WEC vs. ESPO
WEC (WEC Energy Group, Inc.) is a stock, while ESPO (VanEck Vectors Video Gaming and eSports ETF) is Large Cap Growth Equities fund tracking the MVIS Global Video Gaming and eSports Index. Over the past 5 years, WEC returned 7.65%/yr vs 5.49%/yr for ESPO. At a 0.03 correlation, their price movements are largely independent.
Performance
WEC vs. ESPO - Performance Comparison
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Returns By Period
In the year-to-date period, WEC achieves a 9.40% return, which is significantly higher than ESPO's -15.10% return.
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%
ESPO
- 1D
- -0.29%
- 1M
- -2.74%
- YTD
- -15.10%
- 6M
- -16.17%
- 1Y
- -14.01%
- 3Y*
- 16.96%
- 5Y*
- 5.49%
- 10Y*
- —
WEC vs. ESPO - 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% | 1.06% |
ESPO VanEck Vectors Video Gaming and eSports ETF | -15.10% | 25.79% | 47.61% | 33.64% | -34.71% | -2.13% | 83.93% | 42.36% | -12.49% |
Correlation
The correlation between WEC and ESPO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.03 |
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Return for Risk
WEC vs. ESPO — Risk / Return Rank
WEC
ESPO
WEC vs. ESPO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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 | ESPO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.88 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | -0.54 | +1.45 |
| Martin ratioReturn relative to average drawdown | 2.26 | -0.94 | +3.19 |
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Drawdowns
WEC vs. ESPO - Drawdown Comparison
The maximum WEC drawdown since its inception was -45.06%, smaller than the maximum ESPO drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for WEC and ESPO.
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Drawdown Indicators
| WEC | ESPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.06% | -50.99% | +5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -27.81% | +16.59% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -27.81% | +11.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | -48.33% | +22.31% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -3.68% | -27.19% | +23.51% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -15.06% | +6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 15.95% | -11.41% |
Volatility
WEC vs. ESPO - Volatility Comparison
WEC Energy Group, Inc. (WEC) has a higher volatility of 5.72% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 4.42%. This indicates that WEC's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WEC | ESPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 4.42% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 14.67% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 18.83% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 25.10% | -6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 25.71% | -4.11% |
Dividends
WEC vs. ESPO - Dividend Comparison
WEC's dividend yield for the trailing twelve months is around 3.25%, more than ESPO's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESPO VanEck Vectors Video Gaming and eSports ETF | 1.47% | 1.24% | 0.44% | 0.96% | 0.91% | 3.36% | 0.12% | 0.22% | 0.04% | 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 ESPO have a correlation of -0.03, 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 ESPO (4.42%). In terms of maximum drawdown, WEC dropped -45.06% vs ESPO's -50.99%.
WEC currently has the higher Sharpe Ratio (0.67 vs -0.80), 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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