MGEE vs. IMO
Compare and contrast key facts about MGE Energy, Inc. (MGEE) and Imperial Oil Limited (IMO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGEE or IMO.
Key characteristics
| MGEE | IMO | |
|---|---|---|
| YTD Return | 50.39% | 29.89% |
| 1Y Return | 53.78% | 31.85% |
| 3Y Return (Ann) | 13.73% | 31.17% |
| 5Y Return (Ann) | 9.87% | 27.53% |
| 10Y Return (Ann) | 11.72% | 6.65% |
| Sharpe Ratio | 1.78 | 1.28 |
| Sortino Ratio | 3.38 | 1.81 |
| Omega Ratio | 1.40 | 1.22 |
| Calmar Ratio | 2.10 | 2.33 |
| Martin Ratio | 9.15 | 5.84 |
| Ulcer Index | 5.77% | 5.73% |
| Daily Std Dev | 29.67% | 26.23% |
| Max Drawdown | -38.18% | -84.96% |
| Current Drawdown | 0.00% | -8.03% |
Fundamentals
| MGEE | IMO | |
|---|---|---|
| Market Cap | $3.87B | $38.17B |
| EPS | $3.27 | $6.55 |
| PE Ratio | 32.68 | 11.12 |
| PEG Ratio | 0.00 | 0.85 |
| Total Revenue (TTM) | $1.03B | $55.46B |
| Gross Profit (TTM) | $389.25M | $20.33B |
| EBITDA (TTM) | $371.00M | $8.60B |
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.
Performance
MGEE vs. IMO - Performance Comparison
In the year-to-date period, MGEE achieves a 50.39% return, which is significantly higher than IMO's 29.89% return. Over the past 10 years, MGEE has outperformed IMO with an annualized return of 11.72%, while IMO has yielded a comparatively lower 6.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
MGEE vs. IMO - Dividend Comparison
MGEE's dividend yield for the trailing twelve months is around 1.63%, less than IMO's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGEE MGE Energy, Inc. | 1.63% | 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 | 2.32% | 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.
Volatility
MGEE vs. IMO - Volatility Comparison
MGE Energy, Inc. (MGEE) has a higher volatility of 10.54% compared to Imperial Oil Limited (IMO) at 8.65%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities