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Ameren Corporation (AEE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0236081024
CUSIP023608102
SectorUtilities
IndustryUtilities—Regulated Electric

Highlights

Market Cap$19.69B
EPS$4.38
PE Ratio16.87
PEG Ratio2.74
Revenue (TTM)$7.26B
Gross Profit (TTM)$3.34B
EBITDA (TTM)$3.14B
Year Range$66.42 - $88.24
Target Price$76.13
Short %1.85%
Short Ratio2.49

Share Price Chart


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Ameren Corporation

Popular comparisons: AEE vs. CMS, AEE vs. AEP, AEE vs. NEE, AEE vs. SRE, AEE vs. RWE.DE, AEE vs. AWK, AEE vs. ED, AEE vs. SPY, AEE vs. MSFT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ameren Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
0.79%
18.82%
AEE (Ameren Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Ameren Corporation had a return of 3.76% year-to-date (YTD) and -14.56% in the last 12 months. Over the past 10 years, Ameren Corporation had an annualized return of 9.38%, while the S&P 500 had an annualized return of 10.42%, indicating that Ameren Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.76%5.05%
1 month3.77%-4.27%
6 months0.79%18.82%
1 year-14.56%21.22%
5 years (annualized)3.48%11.38%
10 years (annualized)9.38%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.83%2.33%4.84%
2023-4.84%1.18%2.48%-6.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AEE is 21, indicating that it is in the bottom 21% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of AEE is 2121
Ameren Corporation(AEE)
The Sharpe Ratio Rank of AEE is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of AEE is 1919Sortino Ratio Rank
The Omega Ratio Rank of AEE is 1919Omega Ratio Rank
The Calmar Ratio Rank of AEE is 2121Calmar Ratio Rank
The Martin Ratio Rank of AEE is 2828Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ameren Corporation (AEE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AEE
Sharpe ratio
The chart of Sharpe ratio for AEE, currently valued at -0.68, compared to the broader market-2.00-1.000.001.002.003.00-0.68
Sortino ratio
The chart of Sortino ratio for AEE, currently valued at -0.82, compared to the broader market-4.00-2.000.002.004.00-0.82
Omega ratio
The chart of Omega ratio for AEE, currently valued at 0.90, compared to the broader market0.501.001.500.90
Calmar ratio
The chart of Calmar ratio for AEE, currently valued at -0.51, compared to the broader market0.001.002.003.004.005.00-0.51
Martin ratio
The chart of Martin ratio for AEE, currently valued at -0.99, compared to the broader market0.0010.0020.0030.00-0.99
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Ameren Corporation Sharpe ratio is -0.68. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.68
1.81
AEE (Ameren Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Ameren Corporation granted a 3.44% dividend yield in the last twelve months. The annual payout for that period amounted to $2.56 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.56$2.52$2.36$2.20$2.00$1.92$1.85$1.78$1.72$1.66$1.61$1.60

Dividend yield

3.44%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%4.42%

Monthly Dividends

The table displays the monthly dividend distributions for Ameren Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.67
2023$0.00$0.00$0.63$0.00$0.00$0.63$0.00$0.00$0.63$0.00$0.00$0.63
2022$0.00$0.00$0.59$0.00$0.00$0.59$0.00$0.00$0.59$0.00$0.00$0.59
2021$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.55
2020$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.52
2019$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.50
2018$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.48
2017$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.46
2016$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.44
2015$0.00$0.00$0.41$0.00$0.00$0.41$0.00$0.00$0.41$0.00$0.00$0.43
2014$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.41
2013$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.4%
Ameren Corporation has a dividend yield of 3.44%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%58.6%
Ameren Corporation has a payout ratio of 58.58%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-19.83%
-4.64%
AEE (Ameren Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Ameren Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ameren Corporation was 60.57%, occurring on Mar 9, 2009. Recovery took 1248 trading sessions.

The current Ameren Corporation drawdown is 19.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.57%Dec 26, 2007302Mar 9, 20091248Feb 21, 20141550
-35.96%Feb 3, 1987180Oct 19, 1987962Aug 8, 19911142
-30.37%Oct 6, 1998357Mar 6, 2000112Aug 14, 2000469
-30.34%Sep 29, 1993156May 11, 19941110Oct 1, 19981266
-29.09%Mar 5, 202013Mar 23, 2020271Apr 20, 2021284

Volatility

Volatility Chart

The current Ameren Corporation volatility is 5.87%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
5.87%
3.30%
AEE (Ameren Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Ameren Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items