corporation (EXC) at 6.27%. This indicates that ETR's price experiences larger fluctuations and is considered to be riskier than EXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETR | EXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.66% | 6.27% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 14.18% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 18.13% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 20.63% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.09% | 23.93% | +0.16% |
Dividends
ETR vs. EXC - Dividend Comparison
ETR's dividend yield for the trailing twelve months is around 2.32%, less than EXC's 2.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETR Entergy Corporation | 2.32% | 2.64% | 3.03% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% |
EXC Exelon Corporation | 2.71% | 3.67% | 5.05% | 4.01% | 3.12% | 2.65% | 3.62% | 3.18% | 3.06% | 3.32% | 3.56% | 4.47% |
Financials
ETR vs. EXC - Financials Comparison
This section allows you to compare key financial metrics between Entergy Corporation and Exelon Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ETR vs. EXC - Profitability Comparison
ETR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Entergy Corporation reported a gross profit of 2.19B and revenue of 3.19B. Therefore, the gross margin over that period was 68.7%.
EXC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported a gross profit of 3.39B and revenue of 7.24B. Therefore, the gross margin over that period was 46.9%.
ETR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Entergy Corporation reported an operating income of 572.22M and revenue of 3.19B, resulting in an operating margin of 18.0%.
EXC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported an operating income of 1.61B and revenue of 7.24B, resulting in an operating margin of 22.2%.
ETR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Entergy Corporation reported a net income of 390.81M and revenue of 3.19B, resulting in a net margin of 12.3%.
EXC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exelon Corporation reported a net income of 919.00M and revenue of 7.24B, resulting in a net margin of 12.7%.
Frequently Asked Questions
ETR and EXC have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETR has higher volatility (7.66%) compared to EXC (6.27%). In terms of maximum drawdown, ETR dropped -71.72% vs EXC's -62.27%.
ETR currently has the higher Sharpe Ratio (1.74 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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