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AEP vs. AEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, AEP achieves a 11.91% return, which is significantly higher than AEE's 7.66% return. Both investments have delivered pretty close results over the past 10 years, with AEP having a 10.62% annualized return and AEE not far ahead at 11.07%.


AEP

1D
2.68%
1M
-6.48%
YTD
11.91%
6M
8.23%
1Y
27.09%
3Y*
19.39%
5Y*
12.11%
10Y*
10.62%

AEE

1D
1.61%
1M
-5.97%
YTD
7.66%
6M
6.67%
1Y
13.09%
3Y*
13.03%
5Y*
7.63%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEP vs. AEE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AEP
American Electric Power Company, Inc.
11.91%29.38%18.18%-10.98%10.38%10.68%-9.01%30.52%5.38%20.95%
AEE
Ameren Corporation
7.66%15.31%27.47%-16.07%2.54%17.09%4.26%20.82%13.99%15.93%

Correlation

The correlation between AEP and AEE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1998

0.73

The correlation between AEP and AEE has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

Fundamentals

Market Cap

AEP:

$69.54B

AEE:

$29.73B

EPS

AEP:

$6.82

AEE:

$5.57

PE Ratio

AEP:

18.63

AEE:

19.19

PEG Ratio

AEP:

2.09

AEE:

2.15

PS Ratio

AEP:

3.07

AEE:

3.29

PB Ratio

AEP:

2.19

AEE:

2.19

Total Revenue (TTM)

AEP:

$22.16B

AEE:

$8.88B

Gross Profit (TTM)

AEP:

$8.95B

AEE:

$2.42B

EBITDA (TTM)

AEP:

$8.70B

AEE:

$4.00B

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Return for Risk

AEP vs. AEE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEP
AEP Risk / Return Rank: 8080
Overall Rank
AEP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AEP Sortino Ratio Rank: 7979
Sortino Ratio Rank
AEP Omega Ratio Rank: 7676
Omega Ratio Rank
AEP Calmar Ratio Rank: 8282
Calmar Ratio Rank
AEP Martin Ratio Rank: 8282
Martin Ratio Rank

AEE
AEE Risk / Return Rank: 6565
Overall Rank
AEE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AEE Sortino Ratio Rank: 5959
Sortino Ratio Rank
AEE Omega Ratio Rank: 5757
Omega Ratio Rank
AEE Calmar Ratio Rank: 7070
Calmar Ratio Rank
AEE Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AEP vs. AEE - Risk-Adjusted Trends 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.


AEPAEEDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.85

+0.65

Sortino ratio

Return per unit of downside risk

2.26

1.25

+1.01

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

2.94

1.66

+1.28

Martin ratio

Return relative to average drawdown

7.68

4.43

+3.25

AEP vs. AEE - Sharpe Ratio Comparison

The current AEP Sharpe Ratio is 1.50, which is higher than the AEE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AEP and AEE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AEPAEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.85

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.40

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.51

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.38

-0.09

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.


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Drawdown Indicators


AEPAEEDifference

Max Drawdown

Largest peak-to-trough decline

-62.75%

-60.57%

-2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-8.07%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-21.83%

+3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-27.46%

-2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

-29.09%

-3.82%

Current Drawdown

Current decline from peak

-6.65%

-6.60%

-0.05%

Average Drawdown

Average peak-to-trough decline

-17.55%

-11.71%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.03%

+0.45%

Volatility

AEP vs. AEE - Volatility Comparison

American Electric Power Company, Inc. (AEP) has a higher volatility of 7.76% compared to Ameren Corporation (AEE) at 6.04%. This indicates that AEP's price experiences larger fluctuations and is considered to be riskier than AEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEPAEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

6.04%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

12.41%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

15.50%

+2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

19.25%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

21.80%

-0.83%

Dividends

AEP vs. AEE - Dividend Comparison

AEP's dividend yield for the trailing twelve months is around 2.97%, more than AEE's 2.70% yield.


PositionTTM20252024202320222021202020192018201720162015
AEE
Ameren Corporation
2.70%2.84%3.01%3.48%2.65%2.47%2.56%2.50%2.83%3.01%4.08%3.83%
AEP
American Electric Power Company, Inc.
2.97%3.24%3.87%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%

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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
6.02B
2.18B
(AEP) Total Revenue
(AEE) Total Revenue
Values in USD except per share items

AEP vs. AEE - Profitability Comparison

The chart below illustrates the profitability comparison between American Electric Power Company, Inc. and Ameren Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
64.8%
0
Portfolio components
AEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Electric Power Company, Inc. reported a gross profit of 3.90B and revenue of 6.02B. Therefore, the gross margin over that period was 64.8%.

AEE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported a gross profit of 0.00 and revenue of 2.18B. Therefore, the gross margin over that period was 0.0%.

AEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Electric Power Company, Inc. reported an operating income of 1.36B and revenue of 6.02B, resulting in an operating margin of 22.6%.

AEE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported an operating income of 532.00M and revenue of 2.18B, resulting in an operating margin of 24.5%.

AEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Electric Power Company, Inc. reported a net income of 874.00M and revenue of 6.02B, resulting in a net margin of 14.5%.

AEE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ameren Corporation reported a net income of 357.00M and revenue of 2.18B, resulting in a net margin of 16.4%.


Frequently Asked Questions


AEP and AEE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AEP has higher volatility (7.76%) compared to AEE (6.04%). In terms of maximum drawdown, AEP dropped -62.75% vs AEE's -60.57%.

AEP currently has the higher Sharpe Ratio (1.50 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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