WEC vs. VTSAX
Compare and contrast key facts about WEC Energy Group, Inc. (WEC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WEC or VTSAX.
Performance
WEC vs. VTSAX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with WEC having a 24.66% return and VTSAX slightly higher at 25.61%. Over the past 10 years, WEC has underperformed VTSAX with an annualized return of 11.24%, while VTSAX has yielded a comparatively higher 12.66% annualized return.
WEC
24.66%
3.18%
27.42%
28.77%
6.03%
11.24%
VTSAX
25.61%
2.56%
14.24%
32.94%
15.09%
12.66%
Key characteristics
| WEC | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.65 | 2.67 |
| Sortino Ratio | 2.33 | 3.56 |
| Omega Ratio | 1.29 | 1.49 |
| Calmar Ratio | 1.18 | 3.92 |
| Martin Ratio | 5.64 | 17.04 |
| Ulcer Index | 5.26% | 1.97% |
| Daily Std Dev | 17.98% | 12.55% |
| Max Drawdown | -45.05% | -55.34% |
| Current Drawdown | 0.00% | -0.81% |
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Correlation
The correlation between WEC and VTSAX 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.
Risk-Adjusted Performance
WEC vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
WEC vs. VTSAX - Dividend Comparison
WEC's dividend yield for the trailing twelve months is around 3.31%, more than VTSAX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WEC WEC Energy Group, Inc. | 3.31% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.40% | 2.96% | 3.50% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
WEC vs. VTSAX - Drawdown Comparison
The maximum WEC drawdown since its inception was -45.05%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for WEC and VTSAX. For additional features, visit the drawdowns tool.
Volatility
WEC vs. VTSAX - Volatility Comparison
WEC Energy Group, Inc. (WEC) has a higher volatility of 5.20% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.16%. This indicates that WEC's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.