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

Correlation

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.


-0.50.00.51.00.6

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.

0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
24.83%
18.44%
WEC
OGE

Key characteristics

Sharpe Ratio

WEC:

1.78

OGE:

2.12

Sortino Ratio

WEC:

2.55

OGE:

2.84

Omega Ratio

WEC:

1.31

OGE:

1.38

Calmar Ratio

WEC:

1.18

OGE:

1.94

Martin Ratio

WEC:

7.20

OGE:

12.42

Ulcer Index

WEC:

4.11%

OGE:

2.98%

Daily Std Dev

WEC:

16.60%

OGE:

17.56%

Max Drawdown

WEC:

-45.05%

OGE:

-48.85%

Current Drawdown

WEC:

-1.56%

OGE:

-0.63%

Fundamentals

Market Cap

WEC:

$31.71B

OGE:

$8.71B

EPS

WEC:

$4.09

OGE:

$1.96

PE Ratio

WEC:

24.51

OGE:

22.12

PEG Ratio

WEC:

2.58

OGE:

4.04

Total Revenue (TTM)

WEC:

$6.32B

OGE:

$2.22B

Gross Profit (TTM)

WEC:

$2.18B

OGE:

$1.05B

EBITDA (TTM)

WEC:

$2.84B

OGE:

$985.80M

Returns By Period

In the year-to-date period, WEC achieves a 6.58% return, which is significantly higher than OGE's 6.19% return. Over the past 10 years, WEC has outperformed OGE with an annualized return of 9.34%, while OGE has yielded a comparatively lower 6.42% annualized return.


WEC

YTD

6.58%

1M

6.06%

6M

24.83%

1Y

31.06%

5Y*

3.59%

10Y*

9.34%

OGE

YTD

6.19%

1M

6.81%

6M

18.44%

1Y

38.49%

5Y*

3.63%

10Y*

6.42%

*Annualized

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. OGE — 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 8686
Overall Rank
The Sharpe Ratio Rank of WEC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of WEC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of WEC is 8484
Omega Ratio Rank
The Calmar Ratio Rank of WEC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of WEC is 8686
Martin Ratio Rank

OGE
The Risk-Adjusted Performance Rank of OGE is 9191
Overall Rank
The Sharpe Ratio Rank of OGE is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of OGE is 9090
Sortino Ratio Rank
The Omega Ratio Rank of OGE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of OGE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of OGE is 9494
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. 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 1.78, compared to the broader market-2.000.002.004.001.782.12
The chart of Sortino ratio for WEC, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.006.002.552.84
The chart of Omega ratio for WEC, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.38
The chart of Calmar ratio for WEC, currently valued at 1.18, compared to the broader market0.002.004.006.001.181.94
The chart of Martin ratio for WEC, currently valued at 7.20, compared to the broader market0.0010.0020.0030.007.2012.42
WEC
OGE

The current WEC Sharpe Ratio is 1.78, which is comparable to the OGE Sharpe Ratio of 2.12. 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.78
2.12
WEC
OGE

Dividends

WEC vs. OGE - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.33%, less than OGE's 3.87% yield.


TTM20242023202220212020201920182017201620152014
WEC
WEC Energy Group, Inc.
3.33%3.55%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.40%2.96%
OGE
OGE Energy Corp.
3.87%4.06%4.75%4.16%4.22%4.92%3.33%3.48%3.77%3.37%4.85%2.61%

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%AugustSeptemberOctoberNovemberDecember2025
-1.56%
-0.63%
WEC
OGE

Volatility

WEC vs. OGE - Volatility Comparison

The current volatility for WEC Energy Group, Inc. (WEC) is 5.24%, while OGE Energy Corp. (OGE) has a volatility of 6.64%. 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%AugustSeptemberOctoberNovemberDecember2025
5.24%
6.64%
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
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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.

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