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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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
12.20%
-1.33%
MGEE
IMO

Key characteristics

Sharpe Ratio

MGEE:

1.21

IMO:

1.02

Sortino Ratio

MGEE:

2.34

IMO:

1.46

Omega Ratio

MGEE:

1.28

IMO:

1.18

Calmar Ratio

MGEE:

1.43

IMO:

1.20

Martin Ratio

MGEE:

5.98

IMO:

3.36

Ulcer Index

MGEE:

6.01%

IMO:

8.01%

Daily Std Dev

MGEE:

29.81%

IMO:

26.44%

Max Drawdown

MGEE:

-38.18%

IMO:

-84.96%

Current Drawdown

MGEE:

-12.90%

IMO:

-13.11%

Fundamentals

Market Cap

MGEE:

$3.40B

IMO:

$36.09B

EPS

MGEE:

$3.26

IMO:

$6.34

PE Ratio

MGEE:

28.77

IMO:

10.79

PEG Ratio

MGEE:

0.00

IMO:

0.85

Total Revenue (TTM)

MGEE:

$505.53M

IMO:

$36.90B

Gross Profit (TTM)

MGEE:

$167.44M

IMO:

$5.28B

EBITDA (TTM)

MGEE:

$209.43M

IMO:

$6.09B

Returns By Period

In the year-to-date period, MGEE achieves a -0.17% return, which is significantly lower than IMO's 11.07% return. Over the past 10 years, MGEE has outperformed IMO with an annualized return of 9.43%, while IMO has yielded a comparatively lower 8.52% annualized return.


MGEE

YTD

-0.17%

1M

-0.70%

6M

12.20%

1Y

38.60%

5Y*

5.53%

10Y*

9.43%

IMO

YTD

11.07%

1M

10.84%

6M

-1.33%

1Y

25.60%

5Y*

24.89%

10Y*

8.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MGEE vs. IMO — Risk-Adjusted Performance Rank

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

MGEE
The Risk-Adjusted Performance Rank of MGEE is 8383
Overall Rank
The Sharpe Ratio Rank of MGEE is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MGEE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of MGEE is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MGEE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of MGEE is 8484
Martin Ratio Rank

IMO
The Risk-Adjusted Performance Rank of IMO is 7575
Overall Rank
The Sharpe Ratio Rank of IMO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of IMO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of IMO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of IMO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IMO is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.21, compared to the broader market-2.000.002.004.001.211.02
The chart of Sortino ratio for MGEE, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.006.002.341.46
The chart of Omega ratio for MGEE, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.18
The chart of Calmar ratio for MGEE, currently valued at 1.43, compared to the broader market0.002.004.006.001.431.20
The chart of Martin ratio for MGEE, currently valued at 5.98, compared to the broader market-10.000.0010.0020.0030.005.983.36
MGEE
IMO

The current MGEE Sharpe Ratio is 1.21, which is comparable to the IMO Sharpe Ratio of 1.02. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.21
1.02
MGEE
IMO

Dividends

MGEE vs. IMO - Dividend Comparison

MGEE's dividend yield for the trailing twelve months is around 1.88%, less than IMO's 2.57% yield.


TTM20242023202220212020201920182017201620152014
MGEE
MGE Energy, Inc.
1.88%1.87%2.32%2.27%1.85%2.06%1.75%2.20%2.00%1.85%2.49%2.43%
IMO
Imperial Oil Limited
2.57%2.85%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%

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%AugustSeptemberOctoberNovemberDecember2025
-12.90%
-13.11%
MGEE
IMO

Volatility

MGEE vs. IMO - Volatility Comparison

MGE Energy, Inc. (MGEE) and Imperial Oil Limited (IMO) have volatilities of 7.09% and 7.23%, 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.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.09%
7.23%
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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