Duke Energy (DUK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Duke Energy, a component of the S&P 500 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $119.42 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +12.26% |
| Total return over period | +41.17% |
| Annualized volatility | 16.80% |
| Period volatility | 29.00% |
| Sharpe ratio | 0.50 |
| Sortino ratio | 0.71 |
| Max drawdown | -11.59% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.31% |
| Correlation with the S&P 500 | -0.03 |
| Period range | $76.99 – $132.32 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Duke Energy (DUK) has posted an annualized return of +12.26% with annual volatility of 16.80%, a Sharpe ratio of 0.50. Its worst stretch (max drawdown from a peak) was -11.59%. Its correlation with the S&P 500 is -0.03, 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 DUK would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with DUK →
Other Utilities stocks
Is it part of the S&P 500?
Yes, Duke Energy (DUK) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio