MGEE vs. GLD

In the year-to-date period, MGEE achieves a -4.81% return, which is significantly lower than GLD's 9.98% return. Over the past 10 years, MGEE has outperformed GLD with an annualized return of 10.06%, while GLD has yielded a comparatively lower 8.68% annualized return.

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

The current MGEE Sharpe Ratio is 1.40, which is lower than the GLD Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of MGEE and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MGEE's dividend yield for the trailing twelve months is around 1.97%, while GLD has not paid dividends to shareholders.

The maximum MGEE drawdown since its inception was -38.18%, 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. For additional features, visit the drawdowns tool.

MGE Energy, Inc. (MGEE) has a higher volatility of 9.51% compared to SPDR Gold Trust (GLD) at 3.81%. This indicates that MGEE's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.