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XEL vs. DTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XEL and DTE is 0.42, 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: 0.4

Performance

XEL vs. DTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xcel Energy Inc. (XEL) and DTE Energy Company (DTE). The values are adjusted to include any dividend payments, if applicable.

3,500.00%4,000.00%4,500.00%5,000.00%5,500.00%6,000.00%NovemberDecember2025FebruaryMarchApril
3,924.73%
5,819.61%
XEL
DTE

Key characteristics

Sharpe Ratio

XEL:

1.48

DTE:

1.41

Sortino Ratio

XEL:

2.07

DTE:

1.86

Omega Ratio

XEL:

1.27

DTE:

1.26

Calmar Ratio

XEL:

1.05

DTE:

1.68

Martin Ratio

XEL:

6.84

DTE:

6.49

Ulcer Index

XEL:

4.29%

DTE:

4.11%

Daily Std Dev

XEL:

19.89%

DTE:

18.91%

Max Drawdown

XEL:

-80.64%

DTE:

-67.92%

Current Drawdown

XEL:

-4.35%

DTE:

-3.39%

Fundamentals

Market Cap

XEL:

$40.49B

DTE:

$28.43B

EPS

XEL:

$3.44

DTE:

$6.77

PE Ratio

XEL:

20.43

DTE:

20.23

PEG Ratio

XEL:

2.80

DTE:

3.28

PS Ratio

XEL:

3.01

DTE:

2.28

PB Ratio

XEL:

2.11

DTE:

2.42

Total Revenue (TTM)

XEL:

$13.71B

DTE:

$9.28B

Gross Profit (TTM)

XEL:

$6.88B

DTE:

$10.09B

EBITDA (TTM)

XEL:

$5.59B

DTE:

$3.07B

Returns By Period

In the year-to-date period, XEL achieves a 3.90% return, which is significantly lower than DTE's 12.51% return. Both investments have delivered pretty close results over the past 10 years, with XEL having a 10.55% annualized return and DTE not far behind at 10.46%.


XEL

YTD

3.90%

1M

0.12%

6M

8.83%

1Y

29.94%

5Y*

4.52%

10Y*

10.55%

DTE

YTD

12.51%

1M

-0.71%

6M

8.31%

1Y

25.49%

5Y*

12.70%

10Y*

10.46%

*Annualized

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Risk-Adjusted Performance

XEL vs. DTE — Risk-Adjusted Performance Rank

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

XEL
The Risk-Adjusted Performance Rank of XEL is 8888
Overall Rank
The Sharpe Ratio Rank of XEL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of XEL is 8787
Sortino Ratio Rank
The Omega Ratio Rank of XEL is 8585
Omega Ratio Rank
The Calmar Ratio Rank of XEL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of XEL is 9191
Martin Ratio Rank

DTE
The Risk-Adjusted Performance Rank of DTE is 8888
Overall Rank
The Sharpe Ratio Rank of DTE is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DTE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DTE is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DTE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DTE is 9090
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.

XEL vs. DTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xcel Energy Inc. (XEL) and DTE Energy Company (DTE). 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.


The chart of Sharpe ratio for XEL, currently valued at 1.48, compared to the broader market-2.00-1.000.001.002.003.00
XEL: 1.48
DTE: 1.41
The chart of Sortino ratio for XEL, currently valued at 2.07, compared to the broader market-6.00-4.00-2.000.002.004.00
XEL: 2.07
DTE: 1.86
The chart of Omega ratio for XEL, currently valued at 1.27, compared to the broader market0.501.001.502.00
XEL: 1.27
DTE: 1.26
The chart of Calmar ratio for XEL, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.00
XEL: 1.05
DTE: 1.68
The chart of Martin ratio for XEL, currently valued at 6.84, compared to the broader market-5.000.005.0010.0015.0020.00
XEL: 6.84
DTE: 6.49

The current XEL Sharpe Ratio is 1.48, which is comparable to the DTE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of XEL and DTE, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.48
1.41
XEL
DTE

Dividends

XEL vs. DTE - Dividend Comparison

XEL's dividend yield for the trailing twelve months is around 3.21%, more than DTE's 3.13% yield.


TTM20242023202220212020201920182017201620152014
XEL
Xcel Energy Inc.
3.21%2.43%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%3.34%
DTE
DTE Energy Company
3.13%3.44%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%

Drawdowns

XEL vs. DTE - Drawdown Comparison

The maximum XEL drawdown since its inception was -80.64%, which is greater than DTE's maximum drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for XEL and DTE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.35%
-3.39%
XEL
DTE

Volatility

XEL vs. DTE - Volatility Comparison

Xcel Energy Inc. (XEL) and DTE Energy Company (DTE) have volatilities of 9.28% and 8.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%NovemberDecember2025FebruaryMarchApril
9.28%
8.92%
XEL
DTE

Financials

XEL vs. DTE - Financials Comparison

This section allows you to compare key financial metrics between Xcel Energy Inc. and DTE Energy 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