Southern Company (SO) significantly lagged its peers in terms of total returns in the past few years. In the last 12 months, Southern Company returned -7%. In the past five years, the company returned 6% compounded annually. Total returns consider stock appreciation and dividends paid in a particular period. In comparison, the Utilities Select Sector SPDR ETF (XLU) has returned 5% in the last 12 months and 12% in the last five years compounded annually. The SPDR S&P 500 returned 15% in the past five years.