EXC vs. XEL

In the year-to-date period, EXC achieves a 13.83% return, which is significantly lower than XEL's 16.34% return. Over the past 10 years, EXC has underperformed XEL with an annualized return of 8.05%, while XEL has yielded a comparatively higher 11.05% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Exelon Corporation (EXC) 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.

The current EXC Sharpe Ratio is 0.17, which is lower than the XEL Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of EXC and XEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EXC's dividend yield for the trailing twelve months is around 3.87%, more than XEL's 3.09% yield.

The maximum EXC drawdown since its inception was -62.26%, smaller than the maximum XEL drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for EXC and XEL. For additional features, visit the drawdowns tool.

The current volatility for Exelon Corporation (EXC) is 5.40%, while Xcel Energy Inc. (XEL) has a volatility of 7.13%. This indicates that EXC experiences smaller price fluctuations and is considered to be less risky than XEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Exelon 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.