Duke Energy (DUK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Duke Energy, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $126.28 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +14.91% |
| Total return over period | +51.38% |
| Annualized volatility | 16.92% |
| Sharpe ratio | 0.66 |
| Sortino ratio | 0.95 |
| Max drawdown | -11.59% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.28% |
| Correlation with the S&P 500 | -0.02 |
| Period range | $76.99 – $132.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Duke Energy (DUK) has posted an annualized return of +14.91% with annual volatility of 16.92%, a Sharpe ratio of 0.66. Its worst stretch (max drawdown from a peak) was -11.59%. Its correlation with the S&P 500 is -0.02, 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 S&P 500 stocks, try the optimizer.
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