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SPG vs. XEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPG vs. XEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simon Property Group, Inc. (SPG) and Xcel Energy Inc. (XEL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPG achieves a 20.86% return, which is significantly higher than XEL's 10.02% return. Over the past 10 years, SPG has underperformed XEL with an annualized return of 5.16%, while XEL has yielded a comparatively higher 9.60% annualized return.


SPG

1D
-0.43%
1M
1.82%
6M
21.13%
YTD
20.86%
1Y
41.68%
3Y*
27.49%
5Y*
17.10%
10Y*
5.16%

XEL

1D
1.32%
1M
3.06%
6M
9.43%
YTD
10.02%
1Y
20.27%
3Y*
11.99%
5Y*
6.77%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPG vs. XEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPG
Simon Property Group, Inc.
20.86%12.94%26.92%29.24%-21.91%95.72%-38.64%-6.74%2.55%0.98%
XEL
Xcel Energy Inc.
10.02%13.89%12.32%-8.67%6.44%4.40%7.77%32.37%5.88%21.91%

Correlation

The correlation between SPG and XEL is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 14, 1993

0.29

Fundamentals

Market Cap

SPG:

$70.94B

XEL:

$49.98B

EPS

SPG:

$19.29

XEL:

$3.48

PE Ratio

SPG:

11.34

XEL:

23.04

PEG Ratio

SPG:

0.45

XEL:

5.94

PS Ratio

SPG:

7.16

XEL:

3.26

Total Revenue (TTM)

SPG:

$6.65B

XEL:

$14.78B

Gross Profit (TTM)

SPG:

$5.71B

XEL:

$1.88B

EBITDA (TTM)

SPG:

$7.77B

XEL:

$6.26B

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Return for Risk

SPG vs. XEL — Risk / Return Rank

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

SPG
SPG Risk / Return Rank: 9191
Overall Rank
SPG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SPG Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPG Omega Ratio Rank: 8888
Omega Ratio Rank
SPG Calmar Ratio Rank: 8989
Calmar Ratio Rank
SPG Martin Ratio Rank: 9393
Martin Ratio Rank

XEL
XEL Risk / Return Rank: 7575
Overall Rank
XEL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XEL Sortino Ratio Rank: 7474
Sortino Ratio Rank
XEL Omega Ratio Rank: 7272
Omega Ratio Rank
XEL Calmar Ratio Rank: 7777
Calmar Ratio Rank
XEL Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPG vs. XEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) and Xcel Energy Inc. (XEL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPGXELDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.35

1.20

+0.15

Calmar ratioReturn relative to maximum drawdown

3.50

1.80

+1.70

Martin ratioReturn relative to average drawdown

12.63

4.56

+8.08

SPG vs. XEL - Sharpe Ratio Comparison

The current SPG Sharpe Ratio is 2.09, which is higher than the XEL Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SPG and XEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPG vs. XEL - Drawdown Comparison

The maximum SPG drawdown since its inception was -77.00%, roughly equal to the maximum XEL drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for SPG and XEL.


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Drawdown Indicators


SPGXELDifference

Max Drawdown

Largest peak-to-trough decline

-77.00%

-80.64%

+3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-11.50%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-24.32%

-24.42%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-45.84%

-34.41%

-11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-77.00%

-34.41%

-42.59%

Current Drawdown

Current decline from peak

-3.86%

-3.16%

-0.70%

Average Drawdown

Average peak-to-trough decline

-13.81%

-11.30%

-2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

4.52%

-1.33%

Volatility

SPG vs. XEL - Volatility Comparison

Simon Property Group, Inc. (SPG) has a higher volatility of 6.90% compared to Xcel Energy Inc. (XEL) at 6.14%. This indicates that SPG's price experiences larger fluctuations and is considered to be riskier than XEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPGXELDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

6.14%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

15.14%

14.92%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.34%

19.51%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.46%

20.87%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.12%

21.74%

+15.38%

Dividends

SPG vs. XEL - Dividend Comparison

SPG's dividend yield for the trailing twelve months is around 4.02%, more than XEL's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
SPG
Simon Property Group, Inc.
4.02%4.62%4.70%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%
XEL
Xcel Energy Inc.
2.90%3.83%2.43%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%

Financials

SPG vs. XEL - Financials Comparison

This section allows you to compare key financial metrics between Simon Property Group, Inc. and Xcel Energy Inc.. 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


1.50B2.00B2.50B3.00B3.50B4.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.76B
4.02B
(SPG) Total Revenue
(XEL) Total Revenue
Values in USD except per share items

SPG vs. XEL - Profitability Comparison

The chart below illustrates the profitability comparison between Simon Property Group, Inc. and Xcel Energy Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
82.5%
0
Portfolio components
SPG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Simon Property Group, Inc. reported a gross profit of 1.45B and revenue of 1.76B. Therefore, the gross margin over that period was 82.5%.

XEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Xcel Energy Inc. reported a gross profit of 0.00 and revenue of 4.02B. Therefore, the gross margin over that period was 0.0%.

SPG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Simon Property Group, Inc. reported an operating income of 762.16M and revenue of 1.76B, resulting in an operating margin of 43.4%.

XEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Xcel Energy Inc. reported an operating income of 754.00M and revenue of 4.02B, resulting in an operating margin of 18.8%.

SPG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Simon Property Group, Inc. reported a net income of 1.48K and revenue of 1.76B, resulting in a net margin of 0.0%.

XEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Xcel Energy Inc. reported a net income of 556.00M and revenue of 4.02B, resulting in a net margin of 13.8%.


Frequently Asked Questions


SPG and XEL have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPG has higher volatility (6.90%) compared to XEL (6.14%). In terms of maximum drawdown, SPG dropped -77.00% vs XEL's -80.64%.

SPG currently has the higher Sharpe Ratio (2.09 vs 1.06), 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.

Portfolio Optimizer

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