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AEP vs. BLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AEP vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Electric Power Company, Inc. (AEP) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

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AEP vs. BLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AEP
American Electric Power Company, Inc.
15.09%29.38%18.18%-10.98%10.38%10.68%-9.01%30.52%5.38%20.95%
BLV
Vanguard Long-Term Bond ETF
-0.30%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%

Returns By Period

In the year-to-date period, AEP achieves a 15.09% return, which is significantly higher than BLV's -0.30% return. Over the past 10 years, AEP has outperformed BLV with an annualized return of 10.82%, while BLV has yielded a comparatively lower 1.20% annualized return.


AEP

1D
0.45%
1M
-1.22%
YTD
15.09%
6M
18.63%
1Y
25.55%
3Y*
17.44%
5Y*
13.05%
10Y*
10.82%

BLV

1D
0.02%
1M
-2.79%
YTD
-0.30%
6M
-0.97%
1Y
1.71%
3Y*
1.02%
5Y*
-3.05%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AEP vs. BLV — 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: 8282
Sharpe Ratio Rank
AEP Sortino Ratio Rank: 7979
Sortino Ratio Rank
AEP Omega Ratio Rank: 7676
Omega Ratio Rank
AEP Calmar Ratio Rank: 8383
Calmar Ratio Rank
AEP Martin Ratio Rank: 8181
Martin Ratio Rank

BLV
BLV Risk / Return Rank: 1616
Overall Rank
BLV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 1414
Sortino Ratio Rank
BLV Omega Ratio Rank: 1414
Omega Ratio Rank
BLV Calmar Ratio Rank: 1919
Calmar Ratio Rank
BLV Martin Ratio Rank: 1818
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. BLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Electric Power Company, Inc. (AEP) and Vanguard Long-Term Bond ETF (BLV). 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.


AEPBLVDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.18

+1.22

Sortino ratio

Return per unit of downside risk

2.07

0.30

+1.77

Omega ratio

Gain probability vs. loss probability

1.26

1.04

+0.22

Calmar ratio

Return relative to maximum drawdown

2.78

0.34

+2.43

Martin ratio

Return relative to average drawdown

6.29

0.83

+5.47

AEP vs. BLV - Sharpe Ratio Comparison

The current AEP Sharpe Ratio is 1.40, which is higher than the BLV Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of AEP and BLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AEPBLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.18

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

-0.24

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.10

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.37

-0.07

Correlation

The correlation between AEP and BLV is 0.08, 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.


Dividends

AEP vs. BLV - Dividend Comparison

AEP's dividend yield for the trailing twelve months is around 2.86%, less than BLV's 4.76% yield.


TTM20252024202320222021202020192018201720162015
AEP
American Electric Power Company, Inc.
2.86%3.24%3.87%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%
BLV
Vanguard Long-Term Bond ETF
4.76%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%

Drawdowns

AEP vs. BLV - Drawdown Comparison

The maximum AEP drawdown since its inception was -62.75%, which is greater than BLV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for AEP and BLV.


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Drawdown Indicators


AEPBLVDifference

Max Drawdown

Largest peak-to-trough decline

-62.75%

-38.29%

-24.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

-6.89%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-36.27%

+6.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

-38.29%

+5.38%

Current Drawdown

Current decline from peak

-1.85%

-24.58%

+22.73%

Average Drawdown

Average peak-to-trough decline

-17.60%

-9.38%

-8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

2.85%

+1.05%

Volatility

AEP vs. BLV - Volatility Comparison

American Electric Power Company, Inc. (AEP) has a higher volatility of 5.01% compared to Vanguard Long-Term Bond ETF (BLV) at 3.54%. This indicates that AEP's price experiences larger fluctuations and is considered to be riskier than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEPBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

3.54%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

5.49%

+7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

9.75%

+8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.77%

12.97%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.89%

11.99%

+8.90%