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MGEE vs. IMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.2

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.

1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,126.31%
3,201.07%
MGEE
IMO

Key characteristics

Sharpe Ratio

MGEE:

1.24

IMO:

0.49

Sortino Ratio

MGEE:

2.45

IMO:

0.82

Omega Ratio

MGEE:

1.29

IMO:

1.10

Calmar Ratio

MGEE:

1.46

IMO:

0.61

Martin Ratio

MGEE:

6.47

IMO:

1.98

Ulcer Index

MGEE:

5.66%

IMO:

6.63%

Daily Std Dev

MGEE:

29.43%

IMO:

26.71%

Max Drawdown

MGEE:

-38.18%

IMO:

-84.96%

Current Drawdown

MGEE:

-12.29%

IMO:

-21.61%

Fundamentals

Market Cap

MGEE:

$3.47B

IMO:

$34.53B

EPS

MGEE:

$3.27

IMO:

$6.40

PE Ratio

MGEE:

29.28

IMO:

10.30

PEG Ratio

MGEE:

0.00

IMO:

0.85

Total Revenue (TTM)

MGEE:

$670.18M

IMO:

$49.29B

Gross Profit (TTM)

MGEE:

$222.37M

IMO:

$7.19B

EBITDA (TTM)

MGEE:

$267.68M

IMO:

$8.23B

Returns By Period

In the year-to-date period, MGEE achieves a 33.51% return, which is significantly higher than IMO's 10.71% return. Over the past 10 years, MGEE has outperformed IMO with an annualized return of 10.17%, while IMO has yielded a comparatively lower 5.75% annualized return.


MGEE

YTD

33.51%

1M

-8.68%

6M

26.24%

1Y

35.84%

5Y*

5.69%

10Y*

10.17%

IMO

YTD

10.71%

1M

-18.19%

6M

-5.19%

1Y

12.54%

5Y*

22.47%

10Y*

5.75%

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Risk-Adjusted Performance

MGEE vs. IMO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MGEE, currently valued at 1.24, compared to the broader market-4.00-2.000.002.001.240.49
The chart of Sortino ratio for MGEE, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.002.450.82
The chart of Omega ratio for MGEE, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.10
The chart of Calmar ratio for MGEE, currently valued at 1.46, compared to the broader market0.002.004.006.001.460.61
The chart of Martin ratio for MGEE, currently valued at 6.47, compared to the broader market-5.000.005.0010.0015.0020.0025.006.471.98
MGEE
IMO

The current MGEE Sharpe Ratio is 1.24, which is higher than the IMO Sharpe Ratio of 0.49. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.24
0.49
MGEE
IMO

Dividends

MGEE vs. IMO - Dividend Comparison

MGEE's dividend yield for the trailing twelve months is around 1.86%, less than IMO's 2.84% yield.


TTM20232022202120202019201820172016201520142013
MGEE
MGE Energy, Inc.
1.86%2.32%2.27%1.85%2.06%1.75%2.20%2.00%1.85%2.49%2.43%0.00%
IMO
Imperial Oil Limited
2.84%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%1.06%

Drawdowns

MGEE vs. IMO - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.29%
-21.61%
MGEE
IMO

Volatility

MGEE vs. IMO - Volatility Comparison

The current volatility for MGE Energy, Inc. (MGEE) is 5.80%, while Imperial Oil Limited (IMO) has a volatility of 9.53%. 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.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.80%
9.53%
MGEE
IMO

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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