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PPL vs. DSTL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PPL and DSTL is 0.38, 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.


Performance

PPL vs. DSTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PPL Corporation (PPL) and Distillate US Fundamental Stability & Value ETF (DSTL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PPL:

1.21

DSTL:

0.34

Sortino Ratio

PPL:

1.79

DSTL:

0.66

Omega Ratio

PPL:

1.23

DSTL:

1.08

Calmar Ratio

PPL:

2.59

DSTL:

0.37

Martin Ratio

PPL:

6.28

DSTL:

1.21

Ulcer Index

PPL:

3.73%

DSTL:

5.09%

Daily Std Dev

PPL:

18.09%

DSTL:

16.83%

Max Drawdown

PPL:

-55.37%

DSTL:

-33.10%

Current Drawdown

PPL:

-4.49%

DSTL:

-6.25%

Returns By Period

In the year-to-date period, PPL achieves a 8.26% return, which is significantly higher than DSTL's 0.08% return.


PPL

YTD

8.26%

1M

-1.19%

6M

5.10%

1Y

21.68%

5Y*

11.96%

10Y*

5.54%

DSTL

YTD

0.08%

1M

7.86%

6M

-2.35%

1Y

5.75%

5Y*

16.13%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PPL vs. DSTL — Risk-Adjusted Performance Rank

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

PPL
The Risk-Adjusted Performance Rank of PPL is 8787
Overall Rank
The Sharpe Ratio Rank of PPL is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PPL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PPL is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PPL is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PPL is 8989
Martin Ratio Rank

DSTL
The Risk-Adjusted Performance Rank of DSTL is 3939
Overall Rank
The Sharpe Ratio Rank of DSTL is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 4343
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 3939
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.

PPL vs. DSTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) and Distillate US Fundamental Stability & Value ETF (DSTL). 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 current PPL Sharpe Ratio is 1.21, which is higher than the DSTL Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of PPL and DSTL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PPL vs. DSTL - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.00%, more than DSTL's 1.45% yield.


TTM20242023202220212020201920182017201620152014
PPL
PPL Corporation
3.00%3.18%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.33%4.12%
DSTL
Distillate US Fundamental Stability & Value ETF
1.45%1.35%1.30%1.35%1.02%0.83%0.97%0.45%0.00%0.00%0.00%0.00%

Drawdowns

PPL vs. DSTL - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.37%, which is greater than DSTL's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for PPL and DSTL. For additional features, visit the drawdowns tool.


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Volatility

PPL vs. DSTL - Volatility Comparison

PPL Corporation (PPL) has a higher volatility of 6.47% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 5.54%. This indicates that PPL's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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