WEC vs. PPL

In the year-to-date period, WEC achieves a 22.30% return, which is significantly lower than PPL's 29.39% return. Over the past 10 years, WEC has outperformed PPL with an annualized return of 10.95%, while PPL has yielded a comparatively lower 5.11% annualized return.

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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.

The current WEC Sharpe Ratio is 1.45, which is lower than the PPL Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of WEC and PPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WEC's dividend yield for the trailing twelve months is around 3.37%, more than PPL's 2.97% yield.

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.

The current volatility for WEC Energy Group, Inc. (WEC) is 5.06%, while PPL Corporation (PPL) has a volatility of 6.07%. This indicates that WEC experiences smaller price fluctuations and is considered to be less risky than PPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.