EVRG vs. SRE
Compare and contrast key facts about Evergy, Inc. (EVRG) and Sempra Energy (SRE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVRG or SRE.
Performance
EVRG vs. SRE - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with EVRG having a 28.85% return and SRE slightly higher at 29.84%.
EVRG
28.85%
4.80%
22.87%
32.32%
4.12%
N/A
SRE
29.84%
11.39%
26.79%
33.80%
8.76%
8.91%
Fundamentals
| EVRG | SRE | |
|---|---|---|
| Market Cap | $14.80B | $58.98B |
| EPS | $3.72 | $4.54 |
| PE Ratio | 17.30 | 20.51 |
| PEG Ratio | 1.71 | 2.21 |
| Total Revenue (TTM) | $5.78B | $12.67B |
| Gross Profit (TTM) | $2.53B | $3.80B |
| EBITDA (TTM) | $2.59B | $5.03B |
Key characteristics
| EVRG | SRE | |
|---|---|---|
| Sharpe Ratio | 1.91 | 1.80 |
| Sortino Ratio | 2.66 | 2.67 |
| Omega Ratio | 1.32 | 1.32 |
| Calmar Ratio | 1.15 | 1.71 |
| Martin Ratio | 8.47 | 7.28 |
| Ulcer Index | 3.81% | 4.71% |
| Daily Std Dev | 16.92% | 19.03% |
| Max Drawdown | -38.79% | -45.00% |
| Current Drawdown | -0.51% | 0.00% |
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Correlation
The correlation between EVRG and SRE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EVRG vs. SRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Evergy, Inc. (EVRG) and Sempra Energy (SRE). 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
EVRG vs. SRE - Dividend Comparison
EVRG's dividend yield for the trailing twelve months is around 4.04%, more than SRE's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVRG Evergy, Inc. | 4.04% | 4.75% | 3.71% | 3.17% | 3.69% | 2.97% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRE Sempra Energy | 2.59% | 3.18% | 2.96% | 3.33% | 3.28% | 2.56% | 3.31% | 3.08% | 3.04% | 2.98% | 2.37% | 2.81% |
Drawdowns
EVRG vs. SRE - Drawdown Comparison
The maximum EVRG drawdown since its inception was -38.79%, smaller than the maximum SRE drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for EVRG and SRE. For additional features, visit the drawdowns tool.
Volatility
EVRG vs. SRE - Volatility Comparison
The current volatility for Evergy, Inc. (EVRG) is 4.82%, while Sempra Energy (SRE) has a volatility of 9.07%. This indicates that EVRG experiences smaller price fluctuations and is considered to be less risky than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EVRG vs. SRE - Financials Comparison
This section allows you to compare key financial metrics between Evergy, Inc. and Sempra Energy. 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