AEE vs. RWE.DE
Compare and contrast key facts about Ameren Corporation (AEE) and RWE AG (RWE.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEE or RWE.DE.
Key characteristics
| AEE | RWE.DE | |
|---|---|---|
| YTD Return | 22.09% | -24.21% |
| 1Y Return | 18.65% | -12.82% |
| 3Y Return (Ann) | 3.77% | -0.65% |
| 5Y Return (Ann) | 5.02% | 5.28% |
| 10Y Return (Ann) | 10.73% | 3.64% |
| Sharpe Ratio | 0.94 | -0.62 |
| Sortino Ratio | 1.35 | -0.72 |
| Omega Ratio | 1.19 | 0.91 |
| Calmar Ratio | 0.66 | -0.36 |
| Martin Ratio | 2.11 | -0.79 |
| Ulcer Index | 8.58% | 18.52% |
| Daily Std Dev | 19.26% | 23.32% |
| Max Drawdown | -60.57% | -85.39% |
| Current Drawdown | -5.68% | -38.45% |
Fundamentals
| AEE | RWE.DE | |
|---|---|---|
| Market Cap | $23.51B | €22.52B |
| EPS | $4.33 | €4.66 |
| PE Ratio | 19.86 | 6.50 |
| PEG Ratio | 2.99 | 1.44 |
| Total Revenue (TTM) | $5.13B | €18.83B |
| Gross Profit (TTM) | $1.39B | €3.68B |
| EBITDA (TTM) | $2.18B | €5.93B |
Correlation
The correlation between AEE and RWE.DE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AEE vs. RWE.DE - Performance Comparison
In the year-to-date period, AEE achieves a 22.09% return, which is significantly higher than RWE.DE's -24.21% return. Over the past 10 years, AEE has outperformed RWE.DE with an annualized return of 10.73%, while RWE.DE has yielded a comparatively lower 3.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AEE vs. RWE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameren Corporation (AEE) and RWE AG (RWE.DE). 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.
Dividends
AEE vs. RWE.DE - Dividend Comparison
AEE's dividend yield for the trailing twelve months is around 3.07%, less than RWE.DE's 3.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 3.07% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 3.27% | 3.83% | 3.49% | 4.42% |
RWE.DE RWE AG | 3.30% | 2.19% | 2.16% | 2.38% | 4.63% | 2.56% | 5.27% | 0.00% | 1.10% | 8.54% | 3.90% | 7.52% |
Drawdowns
AEE vs. RWE.DE - Drawdown Comparison
The maximum AEE drawdown since its inception was -60.57%, smaller than the maximum RWE.DE drawdown of -85.39%. Use the drawdown chart below to compare losses from any high point for AEE and RWE.DE. For additional features, visit the drawdowns tool.
Volatility
AEE vs. RWE.DE - Volatility Comparison
Ameren Corporation (AEE) and RWE AG (RWE.DE) have volatilities of 4.16% and 4.17%, 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.
Financials
AEE vs. RWE.DE - Financials Comparison
This section allows you to compare key financial metrics between Ameren Corporation and RWE AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities