SRE vs. ATO
Compare and contrast key facts about Sempra Energy (SRE) and Atmos Energy Corporation (ATO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRE or ATO.
Performance
SRE vs. ATO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SRE having a 26.42% return and ATO slightly higher at 27.59%. Over the past 10 years, SRE has underperformed ATO with an annualized return of 8.58%, while ATO has yielded a comparatively higher 13.26% annualized return.
SRE
26.42%
7.62%
19.80%
31.94%
8.25%
8.58%
ATO
27.59%
1.14%
23.76%
30.76%
8.66%
13.26%
Fundamentals
| SRE | ATO | |
|---|---|---|
| Market Cap | $58.40B | $22.79B |
| EPS | $4.54 | $6.80 |
| PE Ratio | 20.31 | 21.59 |
| PEG Ratio | 2.54 | 3.47 |
| Total Revenue (TTM) | $12.67B | $3.51B |
| Gross Profit (TTM) | $3.80B | $1.64B |
| EBITDA (TTM) | $3.75B | $1.68B |
Key characteristics
| SRE | ATO | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.13 |
| Sortino Ratio | 2.55 | 3.10 |
| Omega Ratio | 1.31 | 1.38 |
| Calmar Ratio | 1.61 | 3.21 |
| Martin Ratio | 6.87 | 11.96 |
| Ulcer Index | 4.71% | 2.61% |
| Daily Std Dev | 18.95% | 14.64% |
| Max Drawdown | -45.00% | -51.94% |
| Current Drawdown | -0.01% | -1.31% |
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Correlation
The correlation between SRE and ATO is 0.52, 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.
Risk-Adjusted Performance
SRE vs. ATO - Risk-Adjusted Performance 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.
Dividends
SRE vs. ATO - Dividend Comparison
SRE's dividend yield for the trailing twelve months is around 2.66%, more than ATO's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRE Sempra Energy | 2.66% | 3.18% | 2.96% | 3.33% | 3.28% | 2.56% | 3.31% | 3.08% | 3.04% | 2.98% | 2.37% | 2.81% |
ATO Atmos Energy Corporation | 2.22% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% | 2.69% | 3.13% |
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. For additional features, visit the drawdowns tool.
Volatility
SRE vs. ATO - Volatility Comparison
Sempra Energy (SRE) has a higher volatility of 9.15% compared to Atmos Energy Corporation (ATO) at 4.25%. 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.
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