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

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.


-0.50.00.51.00.5

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.

5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,780.97%
6,451.13%
PPL
WEC

Key characteristics

Sharpe Ratio

PPL:

1.70

WEC:

1.19

Sortino Ratio

PPL:

2.36

WEC:

1.73

Omega Ratio

PPL:

1.29

WEC:

1.21

Calmar Ratio

PPL:

1.60

WEC:

0.80

Martin Ratio

PPL:

7.12

WEC:

3.87

Ulcer Index

PPL:

3.81%

WEC:

5.19%

Daily Std Dev

PPL:

15.97%

WEC:

16.88%

Max Drawdown

PPL:

-55.37%

WEC:

-45.05%

Current Drawdown

PPL:

-6.62%

WEC:

-7.19%

Fundamentals

Market Cap

PPL:

$23.81B

WEC:

$29.96B

EPS

PPL:

$1.11

WEC:

$4.09

PE Ratio

PPL:

29.06

WEC:

23.16

PEG Ratio

PPL:

1.06

WEC:

2.47

Total Revenue (TTM)

PPL:

$8.28B

WEC:

$8.53B

Gross Profit (TTM)

PPL:

$3.19B

WEC:

$3.31B

EBITDA (TTM)

PPL:

$3.09B

WEC:

$3.60B

Returns By Period

In the year-to-date period, PPL achieves a 23.88% return, which is significantly higher than WEC's 16.68% return. Over the past 10 years, PPL has underperformed WEC with an annualized return of 4.28%, while WEC has yielded a comparatively higher 9.37% annualized return.


PPL

YTD

23.88%

1M

-4.63%

6M

17.83%

1Y

27.21%

5Y*

2.37%

10Y*

4.28%

WEC

YTD

16.68%

1M

-6.40%

6M

22.99%

1Y

18.41%

5Y*

3.94%

10Y*

9.37%

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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.


Sharpe ratio
The chart of Sharpe ratio for PPL, currently valued at 1.70, compared to the broader market-4.00-2.000.002.001.701.19
The chart of Sortino ratio for PPL, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.361.73
The chart of Omega ratio for PPL, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.21
The chart of Calmar ratio for PPL, currently valued at 1.60, compared to the broader market0.002.004.006.001.600.80
The chart of Martin ratio for PPL, currently valued at 7.12, compared to the broader market-5.000.005.0010.0015.0020.0025.007.123.87
PPL
WEC

The current PPL Sharpe Ratio is 1.70, which is higher than the WEC Sharpe Ratio of 1.19. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.70
1.19
PPL
WEC

Dividends

PPL vs. WEC - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.18%, less than WEC's 3.53% 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%
WEC
WEC Energy Group, Inc.
3.53%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 -55.37%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.62%
-7.19%
PPL
WEC

Volatility

PPL vs. WEC - Volatility Comparison

PPL Corporation (PPL) has a higher volatility of 4.78% compared to WEC Energy Group, Inc. (WEC) at 4.18%. This indicates that PPL's price experiences larger fluctuations and is considered to be riskier than WEC 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%
4.18%
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
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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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