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IDU vs. WEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDU and WEC is 0.78, 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.


-0.50.00.51.00.8

Performance

IDU vs. WEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Utilities ETF (IDU) 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
9.24%
21.69%
IDU
WEC

Key characteristics

Sharpe Ratio

IDU:

1.81

WEC:

1.17

Sortino Ratio

IDU:

2.48

WEC:

1.70

Omega Ratio

IDU:

1.31

WEC:

1.21

Calmar Ratio

IDU:

1.49

WEC:

0.79

Martin Ratio

IDU:

8.98

WEC:

3.78

Ulcer Index

IDU:

2.87%

WEC:

5.21%

Daily Std Dev

IDU:

14.25%

WEC:

16.90%

Max Drawdown

IDU:

-53.88%

WEC:

-45.05%

Current Drawdown

IDU:

-7.78%

WEC:

-6.86%

Returns By Period

In the year-to-date period, IDU achieves a 23.83% return, which is significantly higher than WEC's 17.10% return. Over the past 10 years, IDU has underperformed WEC with an annualized return of 7.85%, while WEC has yielded a comparatively higher 9.20% annualized return.


IDU

YTD

23.83%

1M

-6.07%

6M

9.24%

1Y

25.31%

5Y*

6.59%

10Y*

7.85%

WEC

YTD

17.10%

1M

-5.78%

6M

21.69%

1Y

18.84%

5Y*

3.99%

10Y*

9.20%

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Risk-Adjusted Performance

IDU vs. WEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) 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 IDU, currently valued at 1.81, compared to the broader market0.002.004.001.811.17
The chart of Sortino ratio for IDU, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.002.481.70
The chart of Omega ratio for IDU, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.21
The chart of Calmar ratio for IDU, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.490.79
The chart of Martin ratio for IDU, currently valued at 8.98, compared to the broader market0.0020.0040.0060.0080.00100.008.983.78
IDU
WEC

The current IDU Sharpe Ratio is 1.81, which is higher than the WEC Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IDU 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
1.81
1.17
IDU
WEC

Dividends

IDU vs. WEC - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.27%, less than WEC's 3.52% yield.


TTM20232022202120202019201820172016201520142013
IDU
iShares U.S. Utilities ETF
2.27%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%2.88%3.36%
WEC
WEC Energy Group, Inc.
3.52%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%3.50%

Drawdowns

IDU vs. WEC - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, which is greater than WEC's maximum drawdown of -45.05%. Use the drawdown chart below to compare losses from any high point for IDU and WEC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.78%
-6.86%
IDU
WEC

Volatility

IDU vs. WEC - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 4.30% compared to WEC Energy Group, Inc. (WEC) at 3.73%. This indicates that IDU'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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.30%
3.73%
IDU
WEC
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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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