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

Correlation

The correlation between WEC and D is 0.55, 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.


-0.50.00.51.00.6

Performance

WEC vs. D - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.89%
11.60%
WEC
D

Key characteristics

Sharpe Ratio

WEC:

1.13

D:

0.86

Sortino Ratio

WEC:

1.65

D:

1.36

Omega Ratio

WEC:

1.20

D:

1.17

Calmar Ratio

WEC:

0.76

D:

0.43

Martin Ratio

WEC:

3.66

D:

4.16

Ulcer Index

WEC:

5.19%

D:

4.70%

Daily Std Dev

WEC:

16.84%

D:

22.64%

Max Drawdown

WEC:

-45.05%

D:

-52.20%

Current Drawdown

WEC:

-8.01%

D:

-30.83%

Fundamentals

Market Cap

WEC:

$29.96B

D:

$45.02B

EPS

WEC:

$4.09

D:

$2.71

PE Ratio

WEC:

23.16

D:

19.77

PEG Ratio

WEC:

2.47

D:

2.02

Total Revenue (TTM)

WEC:

$8.53B

D:

$14.25B

Gross Profit (TTM)

WEC:

$3.31B

D:

$7.58B

EBITDA (TTM)

WEC:

$3.60B

D:

$6.99B

Returns By Period

In the year-to-date period, WEC achieves a 15.64% return, which is significantly lower than D's 19.98% return. Over the past 10 years, WEC has outperformed D with an annualized return of 9.52%, while D has yielded a comparatively lower 0.62% annualized return.


WEC

YTD

15.64%

1M

-5.44%

6M

20.33%

1Y

19.01%

5Y*

3.45%

10Y*

9.52%

D

YTD

19.98%

1M

-6.11%

6M

11.60%

1Y

20.63%

5Y*

-4.18%

10Y*

0.62%

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Risk-Adjusted Performance

WEC vs. D - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and Dominion Energy, Inc. (D). 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 WEC, currently valued at 1.13, compared to the broader market-4.00-2.000.002.001.130.86
The chart of Sortino ratio for WEC, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.651.36
The chart of Omega ratio for WEC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.17
The chart of Calmar ratio for WEC, currently valued at 0.76, compared to the broader market0.002.004.006.000.760.43
The chart of Martin ratio for WEC, currently valued at 3.66, compared to the broader market-5.000.005.0010.0015.0020.0025.003.664.16
WEC
D

The current WEC Sharpe Ratio is 1.13, which is higher than the D Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of WEC and D, 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
1.13
0.86
WEC
D

Dividends

WEC vs. D - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.57%, less than D's 4.98% yield.


TTM20232022202120202019201820172016201520142013
WEC
WEC Energy Group, Inc.
3.57%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%3.50%
D
Dominion Energy, Inc.
4.98%5.68%4.35%3.21%4.59%4.43%4.67%3.74%3.66%3.83%3.12%3.48%

Drawdowns

WEC vs. D - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.05%, smaller than the maximum D drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for WEC and D. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.01%
-30.83%
WEC
D

Volatility

WEC vs. D - Volatility Comparison

The current volatility for WEC Energy Group, Inc. (WEC) is 3.92%, while Dominion Energy, Inc. (D) has a volatility of 4.95%. This indicates that WEC experiences smaller price fluctuations and is considered to be less risky than D based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.92%
4.95%
WEC
D

Financials

WEC vs. D - Financials Comparison

This section allows you to compare key financial metrics between WEC Energy Group, Inc. and Dominion Energy, 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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