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

Correlation

The correlation between PPL and DSTL is 0.44, 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.


-0.50.00.51.00.4

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.

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
17.41%
6.59%
PPL
DSTL

Key characteristics

Sharpe Ratio

PPL:

1.92

DSTL:

1.52

Sortino Ratio

PPL:

2.67

DSTL:

2.22

Omega Ratio

PPL:

1.33

DSTL:

1.26

Calmar Ratio

PPL:

1.82

DSTL:

2.48

Martin Ratio

PPL:

9.08

DSTL:

5.76

Ulcer Index

PPL:

3.38%

DSTL:

3.03%

Daily Std Dev

PPL:

16.04%

DSTL:

11.52%

Max Drawdown

PPL:

-55.37%

DSTL:

-33.10%

Current Drawdown

PPL:

-4.25%

DSTL:

-3.44%

Returns By Period

In the year-to-date period, PPL achieves a 2.43% return, which is significantly lower than DSTL's 3.10% return.


PPL

YTD

2.43%

1M

2.53%

6M

16.48%

1Y

32.33%

5Y*

2.70%

10Y*

4.73%

DSTL

YTD

3.10%

1M

2.55%

6M

6.06%

1Y

15.65%

5Y*

13.91%

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 8989
Overall Rank
The Sharpe Ratio Rank of PPL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PPL is 8989
Sortino Ratio Rank
The Omega Ratio Rank of PPL is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PPL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of PPL is 9090
Martin Ratio Rank

DSTL
The Risk-Adjusted Performance Rank of DSTL is 5959
Overall Rank
The Sharpe Ratio Rank of DSTL is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 5555
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 5151
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.


Sharpe ratio
The chart of Sharpe ratio for PPL, currently valued at 1.92, compared to the broader market-2.000.002.004.001.921.52
The chart of Sortino ratio for PPL, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.672.22
The chart of Omega ratio for PPL, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.26
The chart of Calmar ratio for PPL, currently valued at 1.82, compared to the broader market0.002.004.006.001.822.48
The chart of Martin ratio for PPL, currently valued at 9.08, compared to the broader market-10.000.0010.0020.0030.009.085.76
PPL
DSTL

The current PPL Sharpe Ratio is 1.92, which is comparable to the DSTL Sharpe Ratio of 1.52. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.92
1.52
PPL
DSTL

Dividends

PPL vs. DSTL - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.10%, more than DSTL's 1.31% yield.


TTM20242023202220212020201920182017201620152014
PPL
PPL Corporation
3.10%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
1.31%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.25%
-3.44%
PPL
DSTL

Volatility

PPL vs. DSTL - Volatility Comparison

PPL Corporation (PPL) has a higher volatility of 5.27% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 3.99%. 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.27%
3.99%
PPL
DSTL
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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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