ATO vs LNT: returns, Sharpe ratio and drawdown

Over the past year, LNT returned -2.59% against -8.16% for ATO. Over five years, ATO averaged +11.59% a year, compared with +3.28% for LNT. LNT had the higher Sharpe ratio over the past year (-0.35 vs -0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -18.75% for ATO and -18.99% for LNT.