WEC Energy Group (WEC): analysis and statistics
Return, volatility, Sharpe ratio and risk for WEC Energy Group, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $110.50 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +14.35% |
| Total return over period | +49.22% |
| Annualized volatility | 17.27% |
| Period volatility | 29.84% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.23 |
| Sortino ratio | 1.79 |
| Max drawdown | -15.20% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.30% |
| Correlation with the S&P 500 | 0.05 |
| Period range | $70.71 – $118.85 |
| Trading days analyzed | 752 |
Over the last 3.0 years, WEC Energy Group (WEC) has posted an annualized return of +14.35% with annual volatility of 17.27%, a Sharpe ratio of 1.23. Its worst stretch (max drawdown from a peak) was -15.20%. Its correlation with the S&P 500 is 0.05, 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 WEC would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, WEC Energy Group (WEC) is of the S&P 500.
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