AEE vs PPL: returns, Sharpe ratio and drawdown

Over the past year, AEE returned -1.13% against -7.69% for PPL. Over five years, AEE averaged +4.14% a year, compared with +3.41% for PPL. AEE had the higher Sharpe ratio over the past year (-0.24 vs -0.60), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.16% for AEE and -19.69% for PPL.