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POR vs. DUK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between POR and DUK is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

POR vs. DUK - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
181.78%
467.26%
POR
DUK

Key characteristics

Sharpe Ratio

POR:

-0.03

DUK:

1.52

Sortino Ratio

POR:

0.08

DUK:

2.14

Omega Ratio

POR:

1.01

DUK:

1.26

Calmar Ratio

POR:

-0.03

DUK:

2.31

Martin Ratio

POR:

-0.09

DUK:

5.93

Ulcer Index

POR:

7.29%

DUK:

4.51%

Daily Std Dev

POR:

18.85%

DUK:

17.58%

Max Drawdown

POR:

-50.31%

DUK:

-71.92%

Current Drawdown

POR:

-18.30%

DUK:

-3.39%

Fundamentals

Market Cap

POR:

$4.53B

DUK:

$93.79B

EPS

POR:

$3.01

DUK:

$5.69

PE Ratio

POR:

13.74

DUK:

21.21

PEG Ratio

POR:

1.80

DUK:

3.05

PS Ratio

POR:

1.32

DUK:

3.13

PB Ratio

POR:

1.24

DUK:

1.92

Total Revenue (TTM)

POR:

$3.53B

DUK:

$22.69B

Gross Profit (TTM)

POR:

$2.05B

DUK:

$16.16B

EBITDA (TTM)

POR:

$1.08B

DUK:

$11.16B

Returns By Period

In the year-to-date period, POR achieves a -4.08% return, which is significantly lower than DUK's 12.27% return. Over the past 10 years, POR has underperformed DUK with an annualized return of 4.94%, while DUK has yielded a comparatively higher 8.74% annualized return.


POR

YTD

-4.08%

1M

-3.77%

6M

-12.46%

1Y

0.04%

5Y*

1.72%

10Y*

4.94%

DUK

YTD

12.27%

1M

2.34%

6M

4.18%

1Y

25.70%

5Y*

11.39%

10Y*

8.74%

*Annualized

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Risk-Adjusted Performance

POR vs. DUK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

POR
The Risk-Adjusted Performance Rank of POR is 4646
Overall Rank
The Sharpe Ratio Rank of POR is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of POR is 3939
Sortino Ratio Rank
The Omega Ratio Rank of POR is 3939
Omega Ratio Rank
The Calmar Ratio Rank of POR is 5050
Calmar Ratio Rank
The Martin Ratio Rank of POR is 5050
Martin Ratio Rank

DUK
The Risk-Adjusted Performance Rank of DUK is 9090
Overall Rank
The Sharpe Ratio Rank of DUK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DUK is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DUK is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DUK is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DUK is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

POR vs. DUK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Portland General Electric Company (POR) 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.


The chart of Sharpe ratio for POR, currently valued at -0.03, compared to the broader market-2.00-1.000.001.002.003.00
POR: -0.03
DUK: 1.52
The chart of Sortino ratio for POR, currently valued at 0.08, compared to the broader market-6.00-4.00-2.000.002.004.00
POR: 0.08
DUK: 2.14
The chart of Omega ratio for POR, currently valued at 1.01, compared to the broader market0.501.001.502.00
POR: 1.01
DUK: 1.26
The chart of Calmar ratio for POR, currently valued at -0.03, compared to the broader market0.001.002.003.004.005.00
POR: -0.03
DUK: 2.31
The chart of Martin ratio for POR, currently valued at -0.09, compared to the broader market-5.000.005.0010.0015.0020.00
POR: -0.09
DUK: 5.93

The current POR Sharpe Ratio is -0.03, which is lower than the DUK Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of POR 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.03
1.52
POR
DUK

Dividends

POR vs. DUK - Dividend Comparison

POR's dividend yield for the trailing twelve months is around 4.84%, more than DUK's 3.47% yield.


TTM20242023202220212020201920182017201620152014
POR
Portland General Electric Company
4.84%4.53%4.33%3.65%3.21%3.71%2.72%3.11%2.94%2.91%3.24%2.95%
DUK
Duke Energy Corporation
3.47%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%

Drawdowns

POR vs. DUK - Drawdown Comparison

The maximum POR drawdown since its inception was -50.31%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for POR and DUK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.30%
-3.39%
POR
DUK

Volatility

POR vs. DUK - Volatility Comparison

Portland General Electric Company (POR) has a higher volatility of 8.48% compared to Duke Energy Corporation (DUK) at 7.40%. This indicates that POR'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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.48%
7.40%
POR
DUK

Financials

POR vs. DUK - Financials Comparison

This section allows you to compare key financial metrics between Portland General Electric Company 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