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MGEE vs. IMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MGEE vs. IMO - Performance Comparison

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

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MGEE vs. IMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGEE
MGE Energy, Inc.
-0.33%-14.75%32.80%5.10%-12.57%19.90%-9.30%34.04%-2.90%-1.48%
IMO
Imperial Oil Limited
50.22%43.85%10.47%20.89%38.00%95.29%-25.37%7.16%-17.21%-8.36%

Fundamentals

EPS

MGEE:

$3.68

IMO:

$6.51

PE Ratio

MGEE:

21.11

IMO:

19.82

PEG Ratio

MGEE:

3.35

IMO:

0.45

PS Ratio

MGEE:

3.92

IMO:

1.42

Total Revenue (TTM)

MGEE:

$725.52M

IMO:

$45.60B

Gross Profit (TTM)

MGEE:

$407.22M

IMO:

$6.60B

EBITDA (TTM)

MGEE:

$300.05M

IMO:

$6.84B

Returns By Period

In the year-to-date period, MGEE achieves a -0.33% return, which is significantly lower than IMO's 50.22% return. Over the past 10 years, MGEE has underperformed IMO with an annualized return of 6.40%, while IMO has yielded a comparatively higher 17.69% annualized return.


MGEE

1D
0.54%
1M
-5.06%
YTD
-0.33%
6M
-5.36%
1Y
-14.50%
3Y*
2.24%
5Y*
3.95%
10Y*
6.40%

IMO

1D
-1.42%
1M
9.12%
YTD
50.22%
6M
44.84%
1Y
81.22%
3Y*
40.11%
5Y*
42.26%
10Y*
17.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MGEE vs. IMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGEE
MGEE Risk / Return Rank: 1212
Overall Rank
MGEE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MGEE Sortino Ratio Rank: 1111
Sortino Ratio Rank
MGEE Omega Ratio Rank: 1313
Omega Ratio Rank
MGEE Calmar Ratio Rank: 1616
Calmar Ratio Rank
MGEE Martin Ratio Rank: 1111
Martin Ratio Rank

IMO
IMO Risk / Return Rank: 9393
Overall Rank
IMO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IMO Sortino Ratio Rank: 9393
Sortino Ratio Rank
IMO Omega Ratio Rank: 9292
Omega Ratio Rank
IMO Calmar Ratio Rank: 9292
Calmar Ratio Rank
IMO Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGEE vs. IMO - Risk-Adjusted Trends Comparison

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.


MGEEIMODifference

Sharpe ratio

Return per unit of total volatility

-0.77

2.78

-3.54

Sortino ratio

Return per unit of downside risk

-1.00

3.25

-4.25

Omega ratio

Gain probability vs. loss probability

0.89

1.44

-0.55

Calmar ratio

Return relative to maximum drawdown

-0.70

4.57

-5.27

Martin ratio

Return relative to average drawdown

-1.43

13.70

-15.12

MGEE vs. IMO - Sharpe Ratio Comparison

The current MGEE Sharpe Ratio is -0.77, which is lower than the IMO Sharpe Ratio of 2.78. 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.


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Sharpe Ratios by Period


MGEEIMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

2.78

-3.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

1.30

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.50

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.05

Correlation

The correlation between MGEE and IMO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MGEE vs. IMO - Dividend Comparison

MGEE's dividend yield for the trailing twelve months is around 2.41%, more than IMO's 1.71% yield.


TTM20252024202320222021202020192018201720162015
MGEE
MGE Energy, Inc.
2.41%2.36%1.87%2.31%2.26%1.84%2.06%1.75%2.20%2.00%1.85%2.49%
IMO
Imperial Oil Limited
1.71%2.40%2.84%2.73%2.30%2.28%3.50%2.41%2.36%2.02%1.70%1.66%

Drawdowns

MGEE vs. IMO - Drawdown Comparison

The maximum MGEE drawdown since its inception was -33.91%, smaller than the maximum IMO drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for MGEE and IMO.


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Drawdown Indicators


MGEEIMODifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-84.82%

+50.91%

Max Drawdown (1Y)

Largest decline over 1 year

-20.77%

-18.10%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-30.88%

-29.72%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-76.96%

+43.05%

Current Drawdown

Current decline from peak

-25.87%

-1.42%

-24.45%

Average Drawdown

Average peak-to-trough decline

-7.54%

-21.27%

+13.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.20%

6.03%

+4.17%

Volatility

MGEE vs. IMO - Volatility Comparison

MGE Energy, Inc. (MGEE) has a higher volatility of 7.75% compared to Imperial Oil Limited (IMO) at 5.77%. This indicates that MGEE's price experiences larger fluctuations and is considered to be riskier than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGEEIMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

5.77%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

20.15%

-6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

29.42%

-10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.96%

32.63%

-9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.31%

35.47%

-8.16%

Financials

MGEE vs. IMO - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
175.68M
11.27B
(MGEE) Total Revenue
(IMO) Total Revenue
Values in USD except per share items

MGEE vs. IMO - Profitability Comparison

The chart below illustrates the profitability comparison between MGE Energy, Inc. and Imperial Oil Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
33.1%
17.0%
Portfolio components
MGEE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, MGE Energy, Inc. reported a gross profit of 58.20M and revenue of 175.68M. Therefore, the gross margin over that period was 33.1%.

IMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported a gross profit of 1.92B and revenue of 11.27B. Therefore, the gross margin over that period was 17.0%.

MGEE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MGE Energy, Inc. reported an operating income of 52.08M and revenue of 175.68M, resulting in an operating margin of 29.7%.

IMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported an operating income of 624.49M and revenue of 11.27B, resulting in an operating margin of 5.5%.

MGEE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MGE Energy, Inc. reported a net income of 44.50M and revenue of 175.68M, resulting in a net margin of 25.3%.

IMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported a net income of 491.60M and revenue of 11.27B, resulting in a net margin of 4.4%.