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SRE vs. ATO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SRE vs. ATO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sempra Energy (SRE) and Atmos Energy Corporation (ATO). The values are adjusted to include any dividend payments, if applicable.

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SRE vs. ATO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRE
Sempra Energy
11.10%3.94%21.11%-0.06%20.30%7.39%-12.78%44.01%4.49%9.43%
ATO
Atmos Energy Corporation
11.27%23.07%23.35%6.17%9.63%12.75%-12.73%23.14%10.39%18.41%

Fundamentals

Market Cap

SRE:

$63.63B

ATO:

$30.58B

EPS

SRE:

$3.01

ATO:

$7.71

PE Ratio

SRE:

32.31

ATO:

24.07

PEG Ratio

SRE:

1.76

ATO:

2.37

PS Ratio

SRE:

4.64

ATO:

6.18

PB Ratio

SRE:

1.64

ATO:

1.08

Total Revenue (TTM)

SRE:

$13.70B

ATO:

$4.87B

Gross Profit (TTM)

SRE:

$7.14B

ATO:

$1.73B

EBITDA (TTM)

SRE:

$4.22B

ATO:

$2.45B

Returns By Period

The year-to-date returns for both investments are quite close, with SRE having a 11.10% return and ATO slightly higher at 11.27%. Over the past 10 years, SRE has underperformed ATO with an annualized return of 9.71%, while ATO has yielded a comparatively higher 12.17% annualized return.


SRE

1D
0.25%
1M
2.53%
YTD
11.10%
6M
10.69%
1Y
40.27%
3Y*
12.33%
5Y*
11.60%
10Y*
9.71%

ATO

1D
0.42%
1M
-0.84%
YTD
11.27%
6M
10.75%
1Y
22.38%
3Y*
21.13%
5Y*
16.42%
10Y*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SRE vs. ATO — Risk / Return Rank

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

SRE
SRE Risk / Return Rank: 8787
Overall Rank
SRE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SRE Sortino Ratio Rank: 8484
Sortino Ratio Rank
SRE Omega Ratio Rank: 8484
Omega Ratio Rank
SRE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SRE Martin Ratio Rank: 8989
Martin Ratio Rank

ATO
ATO Risk / Return Rank: 8080
Overall Rank
ATO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ATO Sortino Ratio Rank: 7575
Sortino Ratio Rank
ATO Omega Ratio Rank: 7676
Omega Ratio Rank
ATO Calmar Ratio Rank: 8686
Calmar Ratio Rank
ATO Martin Ratio Rank: 8181
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.

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.


SREATODifference

Sharpe ratio

Return per unit of total volatility

1.84

1.41

+0.43

Sortino ratio

Return per unit of downside risk

2.41

1.90

+0.52

Omega ratio

Gain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

3.27

3.15

+0.12

Martin ratio

Return relative to average drawdown

10.76

6.35

+4.41

SRE vs. ATO - Sharpe Ratio Comparison

The current SRE Sharpe Ratio is 1.84, which is higher than the ATO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SRE and ATO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SREATODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.41

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.89

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.58

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.53

-0.10

Correlation

The correlation between SRE and ATO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SRE vs. ATO - Dividend Comparison

SRE's dividend yield for the trailing twelve months is around 2.66%, more than ATO's 2.02% yield.


TTM20252024202320222021202020192018201720162015
SRE
Sempra Energy
2.66%2.92%2.83%3.18%2.96%3.33%3.28%2.55%3.31%3.08%3.37%2.98%
ATO
Atmos Energy Corporation
2.02%2.15%2.36%2.61%2.48%2.44%2.46%1.92%2.14%2.14%2.31%2.52%

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.


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Drawdown Indicators


SREATODifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-51.94%

+6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-7.20%

-5.24%

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 Drawdown

Current decline from peak

0.00%

-1.64%

+1.64%

Average Drawdown

Average peak-to-trough decline

-10.14%

-8.58%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.57%

+0.21%

Volatility

SRE vs. ATO - Volatility Comparison

Sempra Energy (SRE) has a higher volatility of 5.95% compared to Atmos Energy Corporation (ATO) at 3.82%. 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.


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Volatility by Period


SREATODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

3.82%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

10.27%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

15.96%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.68%

18.46%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.79%

21.21%

+3.58%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.72B
1.34B
(SRE) Total Revenue
(ATO) Total Revenue
Values in USD except per share items