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POR vs. OTTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between POR and OTTR 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

POR vs. OTTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Portland General Electric Company (POR) and Otter Tail Corporation (OTTR). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
193.19%
434.60%
POR
OTTR

Key characteristics

Sharpe Ratio

POR:

0.39

OTTR:

-0.30

Sortino Ratio

POR:

0.65

OTTR:

-0.24

Omega Ratio

POR:

1.08

OTTR:

0.97

Calmar Ratio

POR:

0.26

OTTR:

-0.32

Martin Ratio

POR:

1.39

OTTR:

-0.57

Ulcer Index

POR:

4.98%

OTTR:

14.61%

Daily Std Dev

POR:

17.92%

OTTR:

27.83%

Max Drawdown

POR:

-50.31%

OTTR:

-65.96%

Current Drawdown

POR:

-14.99%

OTTR:

-24.34%

Fundamentals

Market Cap

POR:

$4.69B

OTTR:

$3.19B

EPS

POR:

$3.37

OTTR:

$7.24

PE Ratio

POR:

13.20

OTTR:

10.55

PEG Ratio

POR:

1.47

OTTR:

1.99

Total Revenue (TTM)

POR:

$3.22B

OTTR:

$1.34B

Gross Profit (TTM)

POR:

$1.12B

OTTR:

$491.09M

EBITDA (TTM)

POR:

$1.07B

OTTR:

$513.80M

Returns By Period

In the year-to-date period, POR achieves a 5.09% return, which is significantly higher than OTTR's -9.60% return. Over the past 10 years, POR has underperformed OTTR with an annualized return of 4.97%, while OTTR has yielded a comparatively higher 12.61% annualized return.


POR

YTD

5.09%

1M

-6.08%

6M

5.46%

1Y

6.20%

5Y*

-1.21%

10Y*

4.97%

OTTR

YTD

-9.60%

1M

-5.62%

6M

-11.86%

1Y

-10.80%

5Y*

10.53%

10Y*

12.61%

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Risk-Adjusted Performance

POR vs. OTTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Portland General Electric Company (POR) and Otter Tail Corporation (OTTR). 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 POR, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.39-0.30
The chart of Sortino ratio for POR, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.65-0.24
The chart of Omega ratio for POR, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.97
The chart of Calmar ratio for POR, currently valued at 0.26, compared to the broader market0.002.004.006.000.26-0.32
The chart of Martin ratio for POR, currently valued at 1.39, compared to the broader market-5.000.005.0010.0015.0020.0025.001.39-0.57
POR
OTTR

The current POR Sharpe Ratio is 0.39, which is higher than the OTTR Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of POR and OTTR, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.39
-0.30
POR
OTTR

Dividends

POR vs. OTTR - Dividend Comparison

POR's dividend yield for the trailing twelve months is around 4.43%, more than OTTR's 2.49% yield.


TTM20232022202120202019201820172016201520142013
POR
Portland General Electric Company
3.35%4.33%3.65%3.21%3.71%2.72%3.12%2.94%2.91%3.24%2.95%3.63%
OTTR
Otter Tail Corporation
2.49%2.06%2.81%2.18%3.47%2.73%2.70%2.88%3.07%4.62%3.91%4.06%

Drawdowns

POR vs. OTTR - Drawdown Comparison

The maximum POR drawdown since its inception was -50.31%, smaller than the maximum OTTR drawdown of -65.96%. Use the drawdown chart below to compare losses from any high point for POR and OTTR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.99%
-24.34%
POR
OTTR

Volatility

POR vs. OTTR - Volatility Comparison

The current volatility for Portland General Electric Company (POR) is 3.93%, while Otter Tail Corporation (OTTR) has a volatility of 6.45%. This indicates that POR experiences smaller price fluctuations and is considered to be less risky than OTTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.93%
6.45%
POR
OTTR

Financials

POR vs. OTTR - Financials Comparison

This section allows you to compare key financial metrics between Portland General Electric Company and Otter Tail 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
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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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