MGEE vs. SRE
Compare and contrast key facts about MGE Energy, Inc. (MGEE) and Sempra Energy (SRE).
Performance
MGEE vs. SRE - Performance Comparison
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MGEE vs. SRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGEE MGE Energy, Inc. | -0.33% | -14.75% | 32.80% | 5.10% | -12.57% | 19.90% | -9.30% | 34.04% | -2.90% | -1.48% |
SRE Sempra Energy | 11.10% | 3.94% | 21.11% | -0.06% | 20.30% | 7.39% | -12.78% | 44.01% | 4.49% | 9.43% |
Fundamentals
MGEE:
$3.68
SRE:
$3.01
MGEE:
21.11
SRE:
32.31
MGEE:
3.35
SRE:
1.76
MGEE:
3.92
SRE:
4.64
MGEE:
$725.52M
SRE:
$13.70B
MGEE:
$407.22M
SRE:
$7.14B
MGEE:
$300.05M
SRE:
$4.22B
Returns By Period
In the year-to-date period, MGEE achieves a -0.33% return, which is significantly lower than SRE's 11.10% return. Over the past 10 years, MGEE has underperformed SRE with an annualized return of 6.40%, while SRE has yielded a comparatively higher 9.71% 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%
SRE
- 1D
- 0.25%
- 1M
- 2.53%
- YTD
- 11.10%
- 6M
- 10.69%
- 1Y
- 40.27%
- 3Y*
- 12.33%
- 5Y*
- 11.60%
- 10Y*
- 9.71%
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Return for Risk
MGEE vs. SRE — Risk / Return Rank
MGEE
SRE
MGEE vs. SRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MGE Energy, Inc. (MGEE) and Sempra Energy (SRE). 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.
| MGEE | SRE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.77 | 1.84 | -2.61 |
Sortino ratioReturn per unit of downside risk | -1.00 | 2.41 | -3.41 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.33 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.70 | 3.27 | -3.97 |
Martin ratioReturn relative to average drawdown | -1.43 | 10.76 | -12.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGEE | SRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 1.84 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.51 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.39 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.44 | -0.05 |
Correlation
The correlation between MGEE and SRE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MGEE vs. SRE - Dividend Comparison
MGEE's dividend yield for the trailing twelve months is around 2.41%, less than SRE's 2.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SRE Sempra Energy | 2.66% | 2.92% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.55% | 3.31% | 3.08% | 3.37% | 2.98% |
Drawdowns
MGEE vs. SRE - Drawdown Comparison
The maximum MGEE drawdown since its inception was -33.91%, smaller than the maximum SRE drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for MGEE and SRE.
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Drawdown Indicators
| MGEE | SRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -45.00% | +11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -20.77% | -12.44% | -8.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.88% | -31.62% | +0.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -45.00% | +11.09% |
Current DrawdownCurrent decline from peak | -25.87% | 0.00% | -25.87% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -10.14% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.20% | 3.78% | +6.42% |
Volatility
MGEE vs. SRE - Volatility Comparison
MGE Energy, Inc. (MGEE) has a higher volatility of 7.75% compared to Sempra Energy (SRE) at 5.95%. This indicates that MGEE's price experiences larger fluctuations and is considered to be riskier than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGEE | SRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 5.95% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 13.58% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 22.02% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.96% | 22.68% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.31% | 24.79% | +2.52% |
Financials
MGEE vs. SRE - Financials Comparison
This section allows you to compare key financial metrics between MGE Energy, Inc. and Sempra Energy. 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