PPL Corporation (PPL): analysis and statistics
Return, volatility, Sharpe ratio and risk for PPL Corporation, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $35.55 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +12.70% |
| Total return over period | +42.85% |
| Annualized volatility | 17.87% |
| Sharpe ratio | 0.51 |
| Sortino ratio | 0.71 |
| Max drawdown | -16.67% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.51% |
| Correlation with the S&P 500 | 0.14 |
| Period range | $20.59 – $39.49 |
| Trading days analyzed | 752 |
Over the last 3.0 years, PPL Corporation (PPL) has posted an annualized return of +12.70% with annual volatility of 17.87%, a Sharpe ratio of 0.51. Its worst stretch (max drawdown from a peak) was -16.67%. Its correlation with the S&P 500 is 0.14, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how PPL would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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