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OGE vs. AEE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OGE and AEE 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

OGE vs. AEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OGE Energy Corp. (OGE) and Ameren Corporation (AEE). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
1,036.42%
718.71%
OGE
AEE

Key characteristics

Sharpe Ratio

OGE:

2.09

AEE:

1.97

Sortino Ratio

OGE:

2.71

AEE:

2.65

Omega Ratio

OGE:

1.39

AEE:

1.35

Calmar Ratio

OGE:

2.66

AEE:

1.52

Martin Ratio

OGE:

11.91

AEE:

11.32

Ulcer Index

OGE:

3.18%

AEE:

3.27%

Daily Std Dev

OGE:

18.11%

AEE:

18.82%

Max Drawdown

OGE:

-48.85%

AEE:

-60.57%

Current Drawdown

OGE:

-2.36%

AEE:

-4.52%

Fundamentals

Market Cap

OGE:

$9.03B

AEE:

$26.55B

EPS

OGE:

$2.19

AEE:

$4.42

PE Ratio

OGE:

20.48

AEE:

22.24

PEG Ratio

OGE:

3.76

AEE:

2.45

PS Ratio

OGE:

3.02

AEE:

3.63

PB Ratio

OGE:

1.95

AEE:

2.19

Total Revenue (TTM)

OGE:

$2.39B

AEE:

$5.81B

Gross Profit (TTM)

OGE:

$1.16B

AEE:

$3.93B

EBITDA (TTM)

OGE:

$1.10B

AEE:

$2.70B

Returns By Period

The year-to-date returns for both investments are quite close, with OGE having a 10.91% return and AEE slightly higher at 11.05%. Over the past 10 years, OGE has underperformed AEE with an annualized return of 7.71%, while AEE has yielded a comparatively higher 12.31% annualized return.


OGE

YTD

10.91%

1M

0.50%

6M

13.05%

1Y

38.32%

5Y*

11.91%

10Y*

7.71%

AEE

YTD

11.05%

1M

-0.35%

6M

13.58%

1Y

37.75%

5Y*

9.15%

10Y*

12.31%

*Annualized

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Risk-Adjusted Performance

OGE vs. AEE — Risk-Adjusted Performance Rank

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

OGE
The Risk-Adjusted Performance Rank of OGE is 9595
Overall Rank
The Sharpe Ratio Rank of OGE is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of OGE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of OGE is 9393
Omega Ratio Rank
The Calmar Ratio Rank of OGE is 9696
Calmar Ratio Rank
The Martin Ratio Rank of OGE is 9696
Martin Ratio Rank

AEE
The Risk-Adjusted Performance Rank of AEE is 9393
Overall Rank
The Sharpe Ratio Rank of AEE is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AEE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AEE is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AEE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AEE is 9696
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.

OGE vs. AEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OGE Energy Corp. (OGE) and Ameren Corporation (AEE). 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 OGE, currently valued at 2.09, compared to the broader market-2.00-1.000.001.002.003.00
OGE: 2.09
AEE: 1.97
The chart of Sortino ratio for OGE, currently valued at 2.71, compared to the broader market-6.00-4.00-2.000.002.004.00
OGE: 2.71
AEE: 2.65
The chart of Omega ratio for OGE, currently valued at 1.39, compared to the broader market0.501.001.502.00
OGE: 1.39
AEE: 1.35
The chart of Calmar ratio for OGE, currently valued at 2.66, compared to the broader market0.001.002.003.004.005.00
OGE: 2.66
AEE: 1.52
The chart of Martin ratio for OGE, currently valued at 11.91, compared to the broader market-5.000.005.0010.0015.0020.00
OGE: 11.91
AEE: 11.32

The current OGE Sharpe Ratio is 2.09, which is comparable to the AEE Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of OGE and AEE, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.09
1.97
OGE
AEE

Dividends

OGE vs. AEE - Dividend Comparison

OGE's dividend yield for the trailing twelve months is around 3.75%, more than AEE's 2.77% yield.


TTM20242023202220212020201920182017201620152014
OGE
OGE Energy Corp.
3.75%4.06%4.75%4.16%4.22%4.92%3.33%3.48%3.77%3.37%4.85%2.61%
AEE
Ameren Corporation
2.77%3.01%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%

Drawdowns

OGE vs. AEE - Drawdown Comparison

The maximum OGE drawdown since its inception was -48.85%, smaller than the maximum AEE drawdown of -60.57%. Use the drawdown chart below to compare losses from any high point for OGE and AEE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.36%
-4.52%
OGE
AEE

Volatility

OGE vs. AEE - Volatility Comparison

OGE Energy Corp. (OGE) and Ameren Corporation (AEE) have volatilities of 8.16% and 8.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.16%
8.15%
OGE
AEE

Financials

OGE vs. AEE - Financials Comparison

This section allows you to compare key financial metrics between OGE Energy Corp. and Ameren Corporation. 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