SRE vs. AEE
SRE (Sempra Energy) and AEE (Ameren Corporation) are both stocks. Both are in the Utilities sector — SRE in Utilities - Diversified, AEE in Utilities - Regulated Electric. Over the past 10 years, SRE returned 8.64%/yr vs 10.97%/yr for AEE. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
SRE vs. AEE - Performance Comparison
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Returns By Period
In the year-to-date period, SRE achieves a 4.90% return, which is significantly lower than AEE's 11.38% return. Over the past 10 years, SRE has underperformed AEE with an annualized return of 8.64%, while AEE has yielded a comparatively higher 10.97% annualized return.
SRE
- 1D
- 1.03%
- 1M
- -0.89%
- YTD
- 4.90%
- 6M
- 5.14%
- 1Y
- 27.98%
- 3Y*
- 12.07%
- 5Y*
- 9.70%
- 10Y*
- 8.64%
AEE
- 1D
- 0.95%
- 1M
- -0.73%
- YTD
- 11.38%
- 6M
- 11.83%
- 1Y
- 19.15%
- 3Y*
- 14.19%
- 5Y*
- 9.23%
- 10Y*
- 10.97%
SRE vs. AEE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRE Sempra Energy | 4.90% | 3.94% | 21.11% | -0.06% | 20.30% | 7.39% | -12.78% | 44.01% | 4.49% | 9.43% |
AEE Ameren Corporation | 11.38% | 15.31% | 27.47% | -16.07% | 2.54% | 17.09% | 4.26% | 20.82% | 13.99% | 15.93% |
Correlation
The correlation between SRE and AEE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 1998 | 0.62 |
The correlation between SRE and AEE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
Fundamentals
SRE:
$59.88B
AEE:
$30.54B
SRE:
$3.17
AEE:
$5.57
SRE:
28.91
AEE:
19.71
SRE:
1.80
AEE:
2.21
SRE:
4.40
AEE:
3.38
SRE:
1.52
AEE:
2.25
SRE:
$13.61B
AEE:
$8.88B
SRE:
$4.94B
AEE:
$2.42B
SRE:
$4.51B
AEE:
$4.00B
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Return for Risk
SRE vs. AEE — Risk / Return Rank
SRE
AEE
SRE vs. AEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sempra Energy (SRE) and Ameren Corporation (AEE). 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.
| SRE | AEE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.38 | -0.16 |
| Martin ratioReturn relative to average drawdown | 6.07 | 6.05 | +0.02 |
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Drawdowns
SRE vs. AEE - Drawdown Comparison
The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum AEE drawdown of -60.57%. Use the drawdown chart below to compare losses from any high point for SRE and AEE.
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Drawdown Indicators
| SRE | AEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.00% | -60.57% | +15.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -8.07% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -21.83% | -9.79% |
Max Drawdown (5Y)Largest decline over 5 years | -31.62% | -27.46% | -4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -45.00% | -29.09% | -15.91% |
Current DrawdownCurrent decline from peak | -7.79% | -3.36% | -4.43% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -11.70% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 3.17% | +1.45% |
Volatility
SRE vs. AEE - Volatility Comparison
Sempra Energy (SRE) has a higher volatility of 6.33% compared to Ameren Corporation (AEE) at 5.95%. This indicates that SRE's price experiences larger fluctuations and is considered to be riskier than AEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRE | AEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 5.95% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 12.28% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 15.83% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.81% | 19.23% | +3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.90% | 21.82% | +3.08% |
Dividends
SRE vs. AEE - Dividend Comparison
SRE's dividend yield for the trailing twelve months is around 3.22%, more than AEE's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 2.66% | 2.84% | 3.01% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 4.08% | 3.83% |
SRE Sempra Energy | 3.22% | 2.92% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.55% | 3.31% | 3.08% | 3.37% | 2.98% |
Financials
SRE vs. AEE - Financials Comparison
This section allows you to compare key financial metrics between Sempra Energy and Ameren 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
SRE vs. AEE - Profitability Comparison
SRE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported a gross profit of 2.08B and revenue of 3.66B. Therefore, the gross margin over that period was 56.9%.
AEE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported a gross profit of 0.00 and revenue of 2.18B. Therefore, the gross margin over that period was 0.0%.
SRE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported an operating income of 0.00 and revenue of 3.66B, resulting in an operating margin of 0.0%.
AEE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported an operating income of 532.00M and revenue of 2.18B, resulting in an operating margin of 24.5%.
SRE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported a net income of 1.15B and revenue of 3.66B, resulting in a net margin of 31.5%.
AEE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported a net income of 357.00M and revenue of 2.18B, resulting in a net margin of 16.4%.
Frequently Asked Questions
SRE and AEE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRE has higher volatility (6.33%) compared to AEE (5.95%). In terms of maximum drawdown, SRE dropped -45.00% vs AEE's -60.57%.
SRE currently has the higher Sharpe Ratio (1.43 vs 1.22), 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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