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PPL vs. WEC
Performance
Risk-Adjusted Performance
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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
18.13%
22.79%
PPL
WEC

Returns By Period

In the year-to-date period, PPL achieves a 29.88% return, which is significantly higher than WEC's 22.57% return. Over the past 10 years, PPL has underperformed WEC with an annualized return of 5.15%, while WEC has yielded a comparatively higher 10.97% annualized return.


PPL

YTD

29.88%

1M

4.71%

6M

18.13%

1Y

35.01%

5Y (annualized)

4.81%

10Y (annualized)

5.15%

WEC

YTD

22.57%

1M

0.70%

6M

22.79%

1Y

27.49%

5Y (annualized)

5.67%

10Y (annualized)

10.97%

Fundamentals


PPLWEC
Market Cap$25.29B$31.40B
EPS$1.11$4.09
PE Ratio30.8724.27
PEG Ratio1.592.90
Total Revenue (TTM)$8.28B$8.53B
Gross Profit (TTM)$3.53B$3.90B
EBITDA (TTM)$3.09B$3.60B

Key characteristics


PPLWEC
Sharpe Ratio2.211.50
Sortino Ratio3.062.14
Omega Ratio1.381.27
Calmar Ratio2.111.07
Martin Ratio10.055.11
Ulcer Index3.55%5.26%
Daily Std Dev16.19%17.91%
Max Drawdown-55.38%-45.05%
Current Drawdown0.00%-0.01%

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Correlation

-0.50.00.51.00.5

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.

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 2.21, compared to the broader market-4.00-2.000.002.004.002.211.50
The chart of Sortino ratio for PPL, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.062.14
The chart of Omega ratio for PPL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.27
The chart of Calmar ratio for PPL, currently valued at 2.11, compared to the broader market0.002.004.006.002.111.07
The chart of Martin ratio for PPL, currently valued at 10.05, compared to the broader market-10.000.0010.0020.0030.0010.055.11
PPL
WEC

The current PPL Sharpe Ratio is 2.21, which is higher than the WEC Sharpe Ratio of 1.50. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.21
1.50
PPL
WEC

Dividends

PPL vs. WEC - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 2.96%, less than WEC's 3.36% yield.


TTM20232022202120202019201820172016201520142013
PPL
PPL Corporation
2.96%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.
3.36%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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.01%
PPL
WEC

Volatility

PPL vs. WEC - Volatility Comparison

PPL Corporation (PPL) has a higher volatility of 6.06% compared to WEC Energy Group, Inc. (WEC) at 5.00%. 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%JuneJulyAugustSeptemberOctoberNovember
6.06%
5.00%
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