PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AEE vs. AEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEE and AEP is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

AEE vs. AEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ameren Corporation (AEE) and American Electric Power Company, Inc. (AEP). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.60%
7.98%
AEE
AEP

Key characteristics

Sharpe Ratio

AEE:

1.79

AEP:

1.06

Sortino Ratio

AEE:

2.64

AEP:

1.59

Omega Ratio

AEE:

1.31

AEP:

1.19

Calmar Ratio

AEE:

1.11

AEP:

0.84

Martin Ratio

AEE:

8.62

AEP:

4.00

Ulcer Index

AEE:

3.53%

AEP:

4.90%

Daily Std Dev

AEE:

17.04%

AEP:

18.51%

Max Drawdown

AEE:

-60.57%

AEP:

-62.75%

Current Drawdown

AEE:

-3.60%

AEP:

-11.13%

Fundamentals

Market Cap

AEE:

$23.67B

AEP:

$48.95B

EPS

AEE:

$4.25

AEP:

$4.96

PE Ratio

AEE:

20.87

AEP:

18.53

PEG Ratio

AEE:

2.81

AEP:

1.48

Total Revenue (TTM)

AEE:

$7.30B

AEP:

$19.65B

Gross Profit (TTM)

AEE:

$2.51B

AEP:

$10.73B

EBITDA (TTM)

AEE:

$3.49B

AEP:

$7.65B

Returns By Period

In the year-to-date period, AEE achieves a 29.97% return, which is significantly higher than AEP's 18.36% return. Over the past 10 years, AEE has outperformed AEP with an annualized return of 10.05%, while AEP has yielded a comparatively lower 7.86% annualized return.


AEE

YTD

29.97%

1M

-2.40%

6M

31.56%

1Y

30.46%

5Y*

6.78%

10Y*

10.05%

AEP

YTD

18.36%

1M

-5.35%

6M

8.32%

1Y

19.60%

5Y*

3.36%

10Y*

7.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AEE vs. AEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameren Corporation (AEE) and American Electric Power Company, Inc. (AEP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AEE, currently valued at 1.79, compared to the broader market-4.00-2.000.002.001.791.06
The chart of Sortino ratio for AEE, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.641.59
The chart of Omega ratio for AEE, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.19
The chart of Calmar ratio for AEE, currently valued at 1.11, compared to the broader market0.002.004.006.001.110.84
The chart of Martin ratio for AEE, currently valued at 8.62, compared to the broader market0.0010.0020.008.624.00
AEE
AEP

The current AEE Sharpe Ratio is 1.79, which is higher than the AEP Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of AEE and AEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.79
1.06
AEE
AEP

Dividends

AEE vs. AEP - Dividend Comparison

AEE's dividend yield for the trailing twelve months is around 2.95%, less than AEP's 3.86% yield.


TTM20232022202120202019201820172016201520142013
AEE
Ameren Corporation
2.95%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%4.42%
AEP
American Electric Power Company, Inc.
3.86%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%

Drawdowns

AEE vs. AEP - Drawdown Comparison

The maximum AEE drawdown since its inception was -60.57%, roughly equal to the maximum AEP drawdown of -62.75%. Use the drawdown chart below to compare losses from any high point for AEE and AEP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.60%
-11.13%
AEE
AEP

Volatility

AEE vs. AEP - Volatility Comparison

Ameren Corporation (AEE) and American Electric Power Company, Inc. (AEP) have volatilities of 4.45% and 4.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.45%
4.44%
AEE
AEP

Financials

AEE vs. AEP - Financials Comparison

This section allows you to compare key financial metrics between Ameren Corporation and American Electric Power Company, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab