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

Correlation

The correlation between WEC and DUK is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

WEC vs. DUK - Performance Comparison

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

4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
7,888.88%
4,781.28%
WEC
DUK

Key characteristics

Sharpe Ratio

WEC:

2.10

DUK:

1.52

Sortino Ratio

WEC:

2.88

DUK:

2.14

Omega Ratio

WEC:

1.36

DUK:

1.26

Calmar Ratio

WEC:

1.57

DUK:

2.31

Martin Ratio

WEC:

9.01

DUK:

5.93

Ulcer Index

WEC:

4.03%

DUK:

4.51%

Daily Std Dev

WEC:

17.34%

DUK:

17.58%

Max Drawdown

WEC:

-45.05%

DUK:

-71.92%

Current Drawdown

WEC:

-1.28%

DUK:

-3.39%

Fundamentals

Market Cap

WEC:

$34.75B

DUK:

$93.79B

EPS

WEC:

$4.83

DUK:

$5.69

PE Ratio

WEC:

22.55

DUK:

21.21

PEG Ratio

WEC:

2.66

DUK:

3.05

PS Ratio

WEC:

4.04

DUK:

3.13

PB Ratio

WEC:

2.80

DUK:

1.92

Total Revenue (TTM)

WEC:

$5.92B

DUK:

$22.69B

Gross Profit (TTM)

WEC:

$2.24B

DUK:

$16.16B

EBITDA (TTM)

WEC:

$2.67B

DUK:

$11.16B

Returns By Period

In the year-to-date period, WEC achieves a 15.55% return, which is significantly higher than DUK's 12.27% return. Over the past 10 years, WEC has outperformed DUK with an annualized return of 11.51%, while DUK has yielded a comparatively lower 8.74% annualized return.


WEC

YTD

15.55%

1M

1.82%

6M

12.77%

1Y

34.92%

5Y*

6.23%

10Y*

11.51%

DUK

YTD

12.27%

1M

2.34%

6M

4.18%

1Y

25.70%

5Y*

11.39%

10Y*

8.74%

*Annualized

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Risk-Adjusted Performance

WEC vs. DUK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEC
The Risk-Adjusted Performance Rank of WEC is 9393
Overall Rank
The Sharpe Ratio Rank of WEC is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of WEC is 9494
Sortino Ratio Rank
The Omega Ratio Rank of WEC is 9292
Omega Ratio Rank
The Calmar Ratio Rank of WEC is 9191
Calmar Ratio Rank
The Martin Ratio Rank of WEC is 9494
Martin Ratio Rank

DUK
The Risk-Adjusted Performance Rank of DUK is 9090
Overall Rank
The Sharpe Ratio Rank of DUK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DUK is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DUK is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DUK is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DUK is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WEC vs. DUK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and Duke Energy Corporation (DUK). 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.


The chart of Sharpe ratio for WEC, currently valued at 2.10, compared to the broader market-2.00-1.000.001.002.003.00
WEC: 2.10
DUK: 1.52
The chart of Sortino ratio for WEC, currently valued at 2.88, compared to the broader market-6.00-4.00-2.000.002.004.00
WEC: 2.88
DUK: 2.14
The chart of Omega ratio for WEC, currently valued at 1.36, compared to the broader market0.501.001.502.00
WEC: 1.36
DUK: 1.26
The chart of Calmar ratio for WEC, currently valued at 1.57, compared to the broader market0.001.002.003.004.005.00
WEC: 1.57
DUK: 2.31
The chart of Martin ratio for WEC, currently valued at 9.01, compared to the broader market-5.000.005.0010.0015.0020.00
WEC: 9.01
DUK: 5.93

The current WEC Sharpe Ratio is 2.10, which is higher than the DUK Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of WEC and DUK, 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 Ratio1.001.502.002.50NovemberDecember2025FebruaryMarchApril
2.10
1.52
WEC
DUK

Dividends

WEC vs. DUK - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.15%, less than DUK's 3.47% yield.


TTM20242023202220212020201920182017201620152014
WEC
WEC Energy Group, Inc.
3.15%3.55%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%
DUK
Duke Energy Corporation
3.47%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%

Drawdowns

WEC vs. DUK - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.05%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for WEC and DUK. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.28%
-3.39%
WEC
DUK

Volatility

WEC vs. DUK - Volatility Comparison

The current volatility for WEC Energy Group, Inc. (WEC) is 6.12%, while Duke Energy Corporation (DUK) has a volatility of 7.40%. This indicates that WEC experiences smaller price fluctuations and is considered to be less risky than DUK 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%NovemberDecember2025FebruaryMarchApril
6.12%
7.40%
WEC
DUK

Financials

WEC vs. DUK - Financials Comparison

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