PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WEC vs. PPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WEC and PPL is 0.53, 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.


-0.50.00.51.00.5

Performance

WEC vs. PPL - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.89%
17.83%
WEC
PPL

Key characteristics

Sharpe Ratio

WEC:

1.13

PPL:

1.70

Sortino Ratio

WEC:

1.65

PPL:

2.36

Omega Ratio

WEC:

1.20

PPL:

1.29

Calmar Ratio

WEC:

0.76

PPL:

1.60

Martin Ratio

WEC:

3.66

PPL:

7.12

Ulcer Index

WEC:

5.19%

PPL:

3.81%

Daily Std Dev

WEC:

16.84%

PPL:

15.97%

Max Drawdown

WEC:

-45.05%

PPL:

-55.37%

Current Drawdown

WEC:

-8.01%

PPL:

-6.62%

Fundamentals

Market Cap

WEC:

$29.96B

PPL:

$23.81B

EPS

WEC:

$4.09

PPL:

$1.11

PE Ratio

WEC:

23.16

PPL:

29.06

PEG Ratio

WEC:

2.47

PPL:

1.06

Total Revenue (TTM)

WEC:

$8.53B

PPL:

$8.28B

Gross Profit (TTM)

WEC:

$3.31B

PPL:

$3.19B

EBITDA (TTM)

WEC:

$3.60B

PPL:

$3.09B

Returns By Period

In the year-to-date period, WEC achieves a 15.64% return, which is significantly lower than PPL's 23.88% return. Over the past 10 years, WEC has outperformed PPL with an annualized return of 9.52%, while PPL has yielded a comparatively lower 4.28% annualized return.


WEC

YTD

15.64%

1M

-5.44%

6M

20.33%

1Y

19.01%

5Y*

3.45%

10Y*

9.52%

PPL

YTD

23.88%

1M

-4.63%

6M

17.83%

1Y

27.21%

5Y*

2.37%

10Y*

4.28%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for WEC, currently valued at 1.13, compared to the broader market-4.00-2.000.002.001.131.70
The chart of Sortino ratio for WEC, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.652.36
The chart of Omega ratio for WEC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.29
The chart of Calmar ratio for WEC, currently valued at 0.76, compared to the broader market0.002.004.006.000.761.60
The chart of Martin ratio for WEC, currently valued at 3.66, compared to the broader market-5.000.005.0010.0015.0020.0025.003.667.12
WEC
PPL

The current WEC Sharpe Ratio is 1.13, which is lower than the PPL Sharpe Ratio of 1.70. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.13
1.70
WEC
PPL

Dividends

WEC vs. PPL - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.57%, more than PPL's 3.18% yield.


TTM20232022202120202019201820172016201520142013
WEC
WEC Energy Group, Inc.
3.57%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
3.18%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.33%4.12%4.90%

Drawdowns

WEC vs. PPL - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.05%, smaller than the maximum PPL drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for WEC and PPL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.01%
-6.62%
WEC
PPL

Volatility

WEC vs. PPL - Volatility Comparison

The current volatility for WEC Energy Group, Inc. (WEC) is 3.92%, while PPL Corporation (PPL) has a volatility of 4.78%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.92%
4.78%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab