MGEE vs. IVV

In the year-to-date period, MGEE achieves a -0.96% return, which is significantly lower than IVV's 1.74% return. Over the past 10 years, MGEE has underperformed IVV with an annualized return of 11.14%, while IVV has yielded a comparatively higher 12.84% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MGE Energy, Inc. (MGEE) and iShares Core S&P 500 ETF (IVV). 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 0.71, which is comparable to the IVV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MGEE and IVV, 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 1.92%, more than IVV's 1.30% yield.

The maximum MGEE drawdown since its inception was -38.18%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MGEE and IVV. For additional features, visit the drawdowns tool.

The current volatility for MGE Energy, Inc. (MGEE) is 4.81%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.45%. This indicates that MGEE experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.