DTE Energy (DTE): analysis and statistics
Return, volatility, Sharpe ratio and risk for DTE Energy, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $131.96 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +14.44% |
| Total return over period | +49.55% |
| Annualized volatility | 18.05% |
| Period volatility | 31.18% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.19 |
| Sortino ratio | 1.69 |
| Max drawdown | -21.76% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.50% |
| Correlation with the S&P 500 | 0.15 |
| Period range | $87.69 – $154.43 |
| Trading days analyzed | 752 |
Over the last 3.0 years, DTE Energy (DTE) has posted an annualized return of +14.44% with annual volatility of 18.05%, a Sharpe ratio of 1.19. Its worst stretch (max drawdown from a peak) was -21.76%. Its correlation with the S&P 500 is 0.15, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, DTE Energy (DTE) is of the S&P 500.
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