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PPL vs. PBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PPLPBA
YTD Return8.76%9.23%
1Y Return7.71%21.94%
3Y Return (Ann)4.04%11.46%
5Y Return (Ann)4.21%6.82%
10Y Return (Ann)3.92%4.58%
Sharpe Ratio0.361.37
Daily Std Dev18.03%16.15%
Max Drawdown-55.38%-70.87%
Current Drawdown-3.76%-2.55%

Fundamentals


PPLPBA
Market Cap$21.50B$21.35B
EPS$1.03$2.27
PE Ratio28.2916.23
PEG Ratio1.501.78
Revenue (TTM)$8.20B$9.05B
Gross Profit (TTM)$2.89B$2.73B
EBITDA (TTM)$3.18B$2.70B

Correlation

-0.50.00.51.00.3

The correlation between PPL and PBA is 0.28, 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. PBA - Performance Comparison

In the year-to-date period, PPL achieves a 8.76% return, which is significantly lower than PBA's 9.23% return. Over the past 10 years, PPL has underperformed PBA with an annualized return of 3.92%, while PBA has yielded a comparatively higher 4.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
115.90%
280.28%
PPL
PBA

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PPL Corporation

Pembina Pipeline Corporation

Risk-Adjusted Performance

PPL vs. PBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) and Pembina Pipeline Corporation (PBA). 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.


PPL
Sharpe ratio
The chart of Sharpe ratio for PPL, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.004.000.36
Sortino ratio
The chart of Sortino ratio for PPL, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for PPL, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for PPL, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for PPL, currently valued at 0.91, compared to the broader market-10.000.0010.0020.0030.000.91
PBA
Sharpe ratio
The chart of Sharpe ratio for PBA, currently valued at 1.37, compared to the broader market-2.00-1.000.001.002.003.004.001.37
Sortino ratio
The chart of Sortino ratio for PBA, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for PBA, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for PBA, currently valued at 0.82, compared to the broader market0.002.004.006.000.82
Martin ratio
The chart of Martin ratio for PBA, currently valued at 7.27, compared to the broader market-10.000.0010.0020.0030.007.27

PPL vs. PBA - Sharpe Ratio Comparison

The current PPL Sharpe Ratio is 0.36, which is lower than the PBA Sharpe Ratio of 1.37. The chart below compares the 12-month rolling Sharpe Ratio of PPL and PBA.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.36
1.37
PPL
PBA

Dividends

PPL vs. PBA - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.35%, less than PBA's 5.33% yield.


TTM20232022202120202019201820172016201520142013
PPL
PPL Corporation
3.35%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.32%4.10%4.89%
PBA
Pembina Pipeline Corporation
5.33%5.69%5.76%6.63%7.93%4.95%5.81%4.36%4.57%6.45%4.27%4.52%

Drawdowns

PPL vs. PBA - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.38%, smaller than the maximum PBA drawdown of -70.87%. Use the drawdown chart below to compare losses from any high point for PPL and PBA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-3.76%
-2.55%
PPL
PBA

Volatility

PPL vs. PBA - Volatility Comparison

PPL Corporation (PPL) and Pembina Pipeline Corporation (PBA) have volatilities of 4.33% and 4.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
4.33%
4.54%
PPL
PBA

Financials

PPL vs. PBA - Financials Comparison

This section allows you to compare key financial metrics between PPL Corporation and Pembina Pipeline 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