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 14.85%/yr vs 9.77%/yr for EXC. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
ETR vs. EXC - Performance Comparison
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Returns By Period
In the year-to-date period, ETR achieves a 18.99% return, which is significantly higher than EXC's 6.57% return. Over the past 10 years, ETR has outperformed EXC with an annualized return of 14.85%, while EXC has yielded a comparatively lower 9.77% annualized return.
ETR
- 1D
- 0.41%
- 1M
- -6.12%
- 6M
- 15.17%
- YTD
- 18.99%
- 1Y
- 24.29%
- 3Y*
- 35.11%
- 5Y*
- 20.14%
- 10Y*
- 14.85%
- ALL TIME*
- 7.65%
EXC
- 1D
- -0.41%
- 1M
- -4.70%
- 6M
- 5.79%
- YTD
- 6.57%
- 1Y
- 5.83%
- 3Y*
- 8.91%
- 5Y*
- 10.50%
- 10Y*
- 9.77%
- ALL TIME*
- 8.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $332.66M | $311.58M | $403.76M | |
| $457.51M | $421.70M | $408.25M |
ETR vs. EXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETR Entergy Corporation | 18.99% | 25.34% | 55.96% | -6.09% | 3.55% | 17.12% | -13.73% | 44.31% | 10.60% | 15.91% |
EXC Exelon Corporation | 6.57% | 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 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 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:
$50.42B
EXC:
$47.01B
ETR:
$3.97
EXC:
$2.73
ETR:
27.25
EXC:
16.71
ETR:
1.00
EXC:
1.36
ETR:
3.67
EXC:
1.84
ETR:
2.76
EXC:
1.58
ETR:
$13.48B
EXC:
$25.33B
ETR:
$5.25B
EXC:
$6.22B
ETR:
$5.85B
EXC:
$9.06B
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETR | EXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.07 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 0.43 | +1.88 |
| Martin ratioReturn relative to average drawdown | 7.20 | 0.95 | +6.25 |
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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 | -10.56% | -18.89% | +8.33% |
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% | -8.41% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -25.19% | -20.00% | -5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 6.13% | -2.75% |
Volatility
ETR vs. EXC - Volatility Comparison
Entergy Corporation (ETR) and Exelon Corporation (EXC) have volatilities of 6.17% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 6.17% | 6.33% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.33% | 15.72% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.42% | 19.08% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.57% | 20.83% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.18% | 23.98% | +0.20% |
Dividends
ETR vs. EXC - Dividend Comparison
ETR's dividend yield for the trailing twelve months is around 2.93%, less than EXC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETR Entergy Corporation | 2.93% | 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 | 3.59% | 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 Aug 2026, Entergy Corporation reported a gross profit of 1.05B and revenue of 3.52B. Therefore, the gross margin over that period was 29.8%.
EXC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported a gross profit of 2.45B and revenue of 5.97B. Therefore, the gross margin over that period was 41.0%.
ETR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Entergy Corporation reported an operating income of 834.73M and revenue of 3.52B, resulting in an operating margin of 23.7%.
EXC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported an operating income of 979.00M and revenue of 5.97B, resulting in an operating margin of 16.4%.
ETR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Entergy Corporation reported a net income of 487.82M and revenue of 3.52B, resulting in a net margin of 13.8%.
EXC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported a net income of 396.00M and revenue of 5.97B, resulting in a net margin of 6.6%.
Frequently Asked Questions
ETR and EXC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXC has higher volatility (6.33%) compared to ETR (6.17%). In terms of maximum drawdown, ETR dropped -71.72% vs EXC's -62.27%.
ETR currently has the higher Sharpe Ratio (1.20 vs 0.31), 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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