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

Correlation

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.


-0.50.00.51.00.3

Performance

PPL vs. PBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PPL Corporation (PPL) and Pembina Pipeline Corporation (PBA). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
146.17%
288.27%
PPL
PBA

Key characteristics

Sharpe Ratio

PPL:

1.70

PBA:

0.96

Sortino Ratio

PPL:

2.36

PBA:

1.32

Omega Ratio

PPL:

1.29

PBA:

1.18

Calmar Ratio

PPL:

1.60

PBA:

0.87

Martin Ratio

PPL:

7.12

PBA:

4.26

Ulcer Index

PPL:

3.81%

PBA:

3.30%

Daily Std Dev

PPL:

15.97%

PBA:

14.61%

Max Drawdown

PPL:

-55.37%

PBA:

-70.87%

Current Drawdown

PPL:

-6.62%

PBA:

-14.93%

Fundamentals

Market Cap

PPL:

$23.81B

PBA:

$21.61B

EPS

PPL:

$1.11

PBA:

$2.31

PE Ratio

PPL:

29.06

PBA:

16.02

PEG Ratio

PPL:

1.06

PBA:

1.36

Total Revenue (TTM)

PPL:

$8.28B

PBA:

$7.73B

Gross Profit (TTM)

PPL:

$3.19B

PBA:

$2.92B

EBITDA (TTM)

PPL:

$3.09B

PBA:

$2.83B

Returns By Period

In the year-to-date period, PPL achieves a 23.88% return, which is significantly higher than PBA's 11.49% return. Over the past 10 years, PPL has underperformed PBA with an annualized return of 4.28%, while PBA has yielded a comparatively higher 5.96% annualized return.


PPL

YTD

23.88%

1M

-4.63%

6M

17.83%

1Y

27.21%

5Y*

2.37%

10Y*

4.28%

PBA

YTD

11.49%

1M

-13.17%

6M

3.88%

1Y

12.47%

5Y*

6.18%

10Y*

5.96%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for PPL, currently valued at 1.70, compared to the broader market-4.00-2.000.002.001.700.96
The chart of Sortino ratio for PPL, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.361.32
The chart of Omega ratio for PPL, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.18
The chart of Calmar ratio for PPL, currently valued at 1.60, compared to the broader market0.002.004.006.001.600.87
The chart of Martin ratio for PPL, currently valued at 7.12, compared to the broader market-5.000.005.0010.0015.0020.0025.007.124.26
PPL
PBA

The current PPL Sharpe Ratio is 1.70, which is higher than the PBA Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PPL and PBA, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.70
0.96
PPL
PBA

Dividends

PPL vs. PBA - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.18%, less than PBA's 5.46% yield.


TTM20232022202120202019201820172016201520142013
PPL
PPL Corporation
3.18%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.33%4.12%4.90%
PBA
Pembina Pipeline Corporation
5.46%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 -55.37%, 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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.62%
-14.93%
PPL
PBA

Volatility

PPL vs. PBA - Volatility Comparison

The current volatility for PPL Corporation (PPL) is 4.78%, while Pembina Pipeline Corporation (PBA) has a volatility of 6.27%. This indicates that PPL experiences smaller price fluctuations and is considered to be less risky than PBA 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.78%
6.27%
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
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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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