SRE vs. ATO
SRE (Sempra Energy) and ATO (Atmos Energy Corporation) are both stocks. Both are in the Utilities sector — SRE in Utilities - Diversified, ATO in Utilities - Regulated Gas. Over the past 10 years, SRE returned 8.64%/yr vs 10.80%/yr for ATO. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
SRE vs. ATO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SRE achieves a 4.90% return, which is significantly higher than ATO's 2.31% return. Over the past 10 years, SRE has underperformed ATO with an annualized return of 8.64%, while ATO has yielded a comparatively higher 10.80% 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%
ATO
- 1D
- -0.31%
- 1M
- -4.08%
- YTD
- 2.31%
- 6M
- 2.48%
- 1Y
- 12.91%
- 3Y*
- 16.83%
- 5Y*
- 14.55%
- 10Y*
- 10.80%
SRE vs. ATO - 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% |
ATO Atmos Energy Corporation | 2.31% | 23.07% | 23.35% | 6.17% | 9.63% | 12.75% | -12.73% | 23.14% | 10.39% | 18.41% |
Correlation
The correlation between SRE and ATO is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 1998 | 0.53 |
The correlation between SRE and ATO shifts across timeframes, from 0.53 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SRE:
$59.88B
ATO:
$28.46B
SRE:
$3.17
ATO:
$8.23
SRE:
28.91
ATO:
20.61
SRE:
1.80
ATO:
2.03
SRE:
4.40
ATO:
5.68
SRE:
1.52
ATO:
0.99
SRE:
$13.61B
ATO:
$4.88B
SRE:
$4.94B
ATO:
$1.61B
SRE:
$4.51B
ATO:
$2.57B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SRE vs. ATO — Risk / Return Rank
SRE
ATO
SRE vs. ATO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sempra Energy (SRE) and Atmos Energy Corporation (ATO). 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 | ATO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.03 | +1.19 |
| Martin ratioReturn relative to average drawdown | 6.07 | 2.90 | +3.17 |
Loading charts...
Drawdowns
SRE vs. ATO - Drawdown Comparison
The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum ATO drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for SRE and ATO.
Loading charts...
Drawdown Indicators
| SRE | ATO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.00% | -51.94% | +6.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -12.58% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -16.87% | -14.75% |
Max Drawdown (5Y)Largest decline over 5 years | -31.62% | -19.08% | -12.54% |
Max Drawdown (10Y)Largest decline over 10 years | -45.00% | -32.91% | -12.09% |
Current DrawdownCurrent decline from peak | -7.79% | -11.31% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -8.56% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 4.47% | +0.15% |
Volatility
SRE vs. ATO - Volatility Comparison
Sempra Energy (SRE) has a higher volatility of 6.33% compared to Atmos Energy Corporation (ATO) at 4.42%. This indicates that SRE's price experiences larger fluctuations and is considered to be riskier than ATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SRE | ATO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 4.42% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 11.00% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 15.46% | +4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.81% | 18.56% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.90% | 21.25% | +3.65% |
Dividends
SRE vs. ATO - Dividend Comparison
SRE's dividend yield for the trailing twelve months is around 3.22%, more than ATO's 2.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATO Atmos Energy Corporation | 2.28% | 2.15% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% |
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. ATO - Financials Comparison
This section allows you to compare key financial metrics between Sempra Energy and Atmos 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
SRE vs. ATO - 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%.
ATO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Atmos Energy Corporation reported a gross profit of 0.00 and revenue of 1.96B. 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%.
ATO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Atmos Energy Corporation reported an operating income of 764.80M and revenue of 1.96B, resulting in an operating margin of 39.0%.
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%.
ATO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Atmos Energy Corporation reported a net income of 581.90M and revenue of 1.96B, resulting in a net margin of 29.7%.
Frequently Asked Questions
SRE and ATO have a correlation of 0.61, 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 ATO (4.42%). In terms of maximum drawdown, SRE dropped -45.00% vs ATO's -51.94%.
SRE currently has the higher Sharpe Ratio (1.43 vs 0.84), 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.
Find the right allocation for SRE and ATO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer