PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LNT vs. XEL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LNT and XEL is 0.58, 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

LNT vs. XEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alliant Energy Corporation (LNT) and Xcel Energy Inc. (XEL). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
3,453.77%
2,413.42%
LNT
XEL

Key characteristics

Sharpe Ratio

LNT:

1.22

XEL:

0.65

Sortino Ratio

LNT:

1.76

XEL:

0.98

Omega Ratio

LNT:

1.23

XEL:

1.14

Calmar Ratio

LNT:

0.97

XEL:

0.41

Martin Ratio

LNT:

5.37

XEL:

1.41

Ulcer Index

LNT:

4.03%

XEL:

10.05%

Daily Std Dev

LNT:

17.71%

XEL:

21.81%

Max Drawdown

LNT:

-51.66%

XEL:

-80.64%

Current Drawdown

LNT:

-7.36%

XEL:

-7.57%

Fundamentals

Market Cap

LNT:

$15.29B

XEL:

$39.09B

EPS

LNT:

$2.57

XEL:

$3.37

PE Ratio

LNT:

23.18

XEL:

20.20

PEG Ratio

LNT:

2.36

XEL:

2.35

Total Revenue (TTM)

LNT:

$3.97B

XEL:

$13.79B

Gross Profit (TTM)

LNT:

$1.22B

XEL:

$3.38B

EBITDA (TTM)

LNT:

$1.73B

XEL:

$5.59B

Returns By Period

In the year-to-date period, LNT achieves a 19.15% return, which is significantly higher than XEL's 12.12% return. Both investments have delivered pretty close results over the past 10 years, with LNT having a 9.38% annualized return and XEL not far ahead at 9.74%.


LNT

YTD

19.15%

1M

-5.27%

6M

17.65%

1Y

20.87%

5Y*

4.68%

10Y*

9.38%

XEL

YTD

12.12%

1M

-5.58%

6M

27.38%

1Y

12.79%

5Y*

4.46%

10Y*

9.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LNT vs. XEL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alliant Energy Corporation (LNT) and Xcel Energy Inc. (XEL). 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 LNT, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.220.65
The chart of Sortino ratio for LNT, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.760.98
The chart of Omega ratio for LNT, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.14
The chart of Calmar ratio for LNT, currently valued at 0.97, compared to the broader market0.002.004.006.000.970.41
The chart of Martin ratio for LNT, currently valued at 5.37, compared to the broader market-5.000.005.0010.0015.0020.0025.005.371.41
LNT
XEL

The current LNT Sharpe Ratio is 1.22, which is higher than the XEL Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of LNT and XEL, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.22
0.65
LNT
XEL

Dividends

LNT vs. XEL - Dividend Comparison

LNT's dividend yield for the trailing twelve months is around 3.26%, more than XEL's 3.21% yield.


TTM20232022202120202019201820172016201520142013
LNT
Alliant Energy Corporation
3.26%3.53%3.10%2.62%2.95%2.60%3.17%2.96%3.10%3.52%3.07%3.64%
XEL
Xcel Energy Inc.
3.21%3.36%2.78%2.71%2.58%2.55%3.09%2.99%3.34%3.56%3.34%3.97%

Drawdowns

LNT vs. XEL - Drawdown Comparison

The maximum LNT drawdown since its inception was -51.66%, smaller than the maximum XEL drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for LNT and XEL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.36%
-7.57%
LNT
XEL

Volatility

LNT vs. XEL - Volatility Comparison

The current volatility for Alliant Energy Corporation (LNT) is 3.87%, while Xcel Energy Inc. (XEL) has a volatility of 4.89%. This indicates that LNT experiences smaller price fluctuations and is considered to be less risky than XEL 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%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
4.89%
LNT
XEL

Financials

LNT vs. XEL - Financials Comparison

This section allows you to compare key financial metrics between Alliant Energy Corporation and Xcel Energy 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab