PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OGE vs. DUK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OGE and DUK is 0.53, 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.


-0.50.00.51.00.5

Performance

OGE vs. DUK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OGE Energy Corp. (OGE) and Duke Energy Corporation (DUK). The values are adjusted to include any dividend payments, if applicable.

2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,716.62%
2,759.81%
OGE
DUK

Key characteristics

Sharpe Ratio

OGE:

1.15

DUK:

0.92

Sortino Ratio

OGE:

1.64

DUK:

1.38

Omega Ratio

OGE:

1.22

DUK:

1.16

Calmar Ratio

OGE:

1.06

DUK:

1.01

Martin Ratio

OGE:

5.23

DUK:

4.00

Ulcer Index

OGE:

3.85%

DUK:

3.78%

Daily Std Dev

OGE:

17.44%

DUK:

16.43%

Max Drawdown

OGE:

-48.85%

DUK:

-71.92%

Current Drawdown

OGE:

-7.08%

DUK:

-10.48%

Fundamentals

Market Cap

OGE:

$8.40B

DUK:

$83.34B

EPS

OGE:

$1.93

DUK:

$5.57

PE Ratio

OGE:

21.65

DUK:

19.37

PEG Ratio

OGE:

3.97

DUK:

2.54

Total Revenue (TTM)

OGE:

$2.79B

DUK:

$30.21B

Gross Profit (TTM)

OGE:

$1.30B

DUK:

$14.74B

EBITDA (TTM)

OGE:

$1.22B

DUK:

$14.29B

Returns By Period

In the year-to-date period, OGE achieves a 22.82% return, which is significantly higher than DUK's 14.85% return. Over the past 10 years, OGE has underperformed DUK with an annualized return of 5.99%, while DUK has yielded a comparatively higher 6.90% annualized return.


OGE

YTD

22.82%

1M

-5.12%

6M

18.68%

1Y

23.21%

5Y*

3.04%

10Y*

5.99%

DUK

YTD

14.85%

1M

-5.72%

6M

9.00%

1Y

16.48%

5Y*

7.70%

10Y*

6.90%

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

OGE vs. DUK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OGE Energy Corp. (OGE) and Duke Energy Corporation (DUK). 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 OGE, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.150.92
The chart of Sortino ratio for OGE, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.001.641.38
The chart of Omega ratio for OGE, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.16
The chart of Calmar ratio for OGE, currently valued at 1.06, compared to the broader market0.002.004.006.001.061.01
The chart of Martin ratio for OGE, currently valued at 5.23, compared to the broader market0.0010.0020.005.234.00
OGE
DUK

The current OGE Sharpe Ratio is 1.15, which is comparable to the DUK Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of OGE and DUK, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.15
0.92
OGE
DUK

Dividends

OGE vs. DUK - Dividend Comparison

OGE's dividend yield for the trailing twelve months is around 4.09%, more than DUK's 3.87% yield.


TTM20232022202120202019201820172016201520142013
OGE
OGE Energy Corp.
4.09%4.75%4.16%4.22%4.92%3.33%3.48%3.77%3.37%4.85%2.61%2.46%
DUK
Duke Energy Corporation
3.87%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%4.48%

Drawdowns

OGE vs. DUK - Drawdown Comparison

The maximum OGE drawdown since its inception was -48.85%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for OGE and DUK. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.08%
-10.48%
OGE
DUK

Volatility

OGE vs. DUK - Volatility Comparison

OGE Energy Corp. (OGE) has a higher volatility of 5.21% compared to Duke Energy Corporation (DUK) at 4.63%. This indicates that OGE's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
4.63%
OGE
DUK

Financials

OGE vs. DUK - Financials Comparison

This section allows you to compare key financial metrics between OGE Energy Corp. and Duke Energy Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab