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WEC vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEC Energy Group, Inc. (WEC) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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WEC vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEC
WEC Energy Group, Inc.
10.70%15.96%16.11%-7.00%-0.45%8.66%2.49%37.05%7.87%17.11%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, WEC achieves a 10.70% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, WEC has underperformed SCHD with an annualized return of 10.31%, while SCHD has yielded a comparatively higher 12.31% annualized return.


WEC

1D
0.38%
1M
-1.02%
YTD
10.70%
6M
2.70%
1Y
9.82%
3Y*
10.78%
5Y*
7.97%
10Y*
10.31%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WEC vs. SCHD — Risk / Return Rank

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

WEC
WEC Risk / Return Rank: 6161
Overall Rank
WEC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WEC Sortino Ratio Rank: 5656
Sortino Ratio Rank
WEC Omega Ratio Rank: 5353
Omega Ratio Rank
WEC Calmar Ratio Rank: 6464
Calmar Ratio Rank
WEC Martin Ratio Rank: 6565
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


WECSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.89

-0.25

Sortino ratio

Return per unit of downside risk

0.97

1.35

-0.38

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

1.00

1.19

-0.19

Martin ratio

Return relative to average drawdown

2.56

3.99

-1.43

WEC vs. SCHD - Sharpe Ratio Comparison

The current WEC Sharpe Ratio is 0.64, which is comparable to the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of WEC and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WECSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.89

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.59

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.74

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.84

-0.23

Correlation

The correlation between WEC and SCHD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WEC vs. SCHD - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.14%, less than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
WEC
WEC Energy Group, Inc.
3.14%3.39%3.55%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.81%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

WEC vs. SCHD - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.06%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WEC and SCHD.


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Drawdown Indicators


WECSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-45.06%

-33.37%

-11.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-12.74%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-16.85%

-9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-33.37%

+1.06%

Current Drawdown

Current decline from peak

-1.81%

-2.89%

+1.08%

Average Drawdown

Average peak-to-trough decline

-8.34%

-3.34%

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

3.89%

+0.52%

Volatility

WEC vs. SCHD - Volatility Comparison

WEC Energy Group, Inc. (WEC) has a higher volatility of 5.23% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that WEC's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WECSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

2.40%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

7.96%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

15.74%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

14.40%

+4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

16.70%

+4.90%