SRE vs. EMN
SRE (Sempra Energy) and EMN (Eastman Chemical Company) are both stocks. SRE operates in Utilities - Diversified (Utilities), while EMN operates in Chemicals (Basic Materials). Over the past 10 years, SRE returned 8.64%/yr vs 3.93%/yr for EMN. At a 0.31 correlation, their price movements are largely independent.
Performance
SRE vs. EMN - Performance Comparison
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Returns By Period
In the year-to-date period, SRE achieves a 4.90% return, which is significantly lower than EMN's 15.38% return. Over the past 10 years, SRE has outperformed EMN with an annualized return of 8.64%, while EMN has yielded a comparatively lower 3.93% annualized return.
SRE
- 1D
- 1.03%
- 1M
- -0.89%
- YTD
- 4.90%
- 6M
- 5.14%
- 1Y
- 27.98%
- 3Y*
- 12.07%
- 5Y*
- 9.70%
- 10Y*
- 8.64%
EMN
- 1D
- -0.73%
- 1M
- -1.82%
- YTD
- 15.38%
- 6M
- 16.40%
- 1Y
- 1.74%
- 3Y*
- 1.12%
- 5Y*
- -5.82%
- 10Y*
- 3.93%
SRE vs. EMN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRE Sempra Energy | 4.90% | 3.94% | 21.11% | -0.06% | 20.30% | 7.39% | -12.78% | 44.01% | 4.49% | 9.43% |
EMN Eastman Chemical Company | 15.38% | -26.87% | 5.11% | 14.66% | -30.38% | 23.54% | 31.78% | 12.01% | -19.10% | 26.28% |
Correlation
The correlation between SRE and EMN is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 1998 | 0.31 |
Fundamentals
SRE:
$3.17
EMN:
$4.61
SRE:
28.91
EMN:
15.62
SRE:
4.40
EMN:
0.72
SRE:
$13.61B
EMN:
$8.64B
SRE:
$4.94B
EMN:
$1.71B
SRE:
$4.51B
EMN:
$1.06B
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Return for Risk
SRE vs. EMN — Risk / Return Rank
SRE
EMN
SRE vs. EMN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sempra Energy (SRE) and Eastman Chemical Company (EMN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SRE | EMN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.05 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 0.06 | +2.16 |
| Martin ratioReturn relative to average drawdown | 6.07 | 0.11 | +5.96 |
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Drawdowns
SRE vs. EMN - Drawdown Comparison
The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum EMN drawdown of -76.11%. Use the drawdown chart below to compare losses from any high point for SRE and EMN.
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Drawdown Indicators
| SRE | EMN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.00% | -76.11% | +31.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -30.02% | +17.37% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -48.40% | +16.78% |
Max Drawdown (5Y)Largest decline over 5 years | -31.62% | -49.35% | +17.73% |
Max Drawdown (10Y)Largest decline over 10 years | -45.00% | -62.74% | +17.74% |
Current DrawdownCurrent decline from peak | -7.79% | -32.96% | +25.17% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -19.15% | +9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 16.01% | -11.39% |
Volatility
SRE vs. EMN - Volatility Comparison
The current volatility for Sempra Energy (SRE) is 6.33%, while Eastman Chemical Company (EMN) has a volatility of 8.73%. This indicates that SRE experiences smaller price fluctuations and is considered to be less risky than EMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRE | EMN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 8.73% | -2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 23.57% | -9.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 38.78% | -19.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.81% | 32.11% | -9.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.90% | 31.88% | -6.98% |
Dividends
SRE vs. EMN - Dividend Comparison
SRE's dividend yield for the trailing twelve months is around 3.22%, less than EMN's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMN Eastman Chemical Company | 4.66% | 5.22% | 3.57% | 3.54% | 3.77% | 2.34% | 2.66% | 3.18% | 3.15% | 2.26% | 2.51% | 2.46% |
SRE Sempra Energy | 3.22% | 2.92% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.55% | 3.31% | 3.08% | 3.37% | 2.98% |
Financials
SRE vs. EMN - Financials Comparison
This section allows you to compare key financial metrics between Sempra Energy and Eastman Chemical 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.
Total Revenue: Total amount of money received from sales and other business activities
SRE vs. EMN - Profitability Comparison
SRE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported a gross profit of 2.08B and revenue of 3.66B. Therefore, the gross margin over that period was 56.9%.
EMN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eastman Chemical Company reported a gross profit of 431.00M and revenue of 2.18B. Therefore, the gross margin over that period was 19.8%.
SRE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported an operating income of 0.00 and revenue of 3.66B, resulting in an operating margin of 0.0%.
EMN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eastman Chemical Company reported an operating income of 193.00M and revenue of 2.18B, resulting in an operating margin of 8.9%.
SRE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported a net income of 1.15B and revenue of 3.66B, resulting in a net margin of 31.5%.
EMN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eastman Chemical Company reported a net income of 107.00M and revenue of 2.18B, resulting in a net margin of 4.9%.
Frequently Asked Questions
SRE and EMN have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMN has higher volatility (8.73%) compared to SRE (6.33%). In terms of maximum drawdown, SRE dropped -45.00% vs EMN's -76.11%.
SRE currently has the higher Sharpe Ratio (1.43 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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