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SRE vs. CNP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.0
Correlation: 0.6

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.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,114.83%
416.38%
SRE
CNP

Key characteristics

Sharpe Ratio

SRE:

-0.14

CNP:

1.55

Sortino Ratio

SRE:

0.01

CNP:

2.00

Omega Ratio

SRE:

1.00

CNP:

1.28

Calmar Ratio

SRE:

-0.14

CNP:

1.69

Martin Ratio

SRE:

-0.42

CNP:

5.28

Ulcer Index

SRE:

9.92%

CNP:

6.02%

Daily Std Dev

SRE:

29.66%

CNP:

20.53%

Max Drawdown

SRE:

-45.00%

CNP:

-88.40%

Current Drawdown

SRE:

-29.37%

CNP:

-3.43%

Fundamentals

Market Cap

SRE:

$42.95B

CNP:

$23.55B

EPS

SRE:

$4.42

CNP:

$1.58

PE Ratio

SRE:

14.91

CNP:

22.84

PEG Ratio

SRE:

1.73

CNP:

2.51

Total Revenue (TTM)

SRE:

$9.51B

CNP:

$6.02B

Gross Profit (TTM)

SRE:

$3.89B

CNP:

$2.85B

EBITDA (TTM)

SRE:

$3.91B

CNP:

$2.50B

Returns By Period

In the year-to-date period, SRE achieves a -24.21% return, which is significantly lower than CNP's 14.45% return. Over the past 10 years, SRE has underperformed CNP with an annualized return of 5.09%, while CNP has yielded a comparatively higher 9.44% annualized return.


SRE

YTD

-24.21%

1M

-7.53%

6M

-18.96%

1Y

-4.02%

5Y*

8.27%

10Y*

5.09%

CNP

YTD

14.45%

1M

6.68%

6M

19.78%

1Y

32.00%

5Y*

25.22%

10Y*

9.44%

*Annualized

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Risk-Adjusted Performance

SRE vs. CNP — Risk-Adjusted Performance Rank

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

SRE
The Risk-Adjusted Performance Rank of SRE is 4545
Overall Rank
The Sharpe Ratio Rank of SRE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SRE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of SRE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SRE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SRE is 4747
Martin Ratio Rank

CNP
The Risk-Adjusted Performance Rank of CNP is 8989
Overall Rank
The Sharpe Ratio Rank of CNP is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of CNP is 8686
Sortino Ratio Rank
The Omega Ratio Rank of CNP is 8787
Omega Ratio Rank
The Calmar Ratio Rank of CNP is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CNP is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SRE vs. CNP - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SRE, currently valued at -0.14, compared to the broader market-2.00-1.000.001.002.00
SRE: -0.14
CNP: 1.55
The chart of Sortino ratio for SRE, currently valued at 0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
SRE: 0.01
CNP: 2.00
The chart of Omega ratio for SRE, currently valued at 1.00, compared to the broader market0.501.001.502.00
SRE: 1.00
CNP: 1.28
The chart of Calmar ratio for SRE, currently valued at -0.14, compared to the broader market0.001.002.003.004.00
SRE: -0.14
CNP: 1.69
The chart of Martin ratio for SRE, currently valued at -0.42, compared to the broader market-10.000.0010.0020.00
SRE: -0.42
CNP: 5.28

The current SRE Sharpe Ratio is -0.14, which is lower than the CNP Sharpe Ratio of 1.55. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.14
1.55
SRE
CNP

Dividends

SRE vs. CNP - Dividend Comparison

SRE's dividend yield for the trailing twelve months is around 3.80%, more than CNP's 2.30% yield.


TTM20242023202220212020201920182017201620152014
SRE
Sempra Energy
3.80%2.83%3.18%2.96%3.33%3.28%2.56%3.31%3.08%3.04%2.98%2.37%
CNP
CenterPoint Energy, Inc.
2.30%2.55%2.70%2.33%2.33%3.42%4.22%3.94%3.78%4.19%5.40%4.06%

Drawdowns

SRE vs. CNP - Drawdown Comparison

The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum CNP drawdown of -88.40%. Use the drawdown chart below to compare losses from any high point for SRE and CNP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.37%
-3.43%
SRE
CNP

Volatility

SRE vs. CNP - Volatility Comparison

Sempra Energy (SRE) has a higher volatility of 10.02% compared to CenterPoint Energy, Inc. (CNP) at 5.84%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.02%
5.84%
SRE
CNP

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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