MGEE vs. SRE

In the year-to-date period, MGEE achieves a -3.90% return, which is significantly higher than SRE's -14.09% return. Over the past 10 years, MGEE has outperformed SRE with an annualized return of 9.81%, while SRE has yielded a comparatively lower 6.50% annualized return.

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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.

The current MGEE Sharpe Ratio is 0.75, which is higher than the SRE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of MGEE and SRE, 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 1.98%, less than SRE's 3.35% yield.

The maximum MGEE drawdown since its inception was -38.18%, 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. For additional features, visit the drawdowns tool.

The current volatility for MGE Energy, Inc. (MGEE) is 6.57%, while Sempra Energy (SRE) has a volatility of 12.31%. This indicates that MGEE experiences smaller price fluctuations and is considered to be less risky than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.