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WTRG vs. DUK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WTRG and DUK is 0.34, 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

WTRG vs. DUK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Essential Utilities, Inc. (WTRG) and Duke Energy Corporation (DUK). The values are adjusted to include any dividend payments, if applicable.

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,327.44%
2,791.86%
WTRG
DUK

Key characteristics

Sharpe Ratio

WTRG:

0.12

DUK:

1.08

Sortino Ratio

WTRG:

0.31

DUK:

1.59

Omega Ratio

WTRG:

1.04

DUK:

1.19

Calmar Ratio

WTRG:

0.08

DUK:

1.19

Martin Ratio

WTRG:

0.46

DUK:

4.65

Ulcer Index

WTRG:

5.45%

DUK:

3.82%

Daily Std Dev

WTRG:

21.16%

DUK:

16.42%

Max Drawdown

WTRG:

-47.95%

DUK:

-71.92%

Current Drawdown

WTRG:

-26.14%

DUK:

-9.48%

Fundamentals

Market Cap

WTRG:

$10.43B

DUK:

$83.34B

EPS

WTRG:

$1.99

DUK:

$5.57

PE Ratio

WTRG:

19.09

DUK:

19.37

PEG Ratio

WTRG:

2.60

DUK:

2.54

Total Revenue (TTM)

WTRG:

$1.96B

DUK:

$30.21B

Gross Profit (TTM)

WTRG:

$891.75M

DUK:

$14.74B

EBITDA (TTM)

WTRG:

$1.08B

DUK:

$14.29B

Returns By Period

In the year-to-date period, WTRG achieves a 0.63% return, which is significantly lower than DUK's 16.14% return. Over the past 10 years, WTRG has underperformed DUK with an annualized return of 5.76%, while DUK has yielded a comparatively higher 7.01% annualized return.


WTRG

YTD

0.63%

1M

-7.62%

6M

-0.71%

1Y

1.20%

5Y*

-2.18%

10Y*

5.76%

DUK

YTD

16.14%

1M

-4.80%

6M

10.51%

1Y

16.96%

5Y*

7.94%

10Y*

7.01%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WTRG vs. DUK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential Utilities, Inc. (WTRG) and Duke Energy Corporation (DUK). 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 WTRG, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.121.08
The chart of Sortino ratio for WTRG, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.311.59
The chart of Omega ratio for WTRG, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.19
The chart of Calmar ratio for WTRG, currently valued at 0.08, compared to the broader market0.002.004.006.000.081.19
The chart of Martin ratio for WTRG, currently valued at 0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.000.464.65
WTRG
DUK

The current WTRG Sharpe Ratio is 0.12, which is lower than the DUK Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of WTRG and DUK, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.12
1.08
WTRG
DUK

Dividends

WTRG vs. DUK - Dividend Comparison

WTRG's dividend yield for the trailing twelve months is around 3.48%, less than DUK's 3.82% yield.


TTM20232022202120202019201820172016201520142013
WTRG
Essential Utilities, Inc.
3.48%3.18%2.33%1.93%2.05%1.93%2.48%2.02%2.46%2.30%2.37%2.48%
DUK
Duke Energy Corporation
3.82%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%4.48%

Drawdowns

WTRG vs. DUK - Drawdown Comparison

The maximum WTRG drawdown since its inception was -47.95%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for WTRG and DUK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.14%
-9.48%
WTRG
DUK

Volatility

WTRG vs. DUK - Volatility Comparison

Essential Utilities, Inc. (WTRG) has a higher volatility of 6.07% compared to Duke Energy Corporation (DUK) at 4.83%. This indicates that WTRG's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.07%
4.83%
WTRG
DUK

Financials

WTRG vs. DUK - Financials Comparison

This section allows you to compare key financial metrics between Essential Utilities, Inc. and Duke Energy Corporation. 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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