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Capital Power Corporation (CPX.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA14042M1023
CUSIP14042M102
SectorUtilities
IndustryUtilities—Independent Power Producers

Highlights

Market CapCA$4.46B
EPSCA$6.04
PE Ratio5.85
PEG Ratio2.90
Revenue (TTM)CA$4.07B
Gross Profit (TTM)CA$980.00M
EBITDA (TTM)CA$1.62B
Year RangeCA$33.99 - CA$43.92
Target PriceCA$43.36
Short %1.11%
Short Ratio4.01

Share Price Chart


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Compare to other instruments

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Capital Power Corporation

Popular comparisons: CPX.TO vs. EMA.TO, CPX.TO vs. POW.TO, CPX.TO vs. CU.TO, CPX.TO vs. TLT, CPX.TO vs. FTS, CPX.TO vs. FTS.TO, CPX.TO vs. CNQ.TO, CPX.TO vs. VDY.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Capital Power Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%500.00%550.00%600.00%December2024FebruaryMarchAprilMay
282.01%
553.72%
CPX.TO (Capital Power Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Capital Power Corporation had a return of -3.72% year-to-date (YTD) and -15.93% in the last 12 months. Over the past 10 years, Capital Power Corporation had an annualized return of 10.46%, while the S&P 500 benchmark had an annualized return of 10.41%, indicating that Capital Power Corporation performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date-3.72%6.17%
1 month-4.88%-2.72%
6 months-4.43%17.29%
1 year-15.93%23.80%
5 years (annualized)9.71%11.47%
10 years (annualized)10.46%10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.33%3.76%1.26%-5.97%
2023-6.41%3.97%4.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CPX.TO is 16, indicating that it is in the bottom 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CPX.TO is 1616
Capital Power Corporation(CPX.TO)
The Sharpe Ratio Rank of CPX.TO is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of CPX.TO is 1414Sortino Ratio Rank
The Omega Ratio Rank of CPX.TO is 1515Omega Ratio Rank
The Calmar Ratio Rank of CPX.TO is 1616Calmar Ratio Rank
The Martin Ratio Rank of CPX.TO is 2121Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Capital Power Corporation (CPX.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CPX.TO
Sharpe ratio
The chart of Sharpe ratio for CPX.TO, currently valued at -0.73, compared to the broader market-2.00-1.000.001.002.003.004.00-0.73
Sortino ratio
The chart of Sortino ratio for CPX.TO, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.006.00-0.98
Omega ratio
The chart of Omega ratio for CPX.TO, currently valued at 0.89, compared to the broader market0.501.001.500.89
Calmar ratio
The chart of Calmar ratio for CPX.TO, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57
Martin ratio
The chart of Martin ratio for CPX.TO, currently valued at -1.11, compared to the broader market-10.000.0010.0020.0030.00-1.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market-10.000.0010.0020.0030.007.61

Sharpe Ratio

The current Capital Power Corporation Sharpe ratio is -0.73. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Capital Power Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.73
2.29
CPX.TO (Capital Power Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Capital Power Corporation granted a 6.76% dividend yield in the last twelve months. The annual payout for that period amounted to CA$2.43 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$2.43CA$2.39CA$2.26CA$2.12CA$1.99CA$1.86CA$1.73CA$1.62CA$1.51CA$1.41CA$1.31CA$1.26

Dividend yield

6.76%6.32%4.87%5.37%5.67%5.39%6.51%6.59%6.50%7.93%5.04%5.92%

Monthly Dividends

The table displays the monthly dividend distributions for Capital Power Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.00CA$0.62CA$0.00
2023CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.62
2022CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.58
2021CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55
2020CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00CA$0.51
2019CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.48
2018CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.45
2017CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42
2016CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39
2015CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37
2014CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.34
2013CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.8%
Capital Power Corporation has a dividend yield of 6.76%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%38.4%
Capital Power Corporation has a payout ratio of 38.37%, which is quite average when compared to the overall market. This suggests that Capital Power Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-23.37%
-2.79%
CPX.TO (Capital Power Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Capital Power Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Capital Power Corporation was 47.38%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current Capital Power Corporation drawdown is 23.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.38%Feb 24, 202021Mar 23, 2020201Jan 11, 2021222
-41.89%Sep 4, 2014322Dec 14, 2015268Jan 10, 2017590
-27.16%Aug 30, 2022292Oct 27, 2023
-19.15%Jun 24, 201130Aug 8, 2011628Feb 6, 2014658
-14.62%Oct 22, 202165Jan 25, 202267May 2, 2022132

Volatility

Volatility Chart

The current Capital Power Corporation volatility is 2.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
2.95%
3.57%
CPX.TO (Capital Power Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Capital Power Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items