PPL vs. DSTL
Compare and contrast key facts about PPL Corporation (PPL) and Distillate US Fundamental Stability & Value ETF (DSTL).
DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PPL or DSTL.
Performance
PPL vs. DSTL - Performance Comparison
Returns By Period
In the year-to-date period, PPL achieves a 32.08% return, which is significantly higher than DSTL's 18.17% return.
PPL
32.08%
6.64%
23.18%
37.66%
5.16%
5.43%
DSTL
18.17%
2.63%
12.73%
26.69%
15.66%
N/A
Key characteristics
| PPL | DSTL | |
|---|---|---|
| Sharpe Ratio | 2.29 | 2.44 |
| Sortino Ratio | 3.17 | 3.54 |
| Omega Ratio | 1.39 | 1.42 |
| Calmar Ratio | 2.20 | 4.66 |
| Martin Ratio | 10.49 | 11.00 |
| Ulcer Index | 3.55% | 2.51% |
| Daily Std Dev | 16.27% | 11.32% |
| Max Drawdown | -55.38% | -33.10% |
| Current Drawdown | 0.00% | -0.88% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Risk-Adjusted Performance
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.
Dividends
PPL vs. DSTL - Dividend Comparison
PPL's dividend yield for the trailing twelve months is around 2.91%, more than DSTL's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPL PPL Corporation | 2.91% | 3.54% | 2.99% | 5.52% | 5.89% | 4.60% | 5.79% | 5.11% | 4.46% | 4.33% | 4.12% | 4.90% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.25% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PPL vs. DSTL - Drawdown Comparison
The maximum PPL drawdown since its inception was -55.38%, 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.
Volatility
PPL vs. DSTL - Volatility Comparison
PPL Corporation (PPL) has a higher volatility of 6.13% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 3.83%. 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.