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

Correlation

The correlation between PPL and VOO is 0.38, 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.


-0.50.00.51.00.4

Performance

PPL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PPL Corporation (PPL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
151.07%
602.93%
PPL
VOO

Key characteristics

Sharpe Ratio

PPL:

1.70

VOO:

2.25

Sortino Ratio

PPL:

2.36

VOO:

2.98

Omega Ratio

PPL:

1.29

VOO:

1.42

Calmar Ratio

PPL:

1.60

VOO:

3.31

Martin Ratio

PPL:

7.12

VOO:

14.77

Ulcer Index

PPL:

3.81%

VOO:

1.90%

Daily Std Dev

PPL:

15.97%

VOO:

12.46%

Max Drawdown

PPL:

-55.37%

VOO:

-33.99%

Current Drawdown

PPL:

-6.62%

VOO:

-2.47%

Returns By Period

In the year-to-date period, PPL achieves a 23.88% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, PPL has underperformed VOO with an annualized return of 4.28%, while VOO has yielded a comparatively higher 13.08% annualized return.


PPL

YTD

23.88%

1M

-4.63%

6M

17.83%

1Y

27.21%

5Y*

2.37%

10Y*

4.28%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

PPL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.001.702.25
The chart of Sortino ratio for PPL, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.362.98
The chart of Omega ratio for PPL, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.42
The chart of Calmar ratio for PPL, currently valued at 1.60, compared to the broader market0.002.004.006.001.603.31
The chart of Martin ratio for PPL, currently valued at 7.12, compared to the broader market-5.000.005.0010.0015.0020.0025.007.1214.77
PPL
VOO

The current PPL Sharpe Ratio is 1.70, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PPL and VOO, 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
2.25
PPL
VOO

Dividends

PPL vs. VOO - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.18%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PPL vs. VOO - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PPL and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.62%
-2.47%
PPL
VOO

Volatility

PPL vs. VOO - Volatility Comparison

PPL Corporation (PPL) has a higher volatility of 4.78% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that PPL's price experiences larger fluctuations and is considered to be riskier than VOO 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
4.78%
3.75%
PPL
VOO
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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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