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PPL vs. WEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PPL vs. WEC - Performance Comparison

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

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PPL vs. WEC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPL
PPL Corporation
9.90%11.38%23.98%-3.77%0.35%12.88%-16.87%33.41%-3.01%-5.19%
WEC
WEC Energy Group, Inc.
10.70%15.96%16.11%-7.00%-0.45%8.66%2.49%37.05%7.87%17.11%

Fundamentals

Market Cap

PPL:

$28.46B

WEC:

$37.96B

EPS

PPL:

$1.59

WEC:

$4.80

PE Ratio

PPL:

24.06

WEC:

24.13

PEG Ratio

PPL:

20.16

WEC:

5.52

PS Ratio

PPL:

3.14

WEC:

3.84

PB Ratio

PPL:

1.32

WEC:

0.94

Total Revenue (TTM)

PPL:

$9.04B

WEC:

$9.80B

Gross Profit (TTM)

PPL:

$5.76B

WEC:

$4.74B

EBITDA (TTM)

PPL:

$3.26B

WEC:

$4.05B

Returns By Period

In the year-to-date period, PPL achieves a 9.90% return, which is significantly lower than WEC's 10.70% return. Over the past 10 years, PPL has underperformed WEC with an annualized return of 4.50%, while WEC has yielded a comparatively higher 10.31% annualized return.


PPL

1D
0.47%
1M
-1.27%
YTD
9.90%
6M
4.41%
1Y
9.15%
3Y*
15.03%
5Y*
9.82%
10Y*
4.50%

WEC

1D
0.38%
1M
-1.02%
YTD
10.70%
6M
2.70%
1Y
9.82%
3Y*
10.78%
5Y*
7.97%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PPL vs. WEC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PPL
PPL Risk / Return Rank: 5858
Overall Rank
PPL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PPL Sortino Ratio Rank: 5151
Sortino Ratio Rank
PPL Omega Ratio Rank: 4949
Omega Ratio Rank
PPL Calmar Ratio Rank: 6262
Calmar Ratio Rank
PPL Martin Ratio Rank: 6464
Martin Ratio Rank

WEC
WEC Risk / Return Rank: 6161
Overall Rank
WEC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WEC Sortino Ratio Rank: 5656
Sortino Ratio Rank
WEC Omega Ratio Rank: 5353
Omega Ratio Rank
WEC Calmar Ratio Rank: 6464
Calmar Ratio Rank
WEC Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PPL vs. WEC - Risk-Adjusted Trends 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.


PPLWECDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.64

-0.12

Sortino ratio

Return per unit of downside risk

0.81

0.97

-0.16

Omega ratio

Gain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratio

Return relative to maximum drawdown

0.89

1.00

-0.12

Martin ratio

Return relative to average drawdown

2.27

2.56

-0.29

PPL vs. WEC - Sharpe Ratio Comparison

The current PPL Sharpe Ratio is 0.52, which is comparable to the WEC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PPL and WEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PPLWECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.64

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.42

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.48

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.61

-0.17

Correlation

The correlation between PPL and WEC 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.


Dividends

PPL vs. WEC - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 2.89%, less than WEC's 3.14% yield.


TTM20252024202320222021202020192018201720162015
PPL
PPL Corporation
2.89%3.11%3.17%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%11.74%
WEC
WEC Energy Group, Inc.
3.14%3.39%3.55%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.81%

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 -45.06%. Use the drawdown chart below to compare losses from any high point for PPL and WEC.


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Drawdown Indicators


PPLWECDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-45.06%

-10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-11.22%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.73%

-26.02%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-32.31%

-16.42%

Current Drawdown

Current decline from peak

-1.39%

-1.81%

+0.42%

Average Drawdown

Average peak-to-trough decline

-15.67%

-8.34%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

4.41%

+0.17%

Volatility

PPL vs. WEC - Volatility Comparison

PPL Corporation (PPL) and WEC Energy Group, Inc. (WEC) have volatilities of 5.25% and 5.23%, 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.


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Volatility by Period


PPLWECDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

5.23%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

10.20%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

15.42%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

18.97%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.75%

21.60%

+1.15%

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


1.50B2.00B2.50B3.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.27B
2.54B
(PPL) Total Revenue
(WEC) Total Revenue
Values in USD except per share items