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

Performance

SRE vs. CNP - Performance Comparison

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

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SRE vs. CNP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRE
Sempra Energy
10.82%3.94%21.11%-0.06%20.30%7.39%-12.78%44.01%4.49%9.43%
CNP
CenterPoint Energy, Inc.
13.19%23.74%14.28%-2.12%10.00%32.41%-17.98%0.61%3.70%19.58%

Fundamentals

Market Cap

SRE:

$63.47B

CNP:

$28.31B

EPS

SRE:

$3.01

CNP:

$1.61

PE Ratio

SRE:

32.23

CNP:

26.89

PB Ratio

SRE:

1.64

CNP:

2.54

Total Revenue (TTM)

SRE:

$13.70B

CNP:

$0.00

Gross Profit (TTM)

SRE:

$7.14B

CNP:

-$4.00M

EBITDA (TTM)

SRE:

$4.22B

CNP:

$1.87B

Returns By Period

In the year-to-date period, SRE achieves a 10.82% return, which is significantly lower than CNP's 13.19% return. Over the past 10 years, SRE has underperformed CNP with an annualized return of 9.68%, while CNP has yielded a comparatively higher 10.88% annualized return.


SRE

1D
0.61%
1M
1.64%
YTD
10.82%
6M
10.33%
1Y
40.32%
3Y*
12.24%
5Y*
11.54%
10Y*
9.68%

CNP

1D
0.40%
1M
-0.78%
YTD
13.19%
6M
12.48%
1Y
21.88%
3Y*
16.58%
5Y*
16.70%
10Y*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SRE vs. CNP — Risk / Return Rank

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

SRE
SRE Risk / Return Rank: 8888
Overall Rank
SRE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SRE Sortino Ratio Rank: 8686
Sortino Ratio Rank
SRE Omega Ratio Rank: 8585
Omega Ratio Rank
SRE Calmar Ratio Rank: 8989
Calmar Ratio Rank
SRE Martin Ratio Rank: 9191
Martin Ratio Rank

CNP
CNP Risk / Return Rank: 8080
Overall Rank
CNP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CNP Sortino Ratio Rank: 7777
Sortino Ratio Rank
CNP Omega Ratio Rank: 7373
Omega Ratio Rank
CNP Calmar Ratio Rank: 8383
Calmar Ratio Rank
CNP 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. CNP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sempra Energy (SRE) and CenterPoint Energy, Inc. (CNP). 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.


SRECNPDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.36

+0.48

Sortino ratio

Return per unit of downside risk

2.41

1.89

+0.52

Omega ratio

Gain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratio

Return relative to maximum drawdown

3.51

2.60

+0.90

Martin ratio

Return relative to average drawdown

11.54

6.24

+5.30

SRE vs. CNP - Sharpe Ratio Comparison

The current SRE Sharpe Ratio is 1.84, which is higher than the CNP Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SRE and CNP, 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


SRECNPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.36

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.86

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.42

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.18

+0.26

Correlation

The correlation between SRE and CNP is 0.57, 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. CNP - Dividend Comparison

SRE's dividend yield for the trailing twelve months is around 2.67%, more than CNP's 2.06% yield.


TTM20252024202320222021202020192018201720162015
SRE
Sempra Energy
2.67%2.92%2.83%3.18%2.96%3.33%3.28%2.55%3.31%3.08%3.37%2.98%
CNP
CenterPoint Energy, Inc.
2.06%2.30%2.55%2.70%2.33%2.33%3.42%4.22%3.93%3.77%4.18%5.39%

Drawdowns

SRE vs. CNP - Drawdown Comparison

The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum CNP drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for SRE and CNP.


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Drawdown Indicators


SRECNPDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-89.94%

+44.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-8.39%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-31.62%

-22.81%

-8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-45.00%

-59.80%

+14.80%

Current Drawdown

Current decline from peak

0.00%

-2.22%

+2.22%

Average Drawdown

Average peak-to-trough decline

-10.15%

-32.44%

+22.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.49%

+0.29%

Volatility

SRE vs. CNP - Volatility Comparison

Sempra Energy (SRE) has a higher volatility of 5.97% compared to CenterPoint Energy, Inc. (CNP) at 4.82%. This indicates that SRE's price experiences larger fluctuations and is considered to be riskier than CNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRECNPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

4.82%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

10.83%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

16.16%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.68%

19.62%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.79%

25.83%

-1.04%

Financials

SRE vs. CNP - Financials Comparison

This section allows you to compare key financial metrics between Sempra Energy and CenterPoint 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


-6.00B-4.00B-2.00B0.002.00B4.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.72B
-6.85B
(SRE) Total Revenue
(CNP) Total Revenue
Values in USD except per share items