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SJW vs. DTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SJW and DTE is 0.37, 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

SJW vs. DTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SJW Group (SJW) and DTE Energy Company (DTE). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
24,219.31%
4,201.86%
SJW
DTE

Key characteristics

Sharpe Ratio

SJW:

0.02

DTE:

1.41

Sortino Ratio

SJW:

0.21

DTE:

1.86

Omega Ratio

SJW:

1.02

DTE:

1.26

Calmar Ratio

SJW:

0.01

DTE:

1.68

Martin Ratio

SJW:

0.05

DTE:

6.49

Ulcer Index

SJW:

10.89%

DTE:

4.11%

Daily Std Dev

SJW:

25.28%

DTE:

18.91%

Max Drawdown

SJW:

-54.53%

DTE:

-67.92%

Current Drawdown

SJW:

-31.85%

DTE:

-3.39%

Fundamentals

Market Cap

SJW:

$1.86B

DTE:

$28.43B

EPS

SJW:

$2.87

DTE:

$6.76

PE Ratio

SJW:

18.74

DTE:

19.93

PEG Ratio

SJW:

3.83

DTE:

3.23

PS Ratio

SJW:

2.48

DTE:

2.28

PB Ratio

SJW:

1.34

DTE:

2.39

Total Revenue (TTM)

SJW:

$599.06M

DTE:

$9.28B

Gross Profit (TTM)

SJW:

$396.00M

DTE:

$10.09B

EBITDA (TTM)

SJW:

$227.84M

DTE:

$3.07B

Returns By Period

In the year-to-date period, SJW achieves a 10.15% return, which is significantly lower than DTE's 12.51% return. Over the past 10 years, SJW has underperformed DTE with an annualized return of 8.38%, while DTE has yielded a comparatively higher 10.55% annualized return.


SJW

YTD

10.15%

1M

2.85%

6M

-3.20%

1Y

3.50%

5Y*

-0.20%

10Y*

8.38%

DTE

YTD

12.51%

1M

-0.33%

6M

8.31%

1Y

27.35%

5Y*

12.79%

10Y*

10.55%

*Annualized

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Risk-Adjusted Performance

SJW vs. DTE — Risk-Adjusted Performance Rank

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

SJW
The Risk-Adjusted Performance Rank of SJW is 4949
Overall Rank
The Sharpe Ratio Rank of SJW is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SJW is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SJW is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SJW is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SJW is 5353
Martin Ratio Rank

DTE
The Risk-Adjusted Performance Rank of DTE is 8888
Overall Rank
The Sharpe Ratio Rank of DTE is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DTE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DTE is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DTE is 9292
Calmar Ratio Rank
The Martin Ratio Rank of DTE is 9090
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.

SJW vs. DTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SJW Group (SJW) and DTE Energy Company (DTE). 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 SJW, currently valued at 0.02, compared to the broader market-2.00-1.000.001.002.003.00
SJW: 0.02
DTE: 1.41
The chart of Sortino ratio for SJW, currently valued at 0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
SJW: 0.21
DTE: 1.86
The chart of Omega ratio for SJW, currently valued at 1.02, compared to the broader market0.501.001.502.00
SJW: 1.02
DTE: 1.26
The chart of Calmar ratio for SJW, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.00
SJW: 0.01
DTE: 1.68
The chart of Martin ratio for SJW, currently valued at 0.05, compared to the broader market-5.000.005.0010.0015.0020.00
SJW: 0.05
DTE: 6.49

The current SJW Sharpe Ratio is 0.02, which is lower than the DTE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SJW and DTE, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.02
1.41
SJW
DTE

Dividends

SJW vs. DTE - Dividend Comparison

SJW's dividend yield for the trailing twelve months is around 3.01%, less than DTE's 3.13% yield.


TTM20242023202220212020201920182017201620152014
SJW
SJW Group
3.01%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%2.33%
DTE
DTE Energy Company
3.13%3.44%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%

Drawdowns

SJW vs. DTE - Drawdown Comparison

The maximum SJW drawdown since its inception was -54.53%, smaller than the maximum DTE drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for SJW and DTE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.85%
-3.39%
SJW
DTE

Volatility

SJW vs. DTE - Volatility Comparison

SJW Group (SJW) and DTE Energy Company (DTE) have volatilities of 8.77% and 8.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.77%
8.92%
SJW
DTE

Financials

SJW vs. DTE - Financials Comparison

This section allows you to compare key financial metrics between SJW Group and DTE Energy Company. 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