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

Key characteristics


PPLWEC
YTD Return8.68%2.94%
1Y Return6.46%-5.97%
3Y Return (Ann)4.02%-0.81%
5Y Return (Ann)3.70%4.50%
10Y Return (Ann)3.92%10.00%
Sharpe Ratio0.37-0.31
Daily Std Dev18.07%19.29%
Max Drawdown-55.38%-45.05%
Current Drawdown-3.82%-15.97%

Fundamentals


PPLWEC
Market Cap$21.50B$26.98B
EPS$1.03$4.58
PE Ratio28.2918.65
PEG Ratio1.502.45
Revenue (TTM)$8.20B$8.69B
Gross Profit (TTM)$2.89B$3.31B
EBITDA (TTM)$3.18B$3.61B

Correlation

-0.50.00.51.00.5

The correlation between PPL and WEC is 0.52, 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.

Performance

PPL vs. WEC - Performance Comparison

In the year-to-date period, PPL achieves a 8.68% return, which is significantly higher than WEC's 2.94% return. Over the past 10 years, PPL has underperformed WEC with an annualized return of 3.92%, while WEC has yielded a comparatively higher 10.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,500.00%6,000.00%6,500.00%7,000.00%7,500.00%December2024FebruaryMarchAprilMay
7,578.34%
6,095.62%
PPL
WEC

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PPL Corporation

WEC Energy Group, Inc.

Risk-Adjusted Performance

PPL vs. WEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) and WEC Energy Group, Inc. (WEC). 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 0.37, compared to the broader market-2.00-1.000.001.002.003.000.37
Sortino ratio
The chart of Sortino ratio for PPL, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.006.000.64
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 0.25, compared to the broader market0.002.004.006.000.25
Martin ratio
The chart of Martin ratio for PPL, currently valued at 0.88, compared to the broader market-10.000.0010.0020.0030.000.88
WEC
Sharpe ratio
The chart of Sharpe ratio for WEC, currently valued at -0.31, compared to the broader market-2.00-1.000.001.002.003.00-0.31
Sortino ratio
The chart of Sortino ratio for WEC, currently valued at -0.30, compared to the broader market-4.00-2.000.002.004.006.00-0.30
Omega ratio
The chart of Omega ratio for WEC, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for WEC, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23
Martin ratio
The chart of Martin ratio for WEC, currently valued at -0.59, compared to the broader market-10.000.0010.0020.0030.00-0.59

PPL vs. WEC - Sharpe Ratio Comparison

The current PPL Sharpe Ratio is 0.37, which is higher than the WEC Sharpe Ratio of -0.31. The chart below compares the 12-month rolling Sharpe Ratio of PPL and WEC.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.200.40December2024FebruaryMarchAprilMay
0.37
-0.31
PPL
WEC

Dividends

PPL vs. WEC - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.35%, less than WEC's 3.81% 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%
WEC
WEC Energy Group, Inc.
3.81%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%3.50%

Drawdowns

PPL vs. WEC - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.38%, which is greater than WEC's maximum drawdown of -45.05%. Use the drawdown chart below to compare losses from any high point for PPL and WEC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-3.82%
-15.97%
PPL
WEC

Volatility

PPL vs. WEC - Volatility Comparison

The current volatility for PPL Corporation (PPL) is 4.48%, while WEC Energy Group, Inc. (WEC) has a volatility of 4.74%. This indicates that PPL experiences smaller price fluctuations and is considered to be less risky than WEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
4.48%
4.74%
PPL
WEC

Financials

PPL vs. WEC - Financials Comparison

This section allows you to compare key financial metrics between PPL Corporation and WEC Energy Group, Inc.. 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