WEC vs. AUSF
WEC (WEC Energy Group, Inc.) is a stock, while AUSF (Global X Adaptive U.S. Factor ETF) is Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index. Over the past 5 years, WEC returned 7.65%/yr vs 13.35%/yr for AUSF. At a 0.35 correlation, their price movements are largely independent.
Performance
WEC vs. AUSF - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WEC having a 9.40% return and AUSF slightly lower at 9.27%.
WEC
- 1D
- 0.33%
- 1M
- 3.92%
- YTD
- 9.40%
- 6M
- 11.07%
- 1Y
- 11.56%
- 3Y*
- 11.85%
- 5Y*
- 7.65%
- 10Y*
- 9.51%
AUSF
- 1D
- 0.70%
- 1M
- 2.94%
- YTD
- 9.27%
- 6M
- 8.68%
- 1Y
- 17.75%
- 3Y*
- 19.94%
- 5Y*
- 13.35%
- 10Y*
- —
WEC vs. AUSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WEC WEC Energy Group, Inc. | 9.40% | 15.96% | 16.11% | -7.00% | -0.45% | 8.66% | 2.49% | 37.05% | 4.03% |
AUSF Global X Adaptive U.S. Factor ETF | 9.27% | 13.69% | 16.05% | 22.26% | -0.18% | 27.48% | 1.27% | 24.06% | -11.18% |
Correlation
The correlation between WEC and AUSF is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018 | 0.35 |
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Return for Risk
WEC vs. AUSF — Risk / Return Rank
WEC
AUSF
WEC vs. AUSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and Global X Adaptive U.S. Factor ETF (AUSF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WEC | AUSF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.86 | -1.95 |
| Martin ratioReturn relative to average drawdown | 2.26 | 8.29 | -6.03 |
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Drawdowns
WEC vs. AUSF - Drawdown Comparison
The maximum WEC drawdown since its inception was -45.06%, roughly equal to the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for WEC and AUSF.
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Drawdown Indicators
| WEC | AUSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.06% | -44.25% | -0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -5.84% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -12.29% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | -14.23% | -11.79% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -3.68% | 0.00% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -4.21% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 2.02% | +2.52% |
Volatility
WEC vs. AUSF - Volatility Comparison
WEC Energy Group, Inc. (WEC) has a higher volatility of 5.72% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 2.70%. This indicates that WEC's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WEC | AUSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 2.70% | +3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 6.72% | +4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 10.14% | +5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 13.66% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 19.04% | +2.56% |
Dividends
WEC vs. AUSF - Dividend Comparison
WEC's dividend yield for the trailing twelve months is around 3.25%, more than AUSF's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 2.69% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% |
WEC WEC Energy Group, Inc. | 3.25% | 3.39% | 3.55% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.81% |
Frequently Asked Questions
WEC and AUSF have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEC has higher volatility (5.72%) compared to AUSF (2.70%). In terms of maximum drawdown, WEC dropped -45.06% vs AUSF's -44.25%.
AUSF currently has the higher Sharpe Ratio (1.65 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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