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AEP vs. AEE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEP and AEE 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

AEP vs. AEE - Performance Comparison

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

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

Key characteristics

Sharpe Ratio

AEP:

1.06

AEE:

1.79

Sortino Ratio

AEP:

1.59

AEE:

2.64

Omega Ratio

AEP:

1.19

AEE:

1.31

Calmar Ratio

AEP:

0.84

AEE:

1.11

Martin Ratio

AEP:

4.00

AEE:

8.62

Ulcer Index

AEP:

4.90%

AEE:

3.53%

Daily Std Dev

AEP:

18.51%

AEE:

17.04%

Max Drawdown

AEP:

-62.75%

AEE:

-60.57%

Current Drawdown

AEP:

-11.13%

AEE:

-3.60%

Fundamentals

Market Cap

AEP:

$48.95B

AEE:

$23.67B

EPS

AEP:

$4.96

AEE:

$4.25

PE Ratio

AEP:

18.53

AEE:

20.87

PEG Ratio

AEP:

1.48

AEE:

2.81

Total Revenue (TTM)

AEP:

$19.65B

AEE:

$7.30B

Gross Profit (TTM)

AEP:

$10.73B

AEE:

$2.51B

EBITDA (TTM)

AEP:

$7.65B

AEE:

$3.49B

Returns By Period

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


AEP

YTD

18.36%

1M

-5.35%

6M

8.32%

1Y

19.60%

5Y*

3.36%

10Y*

7.86%

AEE

YTD

29.97%

1M

-2.40%

6M

31.56%

1Y

30.46%

5Y*

6.78%

10Y*

10.05%

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

AEP vs. AEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Electric Power Company, Inc. (AEP) and Ameren Corporation (AEE). 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 AEP, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.061.79
The chart of Sortino ratio for AEP, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.592.64
The chart of Omega ratio for AEP, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.31
The chart of Calmar ratio for AEP, currently valued at 0.84, compared to the broader market0.002.004.006.000.841.11
The chart of Martin ratio for AEP, currently valued at 4.00, compared to the broader market0.0010.0020.004.008.62
AEP
AEE

The current AEP Sharpe Ratio is 1.06, which is lower than the AEE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of AEP and AEE, 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
1.06
1.79
AEP
AEE

Dividends

AEP vs. AEE - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

AEP vs. AEE - Drawdown Comparison

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


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

Volatility

AEP vs. AEE - Volatility Comparison

American Electric Power Company, Inc. (AEP) and Ameren Corporation (AEE) have volatilities of 4.44% and 4.45%, 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
4.44%
4.45%
AEP
AEE

Financials

AEP vs. AEE - Financials Comparison

This section allows you to compare key financial metrics between American Electric Power Company, Inc. and Ameren Corporation. 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
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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.

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