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

Correlation

The correlation between PPL and SO is 0.53, 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.


-0.50.00.51.00.5

Performance

PPL vs. SO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.41%
5.05%
PPL
SO

Key characteristics

Sharpe Ratio

PPL:

1.37

SO:

1.08

Sortino Ratio

PPL:

1.95

SO:

1.65

Omega Ratio

PPL:

1.24

SO:

1.19

Calmar Ratio

PPL:

1.30

SO:

1.44

Martin Ratio

PPL:

5.84

SO:

4.65

Ulcer Index

PPL:

3.76%

SO:

3.94%

Daily Std Dev

PPL:

15.99%

SO:

16.89%

Max Drawdown

PPL:

-55.37%

SO:

-38.43%

Current Drawdown

PPL:

-9.03%

SO:

-12.72%

Fundamentals

Market Cap

PPL:

$23.81B

SO:

$91.25B

EPS

PPL:

$1.11

SO:

$4.29

PE Ratio

PPL:

29.06

SO:

19.41

PEG Ratio

PPL:

1.06

SO:

2.93

Total Revenue (TTM)

PPL:

$8.28B

SO:

$26.43B

Gross Profit (TTM)

PPL:

$3.19B

SO:

$10.81B

EBITDA (TTM)

PPL:

$3.09B

SO:

$13.20B

Returns By Period

The year-to-date returns for both stocks are quite close, with PPL having a 20.67% return and SO slightly lower at 20.51%. Over the past 10 years, PPL has underperformed SO with an annualized return of 4.12%, while SO has yielded a comparatively higher 9.91% annualized return.


PPL

YTD

20.67%

1M

-6.36%

6M

14.45%

1Y

21.66%

5Y*

1.84%

10Y*

4.12%

SO

YTD

20.51%

1M

-7.43%

6M

6.31%

1Y

18.58%

5Y*

9.29%

10Y*

9.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PPL vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) and The Southern Company (SO). 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 1.37, compared to the broader market-4.00-2.000.002.001.371.08
The chart of Sortino ratio for PPL, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.951.65
The chart of Omega ratio for PPL, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.19
The chart of Calmar ratio for PPL, currently valued at 1.30, compared to the broader market0.002.004.006.001.301.44
The chart of Martin ratio for PPL, currently valued at 5.84, compared to the broader market0.0010.0020.005.844.65
PPL
SO

The current PPL Sharpe Ratio is 1.37, which is comparable to the SO Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of PPL and SO, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.37
1.08
PPL
SO

Dividends

PPL vs. SO - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.27%, less than SO's 3.51% yield.


TTM20232022202120202019201820172016201520142013
PPL
PPL Corporation
3.27%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.33%4.12%4.90%
SO
The Southern Company
3.51%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.89%

Drawdowns

PPL vs. SO - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.37%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for PPL and SO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.03%
-12.72%
PPL
SO

Volatility

PPL vs. SO - Volatility Comparison

The current volatility for PPL Corporation (PPL) is 4.30%, while The Southern Company (SO) has a volatility of 4.71%. This indicates that PPL experiences smaller price fluctuations and is considered to be less risky than SO 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%JulyAugustSeptemberOctoberNovemberDecember
4.30%
4.71%
PPL
SO

Financials

PPL vs. SO - Financials Comparison

This section allows you to compare key financial metrics between PPL Corporation and The Southern Company. 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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