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

Key characteristics


WECOGE
YTD Return-0.77%1.12%
1Y Return-12.63%-2.42%
3Y Return (Ann)-1.99%6.19%
5Y Return (Ann)4.42%0.47%
10Y Return (Ann)8.92%3.35%
Sharpe Ratio-0.63-0.24
Daily Std Dev19.25%18.80%
Max Drawdown-45.05%-48.85%
Current Drawdown-18.99%-12.56%

Fundamentals


WECOGE
Market Cap$25.76B$6.83B
EPS$4.22$2.07
PE Ratio19.3316.45
PEG Ratio2.453.42
Revenue (TTM)$8.89B$2.67B
Gross Profit (TTM)$3.31B$1.21B
EBITDA (TTM)$3.45B$1.13B

Correlation

-0.50.00.51.00.5

The correlation between WEC and OGE is 0.54, 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.

Performance

WEC vs. OGE - Performance Comparison

In the year-to-date period, WEC achieves a -0.77% return, which is significantly lower than OGE's 1.12% return. Over the past 10 years, WEC has outperformed OGE with an annualized return of 8.92%, while OGE has yielded a comparatively lower 3.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%NovemberDecember2024FebruaryMarchApril
1.46%
2.55%
WEC
OGE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WEC Energy Group, Inc.

OGE Energy Corp.

Risk-Adjusted Performance

WEC vs. OGE - Risk-Adjusted Performance Comparison

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


WEC
Sharpe ratio
The chart of Sharpe ratio for WEC, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.004.00-0.66
Sortino ratio
The chart of Sortino ratio for WEC, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.006.00-0.81
Omega ratio
The chart of Omega ratio for WEC, currently valued at 0.90, compared to the broader market0.501.001.500.90
Calmar ratio
The chart of Calmar ratio for WEC, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49
Martin ratio
The chart of Martin ratio for WEC, currently valued at -1.10, compared to the broader market0.0010.0020.0030.00-1.10
OGE
Sharpe ratio
The chart of Sharpe ratio for OGE, currently valued at -0.24, compared to the broader market-2.00-1.000.001.002.003.004.00-0.24
Sortino ratio
The chart of Sortino ratio for OGE, currently valued at -0.21, compared to the broader market-4.00-2.000.002.004.006.00-0.21
Omega ratio
The chart of Omega ratio for OGE, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for OGE, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21
Martin ratio
The chart of Martin ratio for OGE, currently valued at -0.63, compared to the broader market0.0010.0020.0030.00-0.63

WEC vs. OGE - Sharpe Ratio Comparison

The current WEC Sharpe Ratio is -0.63, which is lower than the OGE Sharpe Ratio of -0.24. The chart below compares the 12-month rolling Sharpe Ratio of WEC and OGE.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.20NovemberDecember2024FebruaryMarchApril
-0.66
-0.24
WEC
OGE

Dividends

WEC vs. OGE - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.84%, less than OGE's 4.84% yield.


TTM20232022202120202019201820172016201520142013
WEC
WEC Energy Group, Inc.
3.84%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%3.50%
OGE
OGE Energy Corp.
4.84%4.75%4.16%4.21%4.91%3.33%3.48%3.77%3.37%3.90%2.61%2.46%

Drawdowns

WEC vs. OGE - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.05%, smaller than the maximum OGE drawdown of -48.85%. Use the drawdown chart below to compare losses from any high point for WEC and OGE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-18.99%
-12.56%
WEC
OGE

Volatility

WEC vs. OGE - Volatility Comparison

WEC Energy Group, Inc. (WEC) and OGE Energy Corp. (OGE) have volatilities of 5.94% and 5.96%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.94%
5.96%
WEC
OGE

Financials

WEC vs. OGE - Financials Comparison

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