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

Performance

OGE vs. WEC - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
19.09%
19.35%
OGE
WEC

Returns By Period

In the year-to-date period, OGE achieves a 29.15% return, which is significantly higher than WEC's 22.58% return. Over the past 10 years, OGE has underperformed WEC with an annualized return of 5.95%, while WEC has yielded a comparatively higher 10.98% annualized return.


OGE

YTD

29.15%

1M

4.67%

6M

19.09%

1Y

29.71%

5Y (annualized)

4.95%

10Y (annualized)

5.95%

WEC

YTD

22.58%

1M

0.29%

6M

19.35%

1Y

26.23%

5Y (annualized)

5.75%

10Y (annualized)

10.98%

Fundamentals


OGEWEC
Market Cap$8.80B$30.96B
EPS$1.93$4.09
PE Ratio22.6823.92
PEG Ratio4.162.89
Total Revenue (TTM)$3.76B$8.53B
Gross Profit (TTM)$2.61B$3.90B
EBITDA (TTM)$1.16B$3.59B

Key characteristics


OGEWEC
Sharpe Ratio1.651.41
Sortino Ratio2.302.03
Omega Ratio1.301.25
Calmar Ratio1.501.01
Martin Ratio6.284.80
Ulcer Index4.56%5.26%
Daily Std Dev17.41%17.96%
Max Drawdown-48.85%-45.05%
Current Drawdown-1.60%0.00%

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Correlation

-0.50.00.51.00.6

The correlation between OGE and WEC is 0.56, 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.

Risk-Adjusted Performance

OGE vs. WEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OGE Energy Corp. (OGE) 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 OGE, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.651.41
The chart of Sortino ratio for OGE, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.302.03
The chart of Omega ratio for OGE, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.25
The chart of Calmar ratio for OGE, currently valued at 1.50, compared to the broader market0.002.004.006.001.501.01
The chart of Martin ratio for OGE, currently valued at 6.28, compared to the broader market-10.000.0010.0020.0030.006.284.80
OGE
WEC

The current OGE Sharpe Ratio is 1.65, which is comparable to the WEC Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of OGE 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.65
1.41
OGE
WEC

Dividends

OGE vs. WEC - Dividend Comparison

OGE's dividend yield for the trailing twelve months is around 3.89%, more than WEC's 3.36% yield.


TTM20232022202120202019201820172016201520142013
OGE
OGE Energy Corp.
3.89%4.75%4.16%4.22%4.92%3.33%3.48%3.77%3.37%4.85%2.61%2.46%
WEC
WEC Energy Group, Inc.
3.36%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%3.50%

Drawdowns

OGE vs. WEC - Drawdown Comparison

The maximum OGE drawdown since its inception was -48.85%, which is greater than WEC's maximum drawdown of -45.05%. Use the drawdown chart below to compare losses from any high point for OGE and WEC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.60%
0
OGE
WEC

Volatility

OGE vs. WEC - Volatility Comparison

OGE Energy Corp. (OGE) has a higher volatility of 6.90% compared to WEC Energy Group, Inc. (WEC) at 5.08%. This indicates that OGE'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%7.00%JuneJulyAugustSeptemberOctoberNovember
6.90%
5.08%
OGE
WEC

Financials

OGE vs. WEC - Financials Comparison

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