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DSTL vs. PPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSTL and PPL is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

DSTL vs. PPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate US Fundamental Stability & Value ETF (DSTL) and PPL Corporation (PPL). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
130.67%
55.17%
DSTL
PPL

Key characteristics

Sharpe Ratio

DSTL:

0.22

PPL:

2.10

Sortino Ratio

DSTL:

0.44

PPL:

2.75

Omega Ratio

DSTL:

1.06

PPL:

1.37

Calmar Ratio

DSTL:

0.21

PPL:

3.38

Martin Ratio

DSTL:

0.79

PPL:

10.21

Ulcer Index

DSTL:

4.55%

PPL:

3.61%

Daily Std Dev

DSTL:

16.42%

PPL:

17.57%

Max Drawdown

DSTL:

-33.10%

PPL:

-55.37%

Current Drawdown

DSTL:

-10.55%

PPL:

0.00%

Returns By Period

In the year-to-date period, DSTL achieves a -4.50% return, which is significantly lower than PPL's 12.58% return.


DSTL

YTD

-4.50%

1M

-4.62%

6M

-6.05%

1Y

2.76%

5Y*

15.36%

10Y*

N/A

PPL

YTD

12.58%

1M

6.37%

6M

12.05%

1Y

36.88%

5Y*

11.97%

10Y*

6.13%

*Annualized

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Risk-Adjusted Performance

DSTL vs. PPL — Risk-Adjusted Performance Rank

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

DSTL
The Risk-Adjusted Performance Rank of DSTL is 4040
Overall Rank
The Sharpe Ratio Rank of DSTL is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 4040
Martin Ratio Rank

PPL
The Risk-Adjusted Performance Rank of PPL is 9595
Overall Rank
The Sharpe Ratio Rank of PPL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PPL is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PPL is 9292
Omega Ratio Rank
The Calmar Ratio Rank of PPL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PPL is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DSTL vs. PPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate US Fundamental Stability & Value ETF (DSTL) and PPL Corporation (PPL). 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.


The chart of Sharpe ratio for DSTL, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.00
DSTL: 0.22
PPL: 2.10
The chart of Sortino ratio for DSTL, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.00
DSTL: 0.44
PPL: 2.75
The chart of Omega ratio for DSTL, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
DSTL: 1.06
PPL: 1.37
The chart of Calmar ratio for DSTL, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
DSTL: 0.21
PPL: 3.38
The chart of Martin ratio for DSTL, currently valued at 0.79, compared to the broader market0.0020.0040.0060.00
DSTL: 0.79
PPL: 10.21

The current DSTL Sharpe Ratio is 0.22, which is lower than the PPL Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DSTL and PPL, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.22
2.10
DSTL
PPL

Dividends

DSTL vs. PPL - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.52%, less than PPL's 2.89% yield.


TTM20242023202220212020201920182017201620152014
DSTL
Distillate US Fundamental Stability & Value ETF
1.52%1.34%1.30%1.35%1.01%0.83%0.97%0.45%0.00%0.00%0.00%0.00%
PPL
PPL Corporation
2.89%3.18%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.33%4.12%

Drawdowns

DSTL vs. PPL - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.10%, smaller than the maximum PPL drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for DSTL and PPL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.55%
0
DSTL
PPL

Volatility

DSTL vs. PPL - Volatility Comparison

Distillate US Fundamental Stability & Value ETF (DSTL) has a higher volatility of 11.60% compared to PPL Corporation (PPL) at 7.89%. This indicates that DSTL's price experiences larger fluctuations and is considered to be riskier than PPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.60%
7.89%
DSTL
PPL