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

Performance

SRE vs. SR - Performance Comparison

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

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Returns By Period

In the year-to-date period, SRE achieves a 4.90% return, which is significantly higher than SR's -6.37% return. Over the past 10 years, SRE has outperformed SR with an annualized return of 8.64%, while SR has yielded a comparatively lower 4.91% 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%

SR

1D
-1.44%
1M
-11.80%
YTD
-6.37%
6M
-6.45%
1Y
8.45%
3Y*
11.41%
5Y*
5.99%
10Y*
4.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRE vs. SR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRE
Sempra Energy
4.90%3.94%21.11%-0.06%20.30%7.39%-12.78%44.01%4.49%9.43%
SR
Spire Inc.
-6.37%27.08%14.12%-5.26%9.81%5.86%-20.18%15.81%1.74%19.88%

Correlation

The correlation between SRE and SR is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Jun 29, 1998

0.47

The correlation between SRE and SR shifts across timeframes, from 0.47 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SRE:

$59.88B

SR:

$4.50B

EPS

SRE:

$3.17

SR:

$6.06

PE Ratio

SRE:

28.91

SR:

12.53

PS Ratio

SRE:

4.40

SR:

1.81

PB Ratio

SRE:

1.52

SR:

1.32

Total Revenue (TTM)

SRE:

$13.61B

SR:

$2.47B

Gross Profit (TTM)

SRE:

$4.94B

SR:

$1.81B

EBITDA (TTM)

SRE:

$4.51B

SR:

$721.80M

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Return for Risk

SRE vs. SR — Risk / Return Rank

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

SRE
SRE Risk / Return Rank: 7878
Overall Rank
SRE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SRE Sortino Ratio Rank: 7676
Sortino Ratio Rank
SRE Omega Ratio Rank: 7575
Omega Ratio Rank
SRE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SRE Martin Ratio Rank: 8080
Martin Ratio Rank

SR
SR Risk / Return Rank: 5353
Overall Rank
SR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SR Sortino Ratio Rank: 4949
Sortino Ratio Rank
SR Omega Ratio Rank: 4848
Omega Ratio Rank
SR Calmar Ratio Rank: 5252
Calmar Ratio Rank
SR Martin Ratio Rank: 5757
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. SR - Risk-Adjusted Trends Comparison

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


SRESRDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.25

1.09

+0.16

Calmar ratioReturn relative to maximum drawdown

2.22

0.44

+1.78

Martin ratioReturn relative to average drawdown

6.07

1.40

+4.67

SRE vs. SR - Sharpe Ratio Comparison

The current SRE Sharpe Ratio is 1.43, which is higher than the SR Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of SRE and SR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SRE vs. SR - Drawdown Comparison

The maximum SRE drawdown since its inception was -45.00%, roughly equal to the maximum SR drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for SRE and SR.


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Drawdown Indicators


SRESRDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-45.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-19.39%

+6.74%

Max Drawdown (3Y)

Largest decline over 3 years

-31.62%

-19.39%

-12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-31.62%

-26.05%

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-45.00%

-39.53%

-5.47%

Current Drawdown

Current decline from peak

-7.79%

-19.39%

+11.60%

Average Drawdown

Average peak-to-trough decline

-10.12%

-9.49%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

6.05%

-1.43%

Volatility

SRE vs. SR - Volatility Comparison

Sempra Energy (SRE) has a higher volatility of 6.33% compared to Spire Inc. (SR) at 5.63%. This indicates that SRE's price experiences larger fluctuations and is considered to be riskier than SR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRESRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

5.63%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.46%

13.30%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

18.45%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

21.29%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.90%

24.38%

+0.52%

Dividends

SRE vs. SR - Dividend Comparison

SRE's dividend yield for the trailing twelve months is around 3.22%, less than SR's 4.29% yield.


PositionTTM20252024202320222021202020192018201720162015
SR
Spire Inc.
4.29%3.85%4.50%4.68%4.03%4.04%3.93%2.88%3.08%2.84%3.09%3.15%
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. SR - Financials Comparison

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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
3.66B
956.50M
(SRE) Total Revenue
(SR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SRE and SR have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRE has higher volatility (6.33%) compared to SR (5.63%). In terms of maximum drawdown, SRE dropped -45.00% vs SR's -45.00%.

SRE currently has the higher Sharpe Ratio (1.43 vs 0.46), 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.

Portfolio Optimizer

Find the right allocation for SRE and SR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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