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D vs. WEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between D and WEC is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

D vs. WEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dominion Energy, Inc. (D) and WEC Energy Group, Inc. (WEC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.60%
21.89%
D
WEC

Key characteristics

Sharpe Ratio

D:

0.86

WEC:

1.13

Sortino Ratio

D:

1.36

WEC:

1.65

Omega Ratio

D:

1.17

WEC:

1.20

Calmar Ratio

D:

0.43

WEC:

0.76

Martin Ratio

D:

4.16

WEC:

3.66

Ulcer Index

D:

4.70%

WEC:

5.19%

Daily Std Dev

D:

22.64%

WEC:

16.84%

Max Drawdown

D:

-52.20%

WEC:

-45.05%

Current Drawdown

D:

-30.83%

WEC:

-8.01%

Fundamentals

Market Cap

D:

$45.02B

WEC:

$29.96B

EPS

D:

$2.71

WEC:

$4.09

PE Ratio

D:

19.77

WEC:

23.16

PEG Ratio

D:

2.02

WEC:

2.47

Total Revenue (TTM)

D:

$14.25B

WEC:

$8.53B

Gross Profit (TTM)

D:

$7.58B

WEC:

$3.31B

EBITDA (TTM)

D:

$6.99B

WEC:

$3.60B

Returns By Period

In the year-to-date period, D achieves a 19.98% return, which is significantly higher than WEC's 15.64% return. Over the past 10 years, D has underperformed WEC with an annualized return of 0.62%, while WEC has yielded a comparatively higher 9.52% annualized return.


D

YTD

19.98%

1M

-6.11%

6M

11.60%

1Y

20.63%

5Y*

-4.18%

10Y*

0.62%

WEC

YTD

15.64%

1M

-5.44%

6M

20.33%

1Y

19.01%

5Y*

3.45%

10Y*

9.52%

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Risk-Adjusted Performance

D vs. WEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dominion Energy, Inc. (D) and WEC Energy Group, Inc. (WEC). 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 D, currently valued at 0.86, compared to the broader market-4.00-2.000.002.000.861.13
The chart of Sortino ratio for D, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.361.65
The chart of Omega ratio for D, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.20
The chart of Calmar ratio for D, currently valued at 0.43, compared to the broader market0.002.004.006.000.430.76
The chart of Martin ratio for D, currently valued at 4.16, compared to the broader market-5.000.005.0010.0015.0020.0025.004.163.66
D
WEC

The current D Sharpe Ratio is 0.86, which is comparable to the WEC Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of D and WEC, 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
0.86
1.13
D
WEC

Dividends

D vs. WEC - Dividend Comparison

D's dividend yield for the trailing twelve months is around 4.98%, more than WEC's 3.57% yield.


TTM20232022202120202019201820172016201520142013
D
Dominion Energy, Inc.
4.98%5.68%4.35%3.21%4.59%4.43%4.67%3.74%3.66%3.83%3.12%3.48%
WEC
WEC Energy Group, Inc.
3.57%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%3.50%

Drawdowns

D vs. WEC - Drawdown Comparison

The maximum D drawdown since its inception was -52.20%, which is greater than WEC's maximum drawdown of -45.05%. Use the drawdown chart below to compare losses from any high point for D and WEC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.83%
-8.01%
D
WEC

Volatility

D vs. WEC - Volatility Comparison

Dominion Energy, Inc. (D) has a higher volatility of 4.95% compared to WEC Energy Group, Inc. (WEC) at 3.92%. This indicates that D's price experiences larger fluctuations and is considered to be riskier than WEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.95%
3.92%
D
WEC

Financials

D vs. WEC - Financials Comparison

This section allows you to compare key financial metrics between Dominion Energy, Inc. and WEC Energy Group, 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
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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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