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

Correlation

The correlation between SRE and COP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SRE vs. COP - Performance Comparison

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

1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,472.90%
1,090.75%
SRE
COP

Key characteristics

Sharpe Ratio

SRE:

1.15

COP:

-0.71

Sortino Ratio

SRE:

1.77

COP:

-0.91

Omega Ratio

SRE:

1.21

COP:

0.89

Calmar Ratio

SRE:

1.07

COP:

-0.59

Martin Ratio

SRE:

4.37

COP:

-1.17

Ulcer Index

SRE:

4.91%

COP:

13.71%

Daily Std Dev

SRE:

18.62%

COP:

22.54%

Max Drawdown

SRE:

-45.00%

COP:

-70.66%

Current Drawdown

SRE:

-8.55%

COP:

-27.24%

Fundamentals

Market Cap

SRE:

$55.08B

COP:

$127.11B

EPS

SRE:

$4.54

COP:

$8.43

PE Ratio

SRE:

19.15

COP:

11.66

PEG Ratio

SRE:

2.07

COP:

8.24

Total Revenue (TTM)

SRE:

$12.67B

COP:

$55.68B

Gross Profit (TTM)

SRE:

$3.80B

COP:

$17.32B

EBITDA (TTM)

SRE:

$5.03B

COP:

$25.18B

Returns By Period

In the year-to-date period, SRE achieves a 18.84% return, which is significantly higher than COP's -15.70% return. Over the past 10 years, SRE has outperformed COP with an annualized return of 7.83%, while COP has yielded a comparatively lower 6.57% annualized return.


SRE

YTD

18.84%

1M

-7.19%

6M

16.64%

1Y

21.43%

5Y*

6.16%

10Y*

7.83%

COP

YTD

-15.70%

1M

-15.84%

6M

-13.29%

1Y

-16.15%

5Y*

12.47%

10Y*

6.57%

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Risk-Adjusted Performance

SRE vs. COP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sempra Energy (SRE) and ConocoPhillips Company (COP). 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 1.15, compared to the broader market-4.00-2.000.002.001.15-0.72
The chart of Sortino ratio for SRE, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.77-0.93
The chart of Omega ratio for SRE, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.89
The chart of Calmar ratio for SRE, currently valued at 1.07, compared to the broader market0.002.004.006.001.07-0.59
The chart of Martin ratio for SRE, currently valued at 4.37, compared to the broader market0.0010.0020.004.37-1.17
SRE
COP

The current SRE Sharpe Ratio is 1.15, which is higher than the COP Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of SRE and COP, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.15
-0.72
SRE
COP

Dividends

SRE vs. COP - Dividend Comparison

SRE's dividend yield for the trailing twelve months is around 2.88%, less than COP's 3.28% yield.


TTM20232022202120202019201820172016201520142013
SRE
Sempra Energy
2.88%3.18%2.96%3.33%3.28%2.56%3.31%3.08%3.04%2.98%2.37%2.81%
COP
ConocoPhillips Company
3.28%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%

Drawdowns

SRE vs. COP - Drawdown Comparison

The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum COP drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for SRE and COP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.55%
-27.24%
SRE
COP

Volatility

SRE vs. COP - Volatility Comparison

The current volatility for Sempra Energy (SRE) is 5.10%, while ConocoPhillips Company (COP) has a volatility of 6.53%. This indicates that SRE experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.10%
6.53%
SRE
COP

Financials

SRE vs. COP - Financials Comparison

This section allows you to compare key financial metrics between Sempra Energy and ConocoPhillips Company. 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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