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WEC vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WEC vs. PG - Performance Comparison

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

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Returns By Period

In the year-to-date period, WEC achieves a 7.29% return, which is significantly higher than PG's 2.74% return. Over the past 10 years, WEC has outperformed PG with an annualized return of 9.41%, while PG has yielded a comparatively lower 8.64% annualized return.


WEC

1D
-1.51%
1M
0.49%
YTD
7.29%
6M
8.01%
1Y
8.89%
3Y*
11.27%
5Y*
7.23%
10Y*
9.41%

PG

1D
-0.98%
1M
-0.90%
YTD
2.74%
6M
6.43%
1Y
-8.99%
3Y*
2.29%
5Y*
4.10%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEC vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEC
WEC Energy Group, Inc.
7.29%15.96%16.11%-7.00%-0.45%8.66%2.49%37.05%7.87%17.11%
PG
The Procter & Gamble Company
2.74%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between WEC and PG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 29, 1984

0.30

The correlation between WEC and PG shifts across timeframes, from 0.30 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WEC:

$36.52B

PG:

$350.63B

EPS

WEC:

$5.03

PG:

$5.23

PE Ratio

WEC:

22.11

PG:

27.76

PEG Ratio

WEC:

4.94

PG:

6.79

PS Ratio

WEC:

3.59

PG:

4.07

PB Ratio

WEC:

2.58

PG:

6.50

Total Revenue (TTM)

WEC:

$10.08B

PG:

$86.72B

Gross Profit (TTM)

WEC:

$5.62B

PG:

$43.64B

EBITDA (TTM)

WEC:

$4.04B

PG:

$22.63B

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Return for Risk

WEC vs. PG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEC
WEC Risk / Return Rank: 5757
Overall Rank
WEC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WEC Sortino Ratio Rank: 5353
Sortino Ratio Rank
WEC Omega Ratio Rank: 5151
Omega Ratio Rank
WEC Calmar Ratio Rank: 5959
Calmar Ratio Rank
WEC Martin Ratio Rank: 6161
Martin Ratio Rank

PG
PG Risk / Return Rank: 2020
Overall Rank
PG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PG Sortino Ratio Rank: 1919
Sortino Ratio Rank
PG Omega Ratio Rank: 2020
Omega Ratio Rank
PG Calmar Ratio Rank: 2121
Calmar Ratio Rank
PG Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEC vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and The Procter & Gamble Company (PG). 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.


WECPGDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.11

0.94

+0.17

Calmar ratioReturn relative to maximum drawdown

0.80

-0.58

+1.38

Martin ratioReturn relative to average drawdown

1.98

-1.04

+3.01

WEC vs. PG - Sharpe Ratio Comparison

The current WEC Sharpe Ratio is 0.59, which is higher than the PG Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of WEC and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WECPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

-0.48

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.23

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.46

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.46

+0.14

Drawdowns

WEC vs. PG - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.06%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for WEC and PG.


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Drawdown Indicators


WECPGDifference

Max Drawdown

Largest peak-to-trough decline

-45.06%

-54.25%

+9.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-15.52%

+4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

-21.15%

+5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-23.77%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-23.77%

-8.54%

Current Drawdown

Current decline from peak

-5.54%

-15.91%

+10.37%

Average Drawdown

Average peak-to-trough decline

-8.32%

-12.16%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

8.93%

-4.42%

Volatility

WEC vs. PG - Volatility Comparison

The current volatility for WEC Energy Group, Inc. (WEC) is 5.55%, while The Procter & Gamble Company (PG) has a volatility of 7.01%. This indicates that WEC experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WECPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

7.01%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

15.32%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

18.65%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

17.79%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

19.05%

+2.55%

Dividends

WEC vs. PG - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.32%, more than PG's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
PG
The Procter & Gamble Company
2.94%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%
WEC
WEC Energy Group, Inc.
3.32%3.39%3.55%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.81%

Financials

WEC vs. PG - Financials Comparison

This section allows you to compare key financial metrics between WEC Energy Group, Inc. and The Procter & Gamble Company. 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


0.005.00B10.00B15.00B20.00B20222023202420252026
3.43B
21.24B
(WEC) Total Revenue
(PG) Total Revenue
Values in USD except per share items

WEC vs. PG - Profitability Comparison

The chart below illustrates the profitability comparison between WEC Energy Group, Inc. and The Procter & Gamble Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
59.5%
49.5%
Portfolio components
WEC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WEC Energy Group, Inc. reported a gross profit of 2.04B and revenue of 3.43B. Therefore, the gross margin over that period was 59.5%.

PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.

WEC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WEC Energy Group, Inc. reported an operating income of 980.00M and revenue of 3.43B, resulting in an operating margin of 28.5%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.

WEC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WEC Energy Group, Inc. reported a net income of 804.70M and revenue of 3.43B, resulting in a net margin of 23.4%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.


Frequently Asked Questions


WEC and PG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PG has higher volatility (7.01%) compared to WEC (5.55%). In terms of maximum drawdown, WEC dropped -45.06% vs PG's -54.25%.

WEC currently has the higher Sharpe Ratio (0.59 vs -0.48), 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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