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ETR vs. XEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ETR vs. XEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entergy Corporation (ETR) and Xcel Energy Inc. (XEL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETR achieves a 22.85% return, which is significantly higher than XEL's 8.30% return. Over the past 10 years, ETR has outperformed XEL with an annualized return of 15.45%, while XEL has yielded a comparatively lower 9.48% annualized return.


ETR

1D
0.98%
1M
-0.18%
YTD
22.85%
6M
23.44%
1Y
42.12%
3Y*
36.80%
5Y*
21.46%
10Y*
15.45%

XEL

1D
1.81%
1M
-2.07%
YTD
8.30%
6M
9.15%
1Y
21.91%
3Y*
12.01%
5Y*
6.89%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETR vs. XEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETR
Entergy Corporation
22.85%25.34%55.96%-6.09%3.55%17.12%-13.73%44.31%10.60%15.91%
XEL
Xcel Energy Inc.
8.30%13.89%12.32%-8.67%6.44%4.40%7.77%32.37%5.88%21.91%

Correlation

The correlation between ETR and XEL is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Sep 24, 1985

0.55

The correlation between ETR and XEL shifts across timeframes, from 0.55 (all time) to 0.75 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ETR:

$51.89B

XEL:

$49.34B

EPS

ETR:

$3.98

XEL:

$3.50

PE Ratio

ETR:

28.22

XEL:

22.49

PEG Ratio

ETR:

1.04

XEL:

5.80

PS Ratio

ETR:

3.83

XEL:

3.18

PB Ratio

ETR:

2.99

XEL:

2.07

Total Revenue (TTM)

ETR:

$13.29B

XEL:

$14.78B

Gross Profit (TTM)

ETR:

$5.76B

XEL:

$1.88B

EBITDA (TTM)

ETR:

$5.91B

XEL:

$6.26B

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Return for Risk

ETR vs. XEL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETR
ETR Risk / Return Rank: 8989
Overall Rank
ETR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ETR Sortino Ratio Rank: 8888
Sortino Ratio Rank
ETR Omega Ratio Rank: 8787
Omega Ratio Rank
ETR Calmar Ratio Rank: 8989
Calmar Ratio Rank
ETR Martin Ratio Rank: 9292
Martin Ratio Rank

XEL
XEL Risk / Return Rank: 7474
Overall Rank
XEL Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XEL Sortino Ratio Rank: 7272
Sortino Ratio Rank
XEL Omega Ratio Rank: 7070
Omega Ratio Rank
XEL Calmar Ratio Rank: 7474
Calmar Ratio Rank
XEL Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ETR vs. XEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Entergy Corporation (ETR) and Xcel Energy Inc. (XEL). 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.


ETRXELDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.37

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

4.01

1.91

+2.09

Martin ratioReturn relative to average drawdown

13.25

4.89

+8.36

ETR vs. XEL - Sharpe Ratio Comparison

The current ETR Sharpe Ratio is 2.11, which is higher than the XEL Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of ETR and XEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETR vs. XEL - Drawdown Comparison

The maximum ETR drawdown since its inception was -71.72%, smaller than the maximum XEL drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for ETR and XEL.


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Drawdown Indicators


ETRXELDifference

Max Drawdown

Largest peak-to-trough decline

-71.72%

-80.64%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-11.50%

+0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-24.42%

+10.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-34.41%

+9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-34.41%

-7.58%

Current Drawdown

Current decline from peak

-4.40%

-4.67%

+0.27%

Average Drawdown

Average peak-to-trough decline

-25.24%

-11.31%

-13.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

4.49%

-1.30%

Volatility

ETR vs. XEL - Volatility Comparison

Entergy Corporation (ETR) and Xcel Energy Inc. (XEL) have volatilities of 6.60% and 6.64%, 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


ETRXELDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

6.64%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

14.34%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

20.06%

19.14%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.53%

20.80%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

21.72%

+2.41%

Dividends

ETR vs. XEL - Dividend Comparison

ETR's dividend yield for the trailing twelve months is around 2.25%, less than XEL's 2.95% yield.


PositionTTM20252024202320222021202020192018201720162015
ETR
Entergy Corporation
2.25%2.64%3.03%4.29%3.64%3.43%3.75%3.06%4.16%4.30%4.65%4.89%
XEL
Xcel Energy Inc.
2.95%3.83%2.43%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%

Financials

ETR vs. XEL - Financials Comparison

This section allows you to compare key financial metrics between Entergy Corporation and Xcel Energy Inc.. 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


3.00B3.50B4.00B20222023202420252026
3.19B
4.02B
(ETR) Total Revenue
(XEL) Total Revenue
Values in USD except per share items

ETR vs. XEL - Profitability Comparison

The chart below illustrates the profitability comparison between Entergy Corporation and Xcel Energy Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%20222023202420252026
68.7%
0
Portfolio components
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%.

XEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported a gross profit of 0.00 and revenue of 4.02B. Therefore, the gross margin over that period was 0.0%.

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%.

XEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported an operating income of 754.00M and revenue of 4.02B, resulting in an operating margin of 18.8%.

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%.

XEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported a net income of 556.00M and revenue of 4.02B, resulting in a net margin of 13.8%.


Frequently Asked Questions


ETR and XEL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XEL has higher volatility (6.64%) compared to ETR (6.60%). In terms of maximum drawdown, ETR dropped -71.72% vs XEL's -80.64%.

ETR currently has the higher Sharpe Ratio (2.11 vs 1.15), 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.

Portfolio Optimizer

Find the right allocation for ETR and XEL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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