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

Correlation

The correlation between WEC and LNT is 0.59, 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. LNT - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.89%
17.65%
WEC
LNT

Key characteristics

Sharpe Ratio

WEC:

1.13

LNT:

1.22

Sortino Ratio

WEC:

1.65

LNT:

1.76

Omega Ratio

WEC:

1.20

LNT:

1.23

Calmar Ratio

WEC:

0.76

LNT:

0.97

Martin Ratio

WEC:

3.66

LNT:

5.37

Ulcer Index

WEC:

5.19%

LNT:

4.03%

Daily Std Dev

WEC:

16.84%

LNT:

17.71%

Max Drawdown

WEC:

-45.05%

LNT:

-51.66%

Current Drawdown

WEC:

-8.01%

LNT:

-7.36%

Fundamentals

Market Cap

WEC:

$29.96B

LNT:

$15.29B

EPS

WEC:

$4.09

LNT:

$2.57

PE Ratio

WEC:

23.16

LNT:

23.18

PEG Ratio

WEC:

2.47

LNT:

2.36

Total Revenue (TTM)

WEC:

$8.53B

LNT:

$3.97B

Gross Profit (TTM)

WEC:

$3.31B

LNT:

$1.22B

EBITDA (TTM)

WEC:

$3.60B

LNT:

$1.73B

Returns By Period

In the year-to-date period, WEC achieves a 15.64% return, which is significantly lower than LNT's 19.15% return. Both investments have delivered pretty close results over the past 10 years, with WEC having a 9.52% annualized return and LNT not far behind at 9.38%.


WEC

YTD

15.64%

1M

-5.44%

6M

20.33%

1Y

19.01%

5Y*

3.45%

10Y*

9.52%

LNT

YTD

19.15%

1M

-5.27%

6M

17.65%

1Y

20.87%

5Y*

4.68%

10Y*

9.38%

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

WEC vs. LNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and Alliant Energy Corporation (LNT). 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-4.00-2.000.002.001.131.22
The chart of Sortino ratio for WEC, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.651.76
The chart of Omega ratio for WEC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.23
The chart of Calmar ratio for WEC, currently valued at 0.76, compared to the broader market0.002.004.006.000.760.97
The chart of Martin ratio for WEC, currently valued at 3.66, compared to the broader market-5.000.005.0010.0015.0020.0025.003.665.37
WEC
LNT

The current WEC Sharpe Ratio is 1.13, which is comparable to the LNT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of WEC and LNT, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.13
1.22
WEC
LNT

Dividends

WEC vs. LNT - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.57%, more than LNT's 3.26% 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%
LNT
Alliant Energy Corporation
3.26%3.53%3.10%2.62%2.95%2.60%3.17%2.96%3.10%3.52%3.07%3.64%

Drawdowns

WEC vs. LNT - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.05%, smaller than the maximum LNT drawdown of -51.66%. Use the drawdown chart below to compare losses from any high point for WEC and LNT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.01%
-7.36%
WEC
LNT

Volatility

WEC vs. LNT - Volatility Comparison

WEC Energy Group, Inc. (WEC) and Alliant Energy Corporation (LNT) have volatilities of 3.92% and 3.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.92%
3.87%
WEC
LNT

Financials

WEC vs. LNT - Financials Comparison

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