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MGEE vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGEE vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MGE Energy, Inc. (MGEE) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGEE achieves a 2.65% return, which is significantly higher than GLD's -6.25% return. Over the past 10 years, MGEE has underperformed GLD with an annualized return of 5.68%, while GLD has yielded a comparatively higher 11.05% annualized return.


MGEE

1D
0.04%
1M
-5.58%
6M
0.77%
YTD
2.65%
1Y
-3.04%
3Y*
2.30%
5Y*
2.57%
10Y*
5.68%
ALL TIME*
10.27%

GLD

1D
-1.49%
1M
-1.74%
6M
-16.50%
YTD
-6.25%
1Y
20.20%
3Y*
27.22%
5Y*
16.95%
10Y*
11.05%
ALL TIME*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.38B$2.40B$2.72B
$16.16M$16.12M$24.64M

MGEE vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGEE
MGE Energy, Inc.
2.65%-14.75%32.80%5.10%-12.57%19.90%-9.30%34.04%-2.90%-1.48%
GLD
SPDR Gold Shares
-6.25%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between MGEE and GLD is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.04

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

Correlation (10Y)
Provides a long-term view across more market conditions.

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2004

0.06

The correlation between MGEE and GLD shifts across timeframes, from -0.04 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MGEE vs. GLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MGEE
MGEE Risk / Return Rank: 3333
Overall Rank
MGEE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MGEE Sortino Ratio Rank: 3030
Sortino Ratio Rank
MGEE Omega Ratio Rank: 3030
Omega Ratio Rank
MGEE Calmar Ratio Rank: 3636
Calmar Ratio Rank
MGEE Martin Ratio Rank: 3535
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 3030
Overall Rank
GLD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLD Omega Ratio Rank: 3535
Omega Ratio Rank
GLD Calmar Ratio Rank: 2727
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MGEE vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MGE Energy, Inc. (MGEE) and SPDR Gold Shares (GLD). 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.


MGEEGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

0.98

1.17

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.26

0.86

-1.12

Martin ratioReturn relative to average drawdown

-0.53

1.86

-2.40

MGEE vs. GLD - Sharpe Ratio Comparison

The current MGEE Sharpe Ratio is -0.20, which is lower than the GLD Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MGEE and GLD, 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

MGEE vs. GLD - Drawdown Comparison

The maximum MGEE drawdown since its inception was -33.91%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for MGEE and GLD.


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Drawdown Indicators


MGEEGLDDifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-45.56%

+11.65%

Max Drawdown (1Y)

Largest decline over 1 year

-16.00%

-26.40%

+10.40%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-26.40%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-30.88%

-26.40%

-4.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-26.40%

-7.51%

Current Drawdown

Current decline from peak

-23.65%

-25.08%

+1.43%

Average Drawdown

Average peak-to-trough decline

-7.70%

-16.21%

+8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.81%

12.18%

-4.37%

Volatility

MGEE vs. GLD - Volatility Comparison

MGE Energy, Inc. (MGEE) and SPDR Gold Shares (GLD) have volatilities of 6.45% and 6.40%, 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


MGEEGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

6.40%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

23.52%

-6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

28.13%

-7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.37%

18.49%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.49%

16.14%

+11.35%

Dividends

MGEE vs. GLD - Dividend Comparison

MGEE's dividend yield for the trailing twelve months is around 2.39%, while GLD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MGEE
MGE Energy, Inc.
2.39%2.36%1.87%2.31%2.26%1.84%2.06%1.75%2.20%2.00%1.85%2.49%

Frequently Asked Questions


MGEE and GLD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGEE has higher volatility (6.45%) compared to GLD (6.40%). In terms of maximum drawdown, MGEE dropped -33.91% vs GLD's -45.56%.

GLD currently has the higher Sharpe Ratio (0.81 vs -0.20), 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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