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. Data as of 2026-10-29.
| Last close price | $123.57 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +16.24% |
| Total return over period | +56.67% |
| Annualized volatility | 16.71% |
| Period volatility | 28.87% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.53 |
| Sortino ratio | 2.23 |
| Max drawdown | -14.42% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.24% |
| Correlation with the S&P 500 | -0.06 |
| Period range | $78.41 – $132.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Duke Energy (DUK) has posted an annualized return of +16.24% with annual volatility of 16.71%, a Sharpe ratio of 1.53. Its worst stretch (max drawdown from a peak) was -14.42%. Its correlation with the S&P 500 is -0.06, 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