DTE Energy (DTE): analysis and statistics
Return, volatility, Sharpe ratio and risk for DTE Energy, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $141.77 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +11.25% |
| Total return over period | +37.45% |
| Annualized volatility | 18.36% |
| Sharpe ratio | 0.41 |
| Sortino ratio | 0.57 |
| Max drawdown | -16.00% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.63% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $85.77 – $154.43 |
| Trading days analyzed | 752 |
Over the last 3.0 years, DTE Energy (DTE) has posted an annualized return of +11.25% with annual volatility of 18.36%, a Sharpe ratio of 0.41. Its worst stretch (max drawdown from a peak) was -16.00%. Its correlation with the S&P 500 is 0.16, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DTE would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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