LNT vs OGE: returns, Sharpe ratio and drawdown

Over the past year, OGE returned +1.89% against -0.39% for LNT. Over five years, OGE averaged +6.93% a year, compared with +3.87% for LNT. OGE had the higher Sharpe ratio over the past year (-0.07 vs -0.21), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.35% for OGE and -18.99% for LNT.