MGEE vs. IMO

In the year-to-date period, MGEE achieves a -3.90% return, which is significantly lower than IMO's 12.74% return. Over the past 10 years, MGEE has outperformed IMO with an annualized return of 10.02%, while IMO has yielded a comparatively lower 6.91% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MGE Energy, Inc. (MGEE) and Imperial Oil Limited (IMO). 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 0.75, which is higher than the IMO Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of MGEE and IMO, 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 1.98%, less than IMO's 2.63% yield.

The maximum MGEE drawdown since its inception was -38.18%, smaller than the maximum IMO drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for MGEE and IMO. For additional features, visit the drawdowns tool.

The current volatility for MGE Energy, Inc. (MGEE) is 6.57%, while Imperial Oil Limited (IMO) has a volatility of 17.40%. This indicates that MGEE experiences smaller price fluctuations and is considered to be less risky than IMO 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 MGE Energy, Inc. and Imperial Oil Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.