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PNW vs. SO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PNW and SO is 0.53, 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.


-0.50.00.51.00.5

Performance

PNW vs. SO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle West Capital Corporation (PNW) and The Southern Company (SO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.27%
6.39%
PNW
SO

Key characteristics

Sharpe Ratio

PNW:

1.39

SO:

1.32

Sortino Ratio

PNW:

2.01

SO:

1.97

Omega Ratio

PNW:

1.25

SO:

1.23

Calmar Ratio

PNW:

1.10

SO:

1.74

Martin Ratio

PNW:

6.75

SO:

5.45

Ulcer Index

PNW:

3.81%

SO:

4.07%

Daily Std Dev

PNW:

18.42%

SO:

16.74%

Max Drawdown

PNW:

-79.18%

SO:

-38.43%

Current Drawdown

PNW:

-10.11%

SO:

-12.07%

Fundamentals

Market Cap

PNW:

$9.79B

SO:

$91.25B

EPS

PNW:

$5.32

SO:

$4.29

PE Ratio

PNW:

16.18

SO:

19.41

PEG Ratio

PNW:

3.07

SO:

2.93

Total Revenue (TTM)

PNW:

$5.02B

SO:

$26.43B

Gross Profit (TTM)

PNW:

$1.72B

SO:

$10.81B

EBITDA (TTM)

PNW:

$1.98B

SO:

$13.20B

Returns By Period

In the year-to-date period, PNW achieves a 23.73% return, which is significantly higher than SO's 21.41% return. Over the past 10 years, PNW has underperformed SO with an annualized return of 6.32%, while SO has yielded a comparatively higher 9.91% annualized return.


PNW

YTD

23.73%

1M

-7.44%

6M

16.27%

1Y

25.53%

5Y*

3.25%

10Y*

6.32%

SO

YTD

21.41%

1M

-7.00%

6M

5.84%

1Y

22.16%

5Y*

9.43%

10Y*

9.91%

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Risk-Adjusted Performance

PNW vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle West Capital Corporation (PNW) and The Southern Company (SO). 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 PNW, currently valued at 1.39, compared to the broader market-4.00-2.000.002.001.391.32
The chart of Sortino ratio for PNW, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.011.97
The chart of Omega ratio for PNW, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.23
The chart of Calmar ratio for PNW, currently valued at 1.10, compared to the broader market0.002.004.006.001.101.74
The chart of Martin ratio for PNW, currently valued at 6.75, compared to the broader market-5.000.005.0010.0015.0020.0025.006.755.45
PNW
SO

The current PNW Sharpe Ratio is 1.39, which is comparable to the SO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of PNW and SO, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.39
1.32
PNW
SO

Dividends

PNW vs. SO - Dividend Comparison

PNW's dividend yield for the trailing twelve months is around 4.16%, more than SO's 3.48% yield.


TTM20232022202120202019201820172016201520142013
PNW
Pinnacle West Capital Corporation
4.16%4.84%4.49%4.73%3.98%3.33%3.31%3.12%3.24%3.74%3.37%4.16%
SO
The Southern Company
3.48%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.89%

Drawdowns

PNW vs. SO - Drawdown Comparison

The maximum PNW drawdown since its inception was -79.18%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for PNW and SO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.11%
-12.07%
PNW
SO

Volatility

PNW vs. SO - Volatility Comparison

Pinnacle West Capital Corporation (PNW) has a higher volatility of 5.08% compared to The Southern Company (SO) at 4.78%. This indicates that PNW's price experiences larger fluctuations and is considered to be riskier than SO 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%JulyAugustSeptemberOctoberNovemberDecember
5.08%
4.78%
PNW
SO

Financials

PNW vs. SO - Financials Comparison

This section allows you to compare key financial metrics between Pinnacle West Capital Corporation and The Southern Company. 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
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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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