PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VST vs. AEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VST and AEP is 0.28, 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.


-0.50.00.51.00.3

Performance

VST vs. AEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vistra Corp. (VST) and American Electric Power Company, Inc. (AEP). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
51.04%
5.79%
VST
AEP

Key characteristics

Sharpe Ratio

VST:

4.55

AEP:

0.84

Sortino Ratio

VST:

4.09

AEP:

1.30

Omega Ratio

VST:

1.53

AEP:

1.16

Calmar Ratio

VST:

7.37

AEP:

0.67

Martin Ratio

VST:

19.41

AEP:

3.28

Ulcer Index

VST:

13.23%

AEP:

4.76%

Daily Std Dev

VST:

56.42%

AEP:

18.58%

Max Drawdown

VST:

-53.32%

AEP:

-62.75%

Current Drawdown

VST:

-20.24%

AEP:

-12.22%

Fundamentals

Market Cap

VST:

$49.45B

AEP:

$48.95B

EPS

VST:

$5.30

AEP:

$4.96

PE Ratio

VST:

27.42

AEP:

18.53

PEG Ratio

VST:

0.84

AEP:

1.48

Total Revenue (TTM)

VST:

$15.85B

AEP:

$19.65B

Gross Profit (TTM)

VST:

$5.41B

AEP:

$10.73B

EBITDA (TTM)

VST:

$5.87B

AEP:

$7.65B

Returns By Period

In the year-to-date period, VST achieves a 247.90% return, which is significantly higher than AEP's 16.91% return.


VST

YTD

247.90%

1M

-9.37%

6M

52.10%

1Y

255.28%

5Y*

44.70%

10Y*

N/A

AEP

YTD

16.91%

1M

-5.65%

6M

5.79%

1Y

18.22%

5Y*

2.88%

10Y*

8.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VST vs. AEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) and American Electric Power Company, Inc. (AEP). 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 VST, currently valued at 4.52, compared to the broader market-4.00-2.000.002.004.520.84
The chart of Sortino ratio for VST, currently valued at 4.08, compared to the broader market-4.00-2.000.002.004.004.081.30
The chart of Omega ratio for VST, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.16
The chart of Calmar ratio for VST, currently valued at 7.32, compared to the broader market0.002.004.006.007.320.67
The chart of Martin ratio for VST, currently valued at 19.20, compared to the broader market0.0010.0020.0019.203.28
VST
AEP

The current VST Sharpe Ratio is 4.55, which is higher than the AEP Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VST and AEP, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
4.52
0.84
VST
AEP

Dividends

VST vs. AEP - Dividend Comparison

VST's dividend yield for the trailing twelve months is around 0.49%, less than AEP's 3.91% yield.


TTM20232022202120202019201820172016201520142013
VST
Vistra Corp.
0.49%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%0.00%0.00%
AEP
American Electric Power Company, Inc.
3.91%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%

Drawdowns

VST vs. AEP - Drawdown Comparison

The maximum VST drawdown since its inception was -53.32%, smaller than the maximum AEP drawdown of -62.75%. Use the drawdown chart below to compare losses from any high point for VST and AEP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.24%
-12.22%
VST
AEP

Volatility

VST vs. AEP - Volatility Comparison

Vistra Corp. (VST) has a higher volatility of 17.99% compared to American Electric Power Company, Inc. (AEP) at 4.30%. This indicates that VST's price experiences larger fluctuations and is considered to be riskier than AEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.99%
4.30%
VST
AEP

Financials

VST vs. AEP - Financials Comparison

This section allows you to compare key financial metrics between Vistra Corp. and American Electric Power Company, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab