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EVRG vs. SRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.7

Performance

EVRG vs. SRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evergy, Inc. (EVRG) and Sempra Energy (SRE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
18.49%
18.00%
EVRG
SRE

Key characteristics

Sharpe Ratio

EVRG:

1.62

SRE:

1.22

Sortino Ratio

EVRG:

2.31

SRE:

1.87

Omega Ratio

EVRG:

1.28

SRE:

1.22

Calmar Ratio

EVRG:

0.91

SRE:

1.14

Martin Ratio

EVRG:

6.53

SRE:

4.63

Ulcer Index

EVRG:

3.93%

SRE:

4.92%

Daily Std Dev

EVRG:

15.92%

SRE:

18.67%

Max Drawdown

EVRG:

-38.79%

SRE:

-45.00%

Current Drawdown

EVRG:

-5.66%

SRE:

-7.53%

Fundamentals

Market Cap

EVRG:

$14.14B

SRE:

$55.08B

EPS

EVRG:

$3.70

SRE:

$4.54

PE Ratio

EVRG:

16.62

SRE:

19.15

PEG Ratio

EVRG:

1.63

SRE:

2.07

Total Revenue (TTM)

EVRG:

$5.78B

SRE:

$12.67B

Gross Profit (TTM)

EVRG:

$2.43B

SRE:

$3.80B

EBITDA (TTM)

EVRG:

$2.59B

SRE:

$5.03B

Returns By Period

In the year-to-date period, EVRG achieves a 22.96% return, which is significantly higher than SRE's 20.17% return.


EVRG

YTD

22.96%

1M

-4.58%

6M

17.38%

1Y

24.92%

5Y*

3.06%

10Y*

N/A

SRE

YTD

20.17%

1M

-7.04%

6M

16.44%

1Y

21.85%

5Y*

6.51%

10Y*

7.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for EVRG, currently valued at 1.62, compared to the broader market-4.00-2.000.002.001.621.22
The chart of Sortino ratio for EVRG, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.002.311.87
The chart of Omega ratio for EVRG, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.22
The chart of Calmar ratio for EVRG, currently valued at 0.91, compared to the broader market0.002.004.006.000.911.14
The chart of Martin ratio for EVRG, currently valued at 6.53, compared to the broader market-5.000.005.0010.0015.0020.0025.006.534.63
EVRG
SRE

The current EVRG Sharpe Ratio is 1.62, which is higher than the SRE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of EVRG and SRE, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.62
1.22
EVRG
SRE

Dividends

EVRG vs. SRE - Dividend Comparison

EVRG's dividend yield for the trailing twelve months is around 4.24%, more than SRE's 2.85% yield.


TTM20232022202120202019201820172016201520142013
EVRG
Evergy, Inc.
4.24%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
2.85%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.66%
-7.53%
EVRG
SRE

Volatility

EVRG vs. SRE - Volatility Comparison

The current volatility for Evergy, Inc. (EVRG) is 3.13%, while Sempra Energy (SRE) has a volatility of 4.88%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.13%
4.88%
EVRG
SRE

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.


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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