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

Key characteristics


WECPPL
YTD Return-0.77%1.97%
1Y Return-12.63%-0.98%
3Y Return (Ann)-1.99%1.94%
5Y Return (Ann)4.42%2.30%
10Y Return (Ann)8.92%3.43%
Sharpe Ratio-0.63-0.05
Daily Std Dev19.25%17.91%
Max Drawdown-45.05%-55.38%
Current Drawdown-18.99%-9.76%

Fundamentals


WECPPL
Market Cap$25.76B$19.93B
EPS$4.22$1.00
PE Ratio19.3327.02
PEG Ratio2.451.50
Revenue (TTM)$8.89B$8.31B
Gross Profit (TTM)$3.31B$2.89B
EBITDA (TTM)$3.45B$3.14B

Correlation

-0.50.00.51.00.5

The correlation between WEC and PPL is 0.52, 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. PPL - Performance Comparison

In the year-to-date period, WEC achieves a -0.77% return, which is significantly lower than PPL's 1.97% return. Over the past 10 years, WEC has outperformed PPL with an annualized return of 8.92%, while PPL has yielded a comparatively lower 3.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
1.46%
12.73%
WEC
PPL

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WEC Energy Group, Inc.

PPL Corporation

Risk-Adjusted Performance

WEC vs. PPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and PPL Corporation (PPL). 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 -0.63, compared to the broader market-2.00-1.000.001.002.003.004.00-0.63
Sortino ratio
The chart of Sortino ratio for WEC, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.006.00-0.78
Omega ratio
The chart of Omega ratio for WEC, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for WEC, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47
Martin ratio
The chart of Martin ratio for WEC, currently valued at -0.95, compared to the broader market0.0010.0020.0030.00-0.95
PPL
Sharpe ratio
The chart of Sharpe ratio for PPL, currently valued at -0.05, compared to the broader market-2.00-1.000.001.002.003.004.00-0.05
Sortino ratio
The chart of Sortino ratio for PPL, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.006.000.06
Omega ratio
The chart of Omega ratio for PPL, currently valued at 1.01, compared to the broader market0.501.001.501.01
Calmar ratio
The chart of Calmar ratio for PPL, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03
Martin ratio
The chart of Martin ratio for PPL, currently valued at -0.11, compared to the broader market0.0010.0020.0030.00-0.11

WEC vs. PPL - Sharpe Ratio Comparison

The current WEC Sharpe Ratio is -0.63, which is lower than the PPL Sharpe Ratio of -0.05. The chart below compares the 12-month rolling Sharpe Ratio of WEC and PPL.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2024FebruaryMarchApril
-0.63
-0.05
WEC
PPL

Dividends

WEC vs. PPL - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.84%, more than PPL's 3.57% 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%
PPL
PPL Corporation
3.57%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.32%4.10%4.89%

Drawdowns

WEC vs. PPL - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.05%, smaller than the maximum PPL drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for WEC and PPL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-18.99%
-9.76%
WEC
PPL

Volatility

WEC vs. PPL - Volatility Comparison

WEC Energy Group, Inc. (WEC) has a higher volatility of 6.21% compared to PPL Corporation (PPL) at 5.58%. This indicates that WEC's price experiences larger fluctuations and is considered to be riskier than PPL based on this measure. 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
6.21%
5.58%
WEC
PPL

Financials

WEC vs. PPL - Financials Comparison

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