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

Performance

WEC vs. OGE - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.37%
25.66%
WEC
OGE

Returns By Period

In the year-to-date period, WEC achieves a 24.66% return, which is significantly lower than OGE's 31.37% return. Over the past 10 years, WEC has outperformed OGE with an annualized return of 11.24%, while OGE has yielded a comparatively lower 6.23% annualized return.


WEC

YTD

24.66%

1M

3.18%

6M

27.42%

1Y

28.77%

5Y (annualized)

6.03%

10Y (annualized)

11.24%

OGE

YTD

31.37%

1M

7.59%

6M

25.76%

1Y

31.48%

5Y (annualized)

5.64%

10Y (annualized)

6.23%

Fundamentals


WECOGE
Market Cap$31.40B$8.66B
EPS$4.09$1.93
PE Ratio24.2722.34
PEG Ratio2.904.10
Total Revenue (TTM)$8.53B$2.79B
Gross Profit (TTM)$3.90B$1.30B
EBITDA (TTM)$3.60B$1.21B

Key characteristics


WECOGE
Sharpe Ratio1.651.85
Sortino Ratio2.332.55
Omega Ratio1.291.34
Calmar Ratio1.181.69
Martin Ratio5.647.07
Ulcer Index5.26%4.56%
Daily Std Dev17.98%17.44%
Max Drawdown-45.05%-48.85%
Current Drawdown0.00%0.00%

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Correlation

-0.50.00.51.00.6

The correlation between WEC and OGE is 0.56, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for WEC, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.651.85
The chart of Sortino ratio for WEC, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.332.55
The chart of Omega ratio for WEC, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.34
The chart of Calmar ratio for WEC, currently valued at 1.18, compared to the broader market0.002.004.006.001.181.69
The chart of Martin ratio for WEC, currently valued at 5.64, compared to the broader market0.0010.0020.0030.005.647.07
WEC
OGE

The current WEC Sharpe Ratio is 1.65, which is comparable to the OGE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of WEC and OGE, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.65
1.85
WEC
OGE

Dividends

WEC vs. OGE - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.31%, less than OGE's 3.82% yield.


TTM20232022202120202019201820172016201520142013
WEC
WEC Energy Group, Inc.
3.31%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.
3.82%4.75%4.16%4.22%4.92%3.33%3.48%3.77%3.37%4.85%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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
WEC
OGE

Volatility

WEC vs. OGE - Volatility Comparison

The current volatility for WEC Energy Group, Inc. (WEC) is 5.20%, while OGE Energy Corp. (OGE) has a volatility of 6.93%. This indicates that WEC experiences smaller price fluctuations and is considered to be less risky than OGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.20%
6.93%
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