RVT vs. DUK
RVT (Royce Value Trust Inc.) and DUK (Duke Energy Corporation) are both stocks. RVT operates in Asset Management (Financial Services), while DUK operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, RVT returned 12.64%/yr vs 8.48%/yr for DUK. At a 0.20 correlation, their price movements are largely independent.
Performance
RVT vs. DUK - Performance Comparison
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Returns By Period
In the year-to-date period, RVT achieves a 12.34% return, which is significantly higher than DUK's 5.92% return. Over the past 10 years, RVT has outperformed DUK with an annualized return of 12.64%, while DUK has yielded a comparatively lower 8.48% annualized return.
RVT
- 1D
- 0.79%
- 1M
- -4.87%
- YTD
- 12.34%
- 6M
- 13.86%
- 1Y
- 28.82%
- 3Y*
- 18.49%
- 5Y*
- 7.10%
- 10Y*
- 12.64%
DUK
- 1D
- -1.75%
- 1M
- -0.86%
- YTD
- 5.92%
- 6M
- 7.75%
- 1Y
- 9.62%
- 3Y*
- 14.39%
- 5Y*
- 7.87%
- 10Y*
- 8.48%
RVT vs. DUK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 12.34% | 11.54% | 17.93% | 18.79% | -26.25% | 32.66% | 18.16% | 35.41% | -20.70% | 30.63% |
DUK Duke Energy Corporation | 5.92% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
Correlation
The correlation between RVT and DUK is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1987 | 0.20 |
The correlation between RVT and DUK shifts across timeframes, from -0.11 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RVT:
$2.14B
DUK:
$95.08B
RVT:
$4.02
DUK:
$6.61
RVT:
4.43
DUK:
18.47
RVT:
12.52
DUK:
2.85
RVT:
0.99
DUK:
1.78
RVT:
$170.31M
DUK:
$33.29B
RVT:
$304.06M
DUK:
$19.45B
RVT:
$439.27M
DUK:
$15.91B
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Return for Risk
RVT vs. DUK — Risk / Return Rank
RVT
DUK
RVT vs. DUK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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.
| RVT | DUK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.12 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 0.89 | +1.49 |
| Martin ratioReturn relative to average drawdown | 8.49 | 2.14 | +6.35 |
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
| RVT | DUK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 0.66 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.44 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.42 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.49 | -0.07 |
Drawdowns
RVT vs. DUK - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.34%, roughly equal to the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for RVT and DUK.
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Drawdown Indicators
| RVT | DUK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.34% | -71.92% | -0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -10.88% | -1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.48% | -11.59% | -11.89% |
Max Drawdown (5Y)Largest decline over 5 years | -32.79% | -24.16% | -8.63% |
Max Drawdown (10Y)Largest decline over 10 years | -47.18% | -37.37% | -9.81% |
Current DrawdownCurrent decline from peak | -5.28% | -7.76% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -10.85% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 4.51% | -1.10% |
Volatility
RVT vs. DUK - Volatility Comparison
Royce Value Trust Inc. (RVT) has a higher volatility of 5.90% compared to Duke Energy Corporation (DUK) at 5.37%. This indicates that RVT'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.
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Volatility by Period
| RVT | DUK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 5.37% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.71% | 11.14% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 14.64% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 17.83% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.98% | 20.40% | +2.58% |
Dividends
RVT vs. DUK - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 7.99%, more than DUK's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.49% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
RVT Royce Value Trust Inc. | 7.99% | 8.82% | 8.04% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% |
Financials
RVT vs. DUK - Financials Comparison
This section allows you to compare key financial metrics between Royce Value Trust Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RVT and DUK have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RVT has higher volatility (5.90%) compared to DUK (5.37%). In terms of maximum drawdown, RVT dropped -72.34% vs DUK's -71.92%.
RVT currently has the higher Sharpe Ratio (1.60 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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